Market Risk July 2021

Market Risk July 2021

Published:

July 27, 2021

KRM22’s Pre-Trade Limits application offers a central location to administer Pre-Trade limits to Exchange trading applications and Independent Software Vendors (ISV’s), eliminating the need to interact with each application on an individual basis.

Consolidating communication across teams and reconciling limit information into one place, allows KRM22’s Pre-Trade Limit application to provide a complete audit trail of all trading limit activity across user accounts and entities.

KRM22 Pre-Trade Limits: New for Q2 2021!
  1. Historical Limit Tracking allows risk managers to view the limit settings of a Trading Entity during a specific calendar period. The limits in force on each date can be viewed in the Pre-Trade limit GUI by dragging a scroll bar though dates or delivered via a report. The limit data is preserved for internal use as well as for compliance and audit purposes. Set the date/time range on the drop-down calendar and you are good to go!

  1. Copy limits from to/from Trading Entities. Conserve time and effort by applying limits already set for a given Trading Entity to another new or existing Trading Entity. The increased efficiency eliminates keypunch errors and simplifies the application of limits for new Trading Entities.

  1. Enhanced email functionality notifying risk managers of a pending approval of a limit change. The members of a workflow group are notified when there is a pending item needing attention as well as when the approval process is complete.