New version of risk manager terminal module CoLibri — 5.0
To support the requirements of new margin ordinance 6681-U, the released version of the risk manager terminal module CoLibri has the following improvements:
- logging of the RCV2 parameter before closing positions and of the information on the basis of which this parameter was calculated,
- sending notifications in case of violation of RCV1 and RCV2 levels for derivatives market portfolios,
- closing positions of derivatives market clients based on the client portfolio parameters initial/minimum margin or UCP, considering the client's risk level.
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