KRM22 Limits Manager is expanding functionality into Automated Actions. Allowing for the logical review of a limit change request to decide how it is moved through the review process for final Approval and implementation.

Limits Manager is now able to examine a limit change request to determine how an individual Limit Update Request is handled. This has two major applications.

  1. Immaterial limit change requests can be processed with limited visibility. Meaning that a small limit change request on a trusted trading account can be implemented with limited or no manual review at all.
  2. Significant limit change requests containing changes to volatile instruments, margin implications, open market considerations, or on less reliable accounts can be driven to a more conservative approval workflow requiring intensive review.

The purpose of this is to relieve risk managers from their inconsequential tasks and allow them to focus on the material decisions that require the most attention.

Talk to us to find out more. 

Our Trading Risk suite has been enhanced across the board. The Limits Manager functionality now allows temporary account creation to satisfy place holder accounts for onboarding customers before they go live. This allows for the onboarding process of new accounts to still be captured within the system including the audit trail. We have also put the ability to calculate FX margins based on custom valuation shocks based off of both tenor and tenor-based offsets into our At-Trade product, and our Post-Trade offering can generate reports based on individual product groups – reducing the clutter of full instrument reports and focusing on individual sector risks.

Our relationship with Trading Technologies has been further strengthened with the capability to calculate real-time margin for TT based accounts.

Limits Manager

Our Limits Manager software now allows administrative users to whitelist and customize user views based on their preferences. This provides the two main benefits of preventing users from submitting limits on undesired limit attributes, and an enhanced user experience.

At Trade

At Trade has released the ability for FX margin parameters, enabling customers who carry currency pairs to apply margin parameters for both a Gross and Net Margin percentage based on time bucket.

Post Trade Risk

Post Trade Risk now includes enhanced what-if functionality. Users can amend positions, prices, and volatility surfaces for the ability to properly value hypothetical trades and potential new business