Orbit RiskPro provides risk managers with a powerful tool to define, customise and automate the process by which they manage traders connected to the electronic markets with real time P&L and near real time margin and SPAN margin calculations.
The system limits risk by controlling the end users access by market, contract and trade size before an order can pass through to the exchange. These orders can then be "marked to market" in real-time.
Risk managers can use the system to pre-set a trader’s or client’s trading limits, position exposure, p&l and margins. This ensures that individuals or groups of end users are prevented from exceeding their available credit limits.
FFastFill’s risk management is designed to be both functional and scalable. Risk managers can organise and tailor their own data through the use of "drill-downs" covering individuals, groups of traders or groups of products and varying from global or country level to a local view. This functionality is supported using three levels of visual alert based on real time information. Crucially, all of this real time data is made available using a calculation engine designed to minimise the impact on processor utilisation and hence latency.
Fully user configurable to enable monitoring of individuals, groups or specific groups
Global Risk Margin Engine (SPAN, TIMS, etc)
Automatic and manual blocking of trading activity
Provides real time overview of all end user positions
Ease of operational use
Ensures end user can not exceed their financial resources
Use of a risk hierarchy to facilitate multi-level control
Dynamic setting of risk parameters without system interruption
Pre & post execution limit controls
Three levels of visual alarms
Real time P&L and SPAN-based risk margining
Customisation using "drill-downs" and cascades
Access controlled by market, contract and trade size
Automatic and manual blocking on trading activity
Optimised calculation engine to minimise impact on latency
Calculation of Greek risk indices including pre-execution Delta limits