limit checking

control limits with counterparties, brokers and ccps

What is limit checking?

Executing trades must take into account operational and economic limits. 

The Cassini service can measure, monitor and integrate these metrics into your pre-trade and intraday workflow. Knowing breaches at the end of the day isn’t adequate in today’s markets; therefore Cassini provide real-time alerts through out the day. 

We bring these into the front office and enable decision making as early as possible.

Example limits that can be monitored:

Margin at a CCP

Limits with your Clearing Broker or FCM

Internal credit limits

Wallet share controls

Concentration limits for securities

These might be measured using metrics such as:

Gross notional

DV01 / PV01

Custom metrics


Configurable limits including bespoke rules

Supports internal operational limits

Supports broker agreements

Can be integrated into your pre-trade workflow


Go beyond end-of-day monitoring, when breaches are too late

Customizable breach alert thresholds

Customizable constraints

Alerts via email, in-app, or SMS


Our limits monitoring is integrated into our IM screens

Get in touch with one of our experts

Click below and learn how Cassini can benefit you and your firm.