Markets can change in the blink of an eye. Stay focused and informed about your exposure in real-time. Set limit alerts based on delta, gamma, vega and theta to notify risk managers of breaches and use risk dashboards to expose potential future risk issues. Create Watchlists to isolate high maintenance accounts.
Time is of the essence. Manage your P&L in real-time by while also updating exchange margin for new account activity. P&L is calculated on the account/product/expiry levels while exchange margins are delivered with visibility into commodity code. Utilize limit and dashboard functionality to generate alerts based on P&L, margin, NLV, and/or ratios of relevant risk criteria.
The need to know. Use real-time position management to monitor trading activity across the entire organisation. Use Watchlists to isolate accounts that require an extra degree of observation when instructed to close or amend positions. Use the limit alerts and dashboards to identify quantity violations or potential future violations.
When VaR absolutely cannot wait. Analyze VaR results nearly instantly in the same view as P&L, Margin and Greek risk . Calculate Var by account/product and expiry. Utilise limit alerts based on VaR calculations and expose future issues with the risk dashboards.
Create your scenario. Take advantage of user defined settings that can be configured on the fly. Make intraday adjustments to fit a changing market environment or run a fixed scenario as a perfect compliment to exchange margin.
Take another view of risk. Supplement exchange margin calculations with a side by side view of VaR. Calculate meaningful risk ratios of VaR vs. NLV and TNE and expose those results to support risk based margin financing agreements. Set limit alerts on VaR criteria