Exposures Management

The limits management module provides the ability to place a limit in every instance of the system in such a way that the user would have a clear overview in real time of what, where or when turned unfavourable.

Main Features

  • Design risk and exposure limits for each portfolio or group of portfolios
  • Assign any limit to any portfolio decomposition level
  • Create composite limits with And/Or conditions in order to monitor not only each limit separately but also all together as one limit
  • Create groups of limits (categories) and use them for internal or other specific needs
  • Manage limit thresholds and multiple tolerance levels with user-defined expressions, messages, symbols and colors
  • Be informed with real-time warning indicators through automated processes (email, sms, notifications) or through detailed end-of-day reports