Trading Technologies International, Inc, a global provider of professional trading software, infrastructure and data solutions, is making KRM22 Risk Manager available to customers on the TT platform.
Trading Technologies International, Inc (TT), a global provider of professional trading software, infrastructure and data solutions, is making KRM22 Risk Manager available to customers on the TT platform.
The real-time post-trade risk service is designed to significantly enhance the risk toolset available through TT’s growing ecosystem for futures commission merchants (FCMs), brokers and traders.
The product’s risk scoring system will help users instantly assess real-time margin and liquidity, creating a new way for futures and options on futures traders to generate alpha under the most volatile market conditions. The offering currently covers margin on existing positions and provides a full range of analytics behind those positions, including the ability to anticipate end-of-day margin. In the first half of next year, TT will add functionality for margin on open orders, giving the brokerage community serving firms and individual traders new tools to manage risk at the time of the trade.
Traders and risk managers on the TT platform can leverage KRM22 Risk Manager to deliver exchange margin and stress calculations through the click of a button. Users can view start-of-day (SOD) and intraday margin calculations and stress results that update with each position change. SOD and intraday margin calculations include Initial Margin, Maintenance Margin, Net Option Value (NOV), Credit Allowance/Margin Ratio and Margin Risk Score.
The tool also provides full and granular visibility into exchange margin values throughout the day at the commodity code level, giving traders and brokers the ability to determine margin concentration and better understand when they are approaching margin and credit limits, and offering FCMs the capability of setting alerts to trigger on predefined margin and credit limits, along with other risk-reduction tools.
