MX.3 delivers a comprehensive range of risk measures across all asset classes, without data or modeling approximations. PFE, EPE, CVA and Basel III IMM rely on a high performance American Monte Carlo simulation offering pre-deal limits check and prospective profitability analysis. Other analytical or hybrid methods are also supported. Credit risk is also monitored across trading and banking books, via a large range of supplementary metrics, covering issuer or loan equivalent exposures as well as credit facilities usage.