Risk & Limits Monitoring

Data on This Page

Six counterparty exposures (Kestrel Asset Management, Meridian Global Custody, Corvus Global Trading, Cascade Capital Partners, Northbridge Securities, Danube Prime Brokerage) across Prime Brokerage, Settlement and Securities Lending categories, with exposure, limit, utilization percentage and status (Within Limit, Watch, Limit Breach). Stat cards show counterparties monitored (312), limit breaches, counterparties on watch (>90%), and aggregate settlement risk on the live ledger ($1.86B).

What This Agent Does

Counterparty exposure and concentration limits are recomputed continuously against live ledger state rather than a batch snapshot, so utilization and breaches reflect positions as of the last ledger write, not last night's close. When utilization crosses its limit, the agent can escalate the breach immediately from this page.

Worked Examples

• Danube Prime Brokerage (Securities Lending): breaching at 109% utilization — $142M exposure against a $130M limit.
• Corvus Global Trading (Securities Lending): also breaching at 98% — $118M exposure against a $120M limit.
• Cascade Capital Partners (Prime Brokerage): on Watch at 97% — $680M exposure against a $700M limit.