Description

The Counterparty Credit Risk Excel Spreadsheet is a powerful tool for understanding and managing financial risk. Designed to simplify the calculation of key metrics like Expected Positive Exposure (EPE), Expected Negative Exposure (ENE), Potential Future Exposure (PFE), and Expected Exposure (EE), this spreadsheet helps you gain actionable insights into counterparty credit risk.

Featuring built-in calculations and a probability distribution chart, the spreadsheet uses inputs such as mean, standard deviation, and alpha (confidence level) to create a detailed analysis of risk metrics. Whether you’re a finance professional, student, or enthusiast, this downloadable tool provides a hands-on way to understand and visualize counterparty credit risk. Enhance your decision-making process with this easy-to-use and customizable Excel template.

Perfect for learning, teaching, or professional use, this spreadsheet is built on the principles outlined in Jon Gregory’s Counterparty Credit Risk framework. Download now and elevate your financial risk analysis!