Risk Management

objective

Operate real-time risk controls with clear escalation and remediation workflows.

workflow

1. define limit hierarchy and ownership model across desks.
2. monitor live exposures, pnl, and rule-trigger events.
3. escalate breaches with documented action timelines.
4. coordinate remediation and de-risking actions with trading.
5. close incidents only after post-mortem and control updates.

required diagnostics

• limit breach frequency, duration, and severity trends.
• escalation response-time and closure metrics.
• control false-positive and false-negative analysis.
• cross-desk exposure contagion diagnostics.
• incident recurrence rate after remediation.

risk controls

• enforce hard stop limits with automated blocking.
• enforce mandatory escalation acknowledgements.