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Risk Engine

See the whole book. Act before it costs you.

Real-time exposure, P&L attribution, toxic-flow scoring and automated hedging — the dealing desk tooling that decides whether a brokerage is profitable or merely busy.

Real-time
Exposure refresh
Per client
Flow scoring
Rules-based
Auto-hedging
24/7
Alerting
The dealing desk

The book, as it is right now — not as it was at midnight.

Exposure, margin and P&L update as trades land. When a limit is approaching, the desk sees it while there is still time to act on it rather than reading about it in tomorrow's report.

  • Net and gross exposure by symbol, class, book, desk and entity
  • P&L attributed to client, group, LP, symbol and time window
  • Warehouse limits with escalation before the breach, not after
  • Historical replay to reconstruct the book at any past moment
Net exposure — illustrative LIVE
EUR/USD−4.2M
XAU/USD+1.8M
US500+2.6M
GBP/JPY−0.9M
BTC/USD+0.4M
Alert feed
ExposureEUR/USD net short exceeds 4.0M warehouse limit
FlowClient #48211 latency-arb score crossed 0.85 — regrouped to A-book
ConnectivityLP session ECN-D reconnected after 2.4s drop
Margin12 accounts below 100% margin level — notifications sent
Capabilities

Controls across the whole risk surface.

Exposure & P&L

  • Net and gross exposure by symbol, asset class, book, desk and entity
  • P&L attribution down to client, group, LP, symbol and time window
  • Live margin utilisation and equity monitoring across the client base
  • Currency exposure with automatic conversion to your base currency
  • Historical replay — reconstruct the book at any past timestamp

Hedging & limits

  • Automatic hedging on exposure, delta or notional thresholds
  • Warehouse limits per symbol with escalation before breach
  • Partial hedge ratios so you keep the flow you want to keep
  • Manual desk override with reason codes and full audit trail
  • Scenario and stress testing against historical shock events

Flow quality & profiling

  • Toxic-flow detection: latency arbitrage, scalping, news trading patterns
  • Per-client profitability and behaviour scoring, updated continuously
  • Automatic group reassignment when a client’s score crosses a threshold
  • Execution quality reporting — slippage, rejects, fill ratios by LP
  • Bonus abuse and correlated-account detection across the client base

Controls & reporting

  • Margin call and stop-out engine with per-group policies
  • Negative balance protection where your jurisdiction requires it
  • Alerting on exposure, margin, VaR breach and LP disconnection
  • Swap, rollover, dividend and corporate action processing
  • End-of-day reconciliation packs and regulator-ready reports
Flow quality

Know which flow to keep before it teaches you the hard way.

Every client is scored continuously on execution timing, holding periods, news correlation and profitability pattern. Cross a threshold and the account regroups automatically — the order routes to the market instead of into your book, without anyone having to notice first.

  • Latency arbitrage and stale-price exploitation detection
  • Scalping, news-trading and correlated-account pattern flags
  • Continuous per-client profitability and behaviour scoring
  • Automatic group reassignment on threshold breach
  • Bonus abuse and multi-account collusion detection
  • Every automated decision logged with its inputs, for review
Risk Engine

Show us your book. We will show you what you are not seeing.

A working session with your exposure profile, your hedging policy and your flow mix — including the client segments that are quietly costing you.

No obligation · NDA on request · Response within one business day