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


features


Configurable limits including bespoke rules


Supports internal operational limits



Supports broker agreements


Can be integrated into your pre-trade workflow


benefits


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


Customizable breach alert thresholds



Customizable constraints


Alerts via email, in-app, or SMS


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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.