Tuesday, September 30
Banking Hall, London
Risk Management
Leverage transactional data across all of your trading platforms for true enterprise-level risk management.
Benefits
Consolidated Order Book
Combine order activity from all execution platforms and use TT to get a complete picture of your firm’s orders, fills and positions.
Pre-Trade Risk Checks
Set a multitude of order size, position and credit limits on accounts and users to manage risk across the firm.
Comprehensive Pre-Trade Risk Management
Calculate the overall portfolio margin risk of your screen-based TT platform users with Pre-Trade Portfolio Risk functionality.
Pre-Trade Portfolio Analysis
Leverage SPAN, PRISMA, VaR and other custom exchange risk models across 20+ global derivatives exchanges to more accurately and efficiently assess margin risk for an entire portfolio.
Determine Buying Power
Compute worst-case margin calculations based on a complete array of both working orders and filled positions before an order is sent to the market.
Order Cross Prevention
Prevent order crossing and self matching to avoid regulatory violations and fines.
Price Controls
Configure price reasonability and other price controls to prevent traders and algos from submitting orders at undesirable prices potentially due to volatile and illiquid market conditions.
Post-Trade Risk
Monitor firm-level risk across platforms and automate administrative and risk management tasks using a variety of APIs.
KRM22 Limits Manager
Manage trading limits, retain an audit trail of limit activity, quickly query limit histories, and easily make bulk limit changes.
Highlights
- View all working orders, fills and positions across all accounts for a true enterprise view of risk.
- Account for all positions and working orders when conducting pre-trade risk checks.
- Automatically upload start-of-day positions, account credit and margin from a file or back office system.
- Internally match trades with no added latency using Position Transfer to improve trade executions, eliminate rejects and avoid fines.
- Leverage TT REST API and TT Setup SDK to automate post-trade risk management tasks.
- View options positions in terms of Greeks and play what-if scenarios by applying shocks to both volatility and underlying price.
- Use the Risk Matrix to evaluate multiple scenarios simultaneously for changes to vol and underlying price.
- Access KRM22 Limit Manager features to streamline risk requests, approvals and tracking.