Counterparty Exposure Exploration


The research activities aim to design and prototype a decision support tool for monitoring and exploring derivative contracts. Financial institutions stipulate a wide variety of derivative contracts with different counterparties (central counterparties, financial counterparties, and corporate counterparties), different underlying instruments, and different risk factors.

In order to monitor the complexity of counterparty exposure and its inherent risks, the project aims to provide a set of advanced visual tools that allow tracking the structure of the portfolio and its criticalities, enabling analytical tasks, highlighting optimization opportunities, and providing insights for risk mitigation.

In collaboration with