At Trade

Seize control of intraday market risk by monitoring P&L, exchange margins, positions, Greeks and VaR in real-time.

Components

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
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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
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