DealHub’s Risk Management interceptor allows banks to implement real-time control over algorithmic trading models executing on venues such as Reuters Prime, EBS AI, Currenex and Reuters Dealing 3000 or executing on the liquidity within the DealHub Aggregation pool.
Irrespective of whether the trading model is provided in-house or by a client, the limits imposed provide control of gross turnover and net position on a total, currency pair or model basis. Warning level breaches generate various alerts and can stop the trading API automatically. The interceptor is designed for low latency when working with the DealHub Automated Trading Interfaces, and as such does not interfere with the trading model. Trading activity is monitored in real-time in DHView and a detailed audit trail is provided for all activity.






