FXL Risk Management

FOR RISK MANAGEMENT

REAL-TIME LIMITS

Straight Through Processing from electronic platforms for FX (spot, forwards, swaps, NDFs, vanilla and exotic options), exchange-traded futures and options, metals, interest rate derivatives and Money Market instruments. Easily integrates with external systems for trades, rates and status updates. Reconciliation with prime brokers and trading platforms.

MARGIN MONITORING

Real-time aggregation and management of currency positions, risk, and P&L. Aggregates and validates global data from multiple systems allowing for complete management of exposures.

VALUE AT RISK

Broadridge FXL Risk Management uses a variance-covariance metric to estimate VaR supported by FINCAD Analytics. Assuming that returns are normally distributed, the method estimates two factors - an expected (or average) return and a standard deviation - to plot a normal distribution curve.

LIQUIDITY MANAGEMENT

Real-time pre-trade checks against the current value of a customer’s collateral and existing net open position enables informative decision making.