| 摘要 |
<p>In various embodiments, methods, systems, and computer program products may be provided for monitoring a risk entity's trading activity and/or risk exposure and providing one or more alerts and/or reports regarding the same. In one embodiment, a system is provided comprising at least one memory for storing one or more limits, each limit associated with a risk entity. The system may further comprise at least one processor that may be configured to receive trading activity data associated with the risk entity from a plurality of sources; consolidate the received trading activity data; execute a predetermined algorithm to calculate at least one risk exposure metric based at least in part on the consolidated trading activity data; determine, based at least in part on the calculated risk exposure metric, whether at least one of the limits has been triggered; and generate an alert indicative of the triggering.</p> |
