Risk, limits and control
Monitor market and credit risk, limits and liquidity. Build your own limit sheets, automate risk reports and keep portfolios under control in a single platform.
Who it is for
Keep market and credit risk under daily control. Manage portfolio limits and stay aligned with the investment policy and internal mandate.
Check remaining limit capacity and run a pre-trade test before the trade, without switching to a separate risk system.
What stays under control
Market and credit risk, limits, liquidity and investment-mandate monitoring
Market risk
VaR, sensitivity, credit quality and scenario analysis at portfolio level, with ready risk reports.
- Value at Risk (VaR): parametric and historical
- Duration, modified duration and DV01 for bond portfolios
- Equity beta with configurable windows
- Asset correlation analysis
- Scenario analysis and sensitivity to market factors
Credit risk
Issuer credit quality and concentration: ratings from several agencies in one place, limits by issuer and group.
- Consolidated ratings from multiple agencies
- Credit-quality change monitoring
- Issuer and group limits
- Sector and geographic diversification
- Probability of default (PD) assessment
Limits, liquidity and investment compliance
Pre-trade and post-trade control. A limit-sheet builder for internal rules and investment mandates. Shared sheets and company groups across departments.
- Pre-trade and post-trade limit control
- Limit-sheet builder
- Group limits and aggregation
- Concentration by asset, issuer and group
- Duration, maturity and floater-share checks
- Liquidity and cash-flow analysis
- Clear mandate and exception reporting
Portfolio analytics and attribution
TWR/MWR, contribution and Brinson attribution live on the portfolio page. Risk control stays here; performance measurement stays with the book of record.
Go to portfolio analyticsSee TrackRecords in a live demo
We'll walk you through the platform and how it fits your investment process.