Pre Trade
Combat time consuming and error prone processes by maintaining pre-trade limits in one centralised application. The built-in workflow tool creates your firm’s limit request/approval/reject archive.
Trading System Limits
Set trading system limits across all trading applications from a single input source and maintain an audit trail of activity. Intraday system reconciliations with ISV’s and exchanges ensure accuracy. Use the extensive reporting features for compliance and regulatory requirements.
Key features
- Centralised access to trading limits for all accounts
- API connectivity to leading ISV’s
- Complete audit trail and history of limit requests, changes and rejections
Limit Approval Workflow
Monitor your multi-step limit approval workflow from one centralised system and maintain an audit trail of activity. Preserve the workflow history while also identifying the responsible risk team members. Use the extensive reporting features for compliance and regulatory requirements.
Key features
- Centralised access to limit approval/rejection process for all accounts
- Accountability in the approval process
- Complete audit trail and history of the approval/rejection process
At Trade
Seize control of intraday market risk by monitoring P&L, exchange margins, positions, Greeks and VaR in real-time.
P&L and Exchange Margin
Understand your true exposure in real-time by calculating account P&L and Exchange Margin while managing changes to trading inventory. Configure risk dashboards and automated limit alerts to anticipate and react to changing market conditions.
Key features
- Real-time P&L and Exchange Margin (by commodity code)
- Real-time Greek risk
- Real-time Position Management
At Trade VaR
Supplement real-time P&L and exchange margin calculations with At Trade VaR in the same system. Configure confidence level, tenor, and historical lookback period to generate meaningful VaR values by account. Configure risk dashboards and automated limit alerts based on VaR and related VaR/Margin risk ratios.
Key features
- Real-time VaR calculations
- VaR driven risk ratio calculations vs. NLV and TNE
- User configurable setting for confidence %, tenor and lookback period
Post Trade
Calculate 'Max Risk' loss values by account/product/contract and analyse future market results by configuring multiple stress scenarios and viewing the results simultaneously. Use Historical and MC VaR tools to compliment and contrast the market stress calculations.
Stress
Expect the unexpected and anticipate your loss exposure. Create instrument groups and/or product groups to combine similar products into manageable combinations of inventory. Use product weightings to simulate real world market behaviour across products.
Key features
- Multiple sophisticated market stress scenarios run simultaneously
- Extensive product grouping and position management capabilities
- Greek Risk and P&L down to the strike level
Post Trade VaR
Supplement your Stress risk results by calculating Historical VaR on current inventory. Configure Historical and/or Monte Carlo VaR scenarios (confidence, tenor, historical lookback and correlation) and also calculate Expected Shortfall and Incremental VaR. Remove the “black box” limitations and add transparency by viewing VaR by account/product/maturity.
Key features
- Historical and Monte Carlo VaR scenarios configured with ease
- Transparency of VaR calculations by firm/account/product/contract
- Extensive VaR reporting capabilities
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