CREDIT RISK

Counterparty Risk

LIVE

TOTAL EXPOSURE

$133.7M

vs $175.0M limit

PORTFOLIO CVA

$410K

mark-to-market

BREACHES

limit exceeded

WARNINGS

≥85% or watch

NCB

US · Banking

A+

$32.4M65%

DE · Banking

BBB+

WARNING

$31.5M90%

HWB

GB · Banking

A-

$18.2M61%

GFG

FR · Banking

BBB

BREACH

$26.8M107%

PRB

JP · Banking

$11.6M58%

CH · Banking

BB+

WATCH

$13.2M88%

Gallic Finance Group S.A.

FR · Banking · Last trade 2026-03-17

BBB

CREDIT EXPOSURE vs LIMIT107.2% UTILIZED

Exposure: $26.8MLimit: $25.0M

CVA

$134K

Credit value adjustment

1Y PD

52bps

Probability of default

LGD

55%

Loss given default

EL (1Y)

$766.48

Expected loss

LIMIT BREACH — ESCALATION REQUIRED

Exposure $26.8M exceeds approved limit $25.0M by $1.8M. New trades must be blocked pending credit review.

← Templates

nodus:escalation-bannernodus:agent-timelinenodus:approval-cardnodus:provenance-chain