Limit Breach Orchestrator
Firm-wide limit control: utilisation across every desk, the breach queue with its approval route, and a limits-by-desk roll-up.
Last run:
Completed
06 Jul 05:16
Limits
17
monitored firm-wide
Breached
1
over appetite
Warnings
2
≥ 90% utilised
Rates Trading · NOTIONAL
104.2% of $1.2B · Breached
Credit Trading · DV01
93.3% of $120K · Warning
Foreign Exchange · VAR
92.0% of $3.0M · Warning
Rates Trading · DV01
72.0% of $1.0M · Ok
Asset & Liability Management · DV01
70.0% of $6.0M · Ok
Rates Trading · VAR
68.3% of $6.0M · Ok
Breach queue
| Desk | Limit | Utilisation | Limit | Status | Approval route |
|---|---|---|---|---|---|
| Rates Trading | NOTIONAL | $1,250,000,000 (104.2%) | $1,200,000,000 | Breached | Risk Officer: freeze desk + desk-head sign-off |
| Credit Trading | DV01 | $112,000 (93.3%) | $120,000 | Warning | Desk head: review and pre-clear |
| Foreign Exchange | VAR | $2,760,000 (92.0%) | $3,000,000 | Warning | Desk head: review and pre-clear |
Limits by desk
| Desk | Limits | Breached | Warning | Peak utilisation |
|---|---|---|---|---|
| Rates Trading | 3 | 1 | 0 | 104.2% |
| Credit Trading | 4 | 0 | 1 | 93.3% |
| Foreign Exchange | 3 | 0 | 1 | 92.0% |
| Asset & Liability Management | 1 | 0 | 0 | 70.0% |
| Securitized Products | 2 | 0 | 0 | 68.3% |
| Equities & Delta One | 2 | 0 | 0 | 62.0% |
| Cross-Asset Solutions | 1 | 0 | 0 | 53.3% |
| Digital Assets | 1 | 0 | 0 | 42.7% |