Limits & Breach Monitoring
Real-time pre- and post-trade limit utilization across every desk and counterparty
Limits Monitored
96,420
Average Utilization
78%
Limits on Watch (>85%)
3
Active Breaches
1
| Limit | Current | Threshold | Utilization | Status |
|---|---|---|---|---|
| APAC Rates Desk — VaR Limit | $4.2M | $3.5M | 120% | Breach |
| FX Options Desk — VaR Limit | $2.9M | $3.2M | 91% | Watch |
| Equity Derivatives — VaR Limit | $3.8M | $4.5M | 84% | Watch |
| Northbridge Securities — Credit Line | $184M | $200M | 92% | Watch |
| Credit Trading — Single Name Limit | $18M | $25M | 72% | Within Limit |
| G10 Rates Desk — VaR Limit | $3.1M | $5.0M | 62% | Within Limit |
About This Agent
Data on This Page
Every active limit — desk VaR, single-name credit, concentration — with current usage, threshold and status. Stat tiles roll up total limits monitored (96,420), average utilization (78%), limits on watch above 85% (3), and active breaches (1).
What This Agent Does
Ingests real-time exposure from the Market Risk and Counterparty Credit Risk agents, checks every figure against its assigned limit on every update, blocks or flags pre-trade checks that would breach a hard limit, and auto-escalates breaches to the desk head and risk committee within minutes.
Worked Examples
- APAC Rates Desk VaR limit breached at 120% utilization, triggering an automatic escalation and a hedge recommendation request.
- Northbridge Securities credit line moved to amber (92%) after a new trade, with a pre-trade warning issued before execution completed.
- Credit Trading single-name limit utilization eased to 72% after a position was unwound ahead of quarter-end.