Enterprise Risk Command Center
AI agents measuring, monitoring and mitigating market, credit and operational risk firm-wide
AI Agents Active
10 agents measuring exposure, watching limits and advising on hedges across every desk
Firm VaR (99%, 1-day)
$18.4M
Within $22M firm limit
Aggregate Notional Exposure
$482B
Across 9 trading desks
Limit Utilization
78%
3 desks amber, 1 red
Desks Under Coverage
9
Rates, credit, FX, equities +5
Open Model Findings
14
-4 vs last month
Limit Breaches (30d)
3
1 currently open
Reviews Due (14d)
2
1 within 7 days
Recent Alerts
Newest exceptions across all risk modules
Firm VaR limit breach — APAC Rates Desk
1-day 99% VaR of $4.2M exceeds $3.5M desk limit following overnight rate volatility
Counterparty exposure concentration warning
Northbridge Securities PFE now 92% of assigned credit line after new swap trade
Model performance degradation flagged
FX options pricing model backtesting exceptions exceeded threshold for 3rd consecutive week
Loss event logged — trade settlement break
Operational loss event of $18,400 recorded for failed DVP settlement, root cause pending
Upcoming Reviews
Committee, board and credit line review calendar
Monthly Model Validation Committee
Aug 14, 2026
Quarterly Risk Appetite Review — Board Risk Committee
Aug 20, 2026
Stress Test Scenario Refresh — Q3 Macro Shocks
Aug 25, 2026
Counterparty Credit Line Annual Review — Top 20
Sep 2, 2026