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.
Limit Management
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
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
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
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