Assessing the impact of a price change on a portfolio (Zoom)

The net liquidating value (net equity) is calculated fast and accurately by passing an account/group's portfolio to the Merlin Margin engine for valuation. Using real-time or exchange-delivered settlement prices, the portfolio's net liquidating value is calculated. This calculation identifies the impact of a price change on a portfolio. As with margin monitoring, the user's risk team can set 'medium' and 'high' valuation limit levels on an account/group basis.

Lot limits

This calculation is based on the net position size, either on a product, exchange, or overall basis, and alerts the risk manager if an account/group exceed its authorised limits. Lot limit monitoring also delivers the ability to monitor over-trading outside the front office deal capture system - which may not have the ability to detect the build-up of a position in incremental clips - or have access to give-in trades executed via another broker.

Customised lot limits allow flexible control of your portfolios (Zoom)

Receive limit breach events as an email or SMS message, via a designated SMTP host.

Review, maintain and define alert limits within the risk management application.

Inspect current limit breach events in a snapshot display.

Review historic margin limit and risk calculation data (i.e margin, calculation, lots) and
download to MIS reporting tools for charting.