June 2007 Capital Adequacy Extension © Copyright 2007, CCRO. All rights reserved. Page 61 of 92 • Margins Received • Collateral Given • Letters of Credit • Credit Derivatives • Credit Insurance • Parent Guarantees This allows the user to assess the impact of the credit mitigation measures and determine their impact of the overall credit exposure for each counterparty, credit rating category, or in aggregate. It also allows the user to run scenarios on differing combinations of mitigation tools to ascertain their effect of the credit portfolio and assess the cost of various credit risk mitigation strategies.