A key component of any real time system deployed in any Financial situation has to be the Risk management. OMNESYS NEST RMS is one of the most sophisticated Risk Management Systems available today. It manages pre trade risk in line and before an order is placed on the exchange. The latency introduced by in line risk management is minimal and does not affect High Frequency Trading requirements.

The RMS is based on Rules that can be defined on a per account/category by the risk manager. When an order originates from the risk managed account variety of calculations are performed based on the rules. These calculation are compute intensive and can be farmed to multiple machines so that it does not affect trading. The key features of the RMS are :

  • Rule based comprehensive Risk Management
  • Multiple Hierarchies
  • In built SPAN calculator
  • Collateral Management
  • Position Management
  • Auto Square Off (Flatten all positions)
  • Margin / Exposure Limits
  • Block / Unblock Security / Contracts / Baskets
  • Ban Securities for a period
  • Facility to manage Position Limits
  • Manage Risk at various levels
  • Surveillance Monitor
  • Set Alerts on Mark to Market basis and Margins
  • Consider Unrealized P&L based on Option Intrinsic value
  • Consider Unrealized P&L based on Net Option Value
  • Option Intrinsic value based on Spot price
  • Check Volatility for Options
  • Order value with Strike Price

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