Using SDX Interest Rates to Manage Your Risk

SDX Interest Rates can help you to manage your:

Market risk, i.e., the risk that the value of your investment will decrease due to moves in market factors.

You can do this as follows:

Displaying a last day payout chart (see Generating a Payout Chart)

Using the risk charts (see Risk Charts

Using the Risk Matrix tool to look at what the risks of the portfolio would be if the market data was to change. See Risk Matrix Window.

Displaying the effect of rates changes on a position.

Counterparty credit risk, i.e., the possibility that the counterparty will default.

For more information see Working with CVA.