Connect the portfolio view to the account, counterparty and trade behind it. Review limit usage, execution changes and stress scenarios with the evidence needed to decide what deserves attention.
ContactExposure across connected accounts
Execution changes with supporting evidence
Risk cases assigned for review
Product view
Move from the portfolio view to the account, policy and review case behind an observation.
What it covers
A venue event can affect collateral, account headroom and several strategies at once. Investigate whether changes in fills reflect liquidity, costs or signal decay, and which accounts and strategies are affected.
Review portfolio, strategy, counterparty and account exposure against the appropriate policy. Include data freshness and unresolved cases in the assessment.
Compare transaction costs and post-trade results using agreed benchmarks. Investigate changes in orders, cancellations, fills and signal decay with enough context to distinguish a pattern from a data problem.
Use entity relationships to examine how a counterparty or collateral event could affect other accounts and strategies. Keep the scenario assumptions separate from observed facts.
In practice
An account reaches 82% utilization against an 80% review threshold. Corbel checks the source timestamp, updates the matching open case and notifies Risk Operations. Stale data goes to a data check instead of a normal assessment.
Check the configured accounts every five minutes.
Check the limit and the 60-second freshness rule.
Update the matching case and notify its owner.
Retain the evidence and response without orders or transfers.
Implementation
Define the inputs, responsibilities and checks for your operation.
Corbel, configured for you
Share your data sources and risk priorities. We’ll map the exposures, checks and responsibilities to monitor.