Automated position limits monitoring
Position limits are imposed across swaps, futures and options and asset classes including fixed income, commodities, currencies and equities. Compliance requires a large, hard-to-source, diverse dataset with contract limits, calendar data and calculation methodologies constantly being changed by both regulators and exchanges.
Recent reviews include the CFTC’s Final Rule, The Mifid II Quick Fix, the LME’s review of accountability, ESMA’s push for carbon derivatives limits and the SFC’s review.
How FundApps position limits works
The Position Limits solution monitors derivatives limits imposed by exchanges and regulators across the globe. Position data is simply and securely uploaded into our SaaS platform. Aggregation is applied at group or lower level, clients get real-time insight into positions versus applicable limits, and early warnings when caution should be exercised. Any changes by exchanges and regulators are automatically captured and our teams of in-house regulatory experts code it into rules.
Access to clean, updated data
Automated data sourcing from the FIA Tech’s Databank, trading calendar data, direct exchange data and more to ensure access to up-to-date and accurate data.
Our in-house regulatory experts interpret complex limit definitions, define the calculations and translate them into the rules that power our proven rules engine.
Pre-trade & Intra-day Monitoring
Pivot from post-trade monitoring to First Line of Defence with our outbound API that enables pre-trade/intraday position limit monitoring for the Front Office.
Interactive warning system
The ability to set up bespoke alerts to suit a variety of risk appetites ensures adequate warning of when positions are approaching limits.
Reduce risk, avoid fines, inform strategy
Accurate position limits monitoring relies on a multitude of data points that can be easily interrogated as well as an informed understanding of the nuances of the ever changing rules. Manual systems and review processes aren’t designed to shoulder the workload.
The simple answer is automation. Our Position Limits platform is more than just the technology, it comes with the hard-to-get data, rules designed by regulatory experts as well as amazing customer service. Talk to us today.