Combined CoLibri — single terminal module for risk manager
ARQA Technologies released a new version of risk manager’s terminal module CoLibri 4.10.
In the final development stage of combined terminal module for risk manager the module has acquired the functionalities of the risk manager’s terminal module for spot markets (stock and FX — CoLibri SM/FX) and the terminal module for derivative market (CoLibri FM).
Combining terminal modules into one provides such new options as position and debt analysis of projections on various markets and one-step position closing on all markets.
Consequently, the main innovations in the released version are connected with closing loss-making positions:
Clients that use the scheme ‘by discounts’ for position keeping can now close positions simultaneously on stock, FX and derivative markets. Orders for closing are generated according to stock market risk parameters based on the ratio of portfolio price and initial margin.
There is an option to close positions on derivative market based on derivative market risk parameters
When position-closing orders are formed, working orders on derivatives market are now taken into account as well as working orders on spot markets.
The closing mode ‘Clients of specified type’ was transformed into a separate ‘Add. terms’ option which may serve as an additional client filter.
- Closing templates have been provided with additional tools to work on derivative market.