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:
DV01 / PV01
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
Alerts via email, in-app, or SMS