QF Pre-Trade Risk Management
QF Pre-Trade Risk Management provides two distinct mechanisms to deal with client and counterparty risk. These are:
- Retail Risk Management: the retail-based Pre-Trade Risk Management module supports multi-asset buying/selling power, margin calculation and collateral management. Different order management conditions are attached to the risk checks and validation work flows (e.g. permissioning on instruments and markets).
- Institutional Risk Management: Limit and Position-based Pre-Trade Risk Management is available for all supported asset classes. It leverages the AEP Position keeping modules to work out the true capital-based risk, but it can also be integrated with an external middle- or back-office system to offer the same capabilities.
Our Pre-Trade Risk Management can also be used as a standalone system for other execution and order management systems.