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Credit exposure monitoring, collateral management, and margin call tracking.
Total Counterparties
48
Avg Credit Rating
A+
Highest Exposure
$420M
JP Morgan
Margin Calls Pending
2
Gross/net exposure, collateral, and credit limit utilization
| Counterparty | Rating | Gross | Net | Collateral | Limit | Util% | Status |
|---|---|---|---|---|---|---|---|
| JP Morgan | AA- | $420M | $185M | $142M | $250M | 74% | OK |
| Goldman Sachs | A+ | $380M | $142M | $118M | $210M | 68% | OK |
| Morgan Stanley | A | $310M | $128M | $96M | $180M | 71% | OK |
| Citibank | A+ | $280M | $112M | $88M | $170M | 66% | OK |
| Deutsche Bank | A- | $240M | $98M | $62M | $120M | 82% | Warning |
| BofA | AA- | $220M | $92M | $78M | $150M | 61% | OK |
| Barclays | A | $180M | $74M | $56M | $110M | 67% | OK |
| Credit Suisse | BBB+ | $95M | $42M | $28M | $50M | 84% | Warning |
Portfolio exposure distribution across rating buckets
Top 5 counterparties by limit usage
Outstanding collateral calls requiring action
Additional collateral required due to MTM deterioration on EUR interest rate swaps portfolio.
Additional collateral required following credit rating downgrade trigger in CSA agreement.