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)

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.

Real-time Greek risk

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.

Real-time Position Management

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.

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Latest features

In a rapidly changing world, it can be hard to keep up with all the new features technology delivers. We simplify this by producing regular feature updates. Contact any of our business development or support team to find out more about how our platform helps you achieve Risk as Alpha.

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