Risk & Limits
Risk management and limit monitoring
Risk Score
72/100
Active Alerts
1
VaR (95%)
$680K
+4.5%
Limits Breaching
2/6
Value at Risk (95%)
7-day rolling VaR trend
Active Alerts
FX Position Limit Breach
2 min ago
Counterparty Exposure Warning
15 min ago
Unusual Trading Pattern
32 min ago
Daily Limit Reset
1 hour ago
Risk Limits
Limit ID | Limit Name | Type | Limit | Used | Utilization | Status |
|---|---|---|---|---|---|---|
| LIM-001 | Daily Trading Limit | Volume | $50.0M | $34.2M | 68.4% | Healthy |
| LIM-002 | Single Transaction Limit | Transaction | $5.0M | $2.5M | 50.0% | Healthy |
| LIM-003 | Counterparty Exposure | Credit | $25.0M | $21.3M | 85.0% | Warning |
| LIM-004 | FX Position Limit | Position | $20.0M | $18.5M | 92.5% | Critical |
| LIM-005 | VaR Limit (95%) | VaR | $1.0M | $0.7M | 68.0% | Healthy |
| LIM-006 | Settlement Risk Limit | Settlement | $10.0M | $4.5M | 45.0% | Healthy |
Counterparty Exposure
Total Exposure:$77.5M
Counterparty | Rating | Current Exposure | Credit Limit | Utilization |
|---|---|---|---|---|
| Goldman Sachs | AA+ | $21.3M | $25.0M | 85% |
| JP Morgan | AA- | $18.5M | $30.0M | 62% |
| Deutsche Bank | A+ | $12.8M | $20.0M | 64% |
| HSBC | AA- | $15.2M | $25.0M | 61% |
| Morgan Stanley | A+ | $9.8M | $20.0M | 49% |
Alert History
Severity | Alert | Description | Time | Status |
|---|---|---|---|---|
| critical | FX Position Limit Breach | EUR/USD position exceeds 90% of limit threshold | 2 min ago | Pending |
| warning | Counterparty Exposure Warning | Goldman Sachs exposure approaching limit | 15 min ago | Acknowledged |
| warning | Unusual Trading Pattern | High volume detected in GBP/USD pair | 32 min ago | Acknowledged |
| info | Daily Limit Reset | Daily trading limits reset successfully | 1 hour ago | Acknowledged |