New version of risk manager’s terminal module — CoLibri 4.11.0

3 may 2017

ARQA Technologies released a new version of combined Risk manager terminal module CoLibri, that has the integrated functionality of CoLibri SM for stock market, CoLibri FM for derivatives market and CoLibri FX for FX market.

The current version has expanded functionality for position closing on each of the three markets:

  • the new function ‘Close positions of all clients’ allows adding all clients from the ‘Client portfolio’ table (adjusted for filters) to the client list for position closing,
  • the setting ‘Close sub broker position from sub client position’ permits using resources in clients’ accounts when closing sub brokers’ positions,
  • position closing takes into account parameters of portfolio collateral as indicated in the library of limit calculation at the QUIK server (requires Module of unified cash position for spot and derivatives markets in the broker’s configuration).

The functionality of CoLibri SM for stock market applied to risk management of positions under the instrumental scheme of position keeping on FX market now includes the option of position transfer by means of ‘currency pair’ instruments.

The functionality of CoLibri FX for FX market acquired a new setting ‘Select automatically’ on the form of position transfer in the ‘Trade account’ section. The setting is responsible for automatic selection of foreign currency trade account during position transfer. The account is selected from the limit for a foreign currency instrument for every client. Additionally, it is possible to download a list of client codes for transfer from a file.

The functionality of CoLibri FM for derivatives market allows setting parameters for margin calls about reaching terms of composite criterion for various client position keeping schemes: unified cash position for discounts, unified cash position without discounts or without unified cash position.

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