BrokerTec Risk Management Functions

Select functions from the BrokerTec Risk Management menu.

a. Dashboard

A daily summary of Firm and Firm Group risk exposure and risk limit utilization.

b. BrokerTec Risk Limits

Firm Admin users can view and manage their firm, firm group and trader risk settings.

Accessible from Firm (i)/ Firm Group (ii) functions.

i. Firm Risk Settings

Risk Settings - Limits

  • Max Risk Value: Potential Exposure
  • Max Net Risk Value: Net Traded Limit
  • Order Size Limit: Maximum Order Value / Clip Size
  • Daily Adjustment: Adjustments to risk limits for the current trading session
  • Thresholds & Alerts: Receive an email when trading activity exceeds a user specified percentage of risk limits.
  • Product Restrictions: Restrict products by firm

ii. Firm Group Risk Settings

For details, see Firm: Risk Settings

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iii. Trader Risk Settings

Set and modify trader Order Size Limits. [screen]Closed

c. Alerts & Rejects

View a list of breach alerts and rejected orders; identified by Reference Number, Date. [screen]Closed

d. DV01

Hedge Ratio and Credit Utilization calculations by instrument. [screen]Closed

e. Audit

All entries and updates to BrokerTec Risk Management risk settings are recorded in an audit trail. [screen]Closed