Contact us
Share

MX.3
for Credit Risk

At last, integrated credit risk management across the enterprise

High profile counterparty failures have highlighted the need for accurate valuation and robust management of credit risk. At the same time, Basel III has significantly raised levels of capital that must be held against credit default risk and CVA volatility.

MX.3 delivers timely measurement and consolidation of credit exposures across business lines. Effective risk mitigation strategies can be implemented via hedging, netting or collateral, and of course via pre-deal limits control. The use of capital and funding resources is improved across the organization through upfront pricing of xVA costs, selection of cost effective execution options and optimization of collateral inventories.

Real-time and accurate monitoring of credit risk

MX.3 delivers a comprehensive range of risk measures across all asset classes, without data or modeling approximations. PFE, EPE, CVA and Basel III IMM rely on a high performance American Monte Carlo simulation offering pre-deal limits check and prospective profitability analysis. Other analytical or hybrid methods are also supported. Credit risk is also monitored across trading and banking books, via a large range of supplementary metrics, covering issuer or loan equivalent exposures as well as credit facilities usage.

Timely and global consolidation of credit exposures

MX.3 solves the problem of fragmented infrastructures and processes by implementing sophisticated risk measures, limits management and credit approval workflows within a single solution connected to multiple trading sources.

Functional Coverage

Contact us

Please select
  • Information
    Request
  • Partnership
    Opportunity
  • Media/Analyst
    Inquiry

Information Request

CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

The information collected is processed for the sole use of Murex SAS in ad hoc communications and is therefore subject to dispensation no. 7 of the Commission National Informatique et Libertés (or 'CNIL', the French data protection authority). Pursuant to French Act No. 78-17 of 6 January 1978 as amended in 2004 (the French Data Protection Act), you have the right to access and rectify your personal information or data and the right to object to the processing of such data by contacting mkg@murex.com.

Partnership Opportunity

CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

The information collected is processed for the sole use of Murex SAS in ad hoc communications and is therefore subject to dispensation no. 7 of the Commission National Informatique et Libertés (or 'CNIL', the French data protection authority). Pursuant to French Act No. 78-17 of 6 January 1978 as amended in 2004 (the French Data Protection Act), you have the right to access and rectify your personal information or data and the right to object to the processing of such data by contacting mkg@murex.com.

Media/Analyst Inquiry

CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

The information collected is processed for the sole use of Murex SAS in ad hoc communications and is therefore subject to dispensation no. 7 of the Commission National Informatique et Libertés (or 'CNIL', the French data protection authority). Pursuant to French Act No. 78-17 of 6 January 1978 as amended in 2004 (the French Data Protection Act), you have the right to access and rectify your personal information or data and the right to object to the processing of such data by contacting mkg@murex.com.