In this workshop, we will present the two changes that will be implemented in the evolution of the pre-trade risk system:

•    The LiNe risk calculation will now consider early-day positions, allowing possible risk offsets between stock positions and those traded on the day and allowing greater detail and precision in the calculation of LiNe risk metrics

•    Transfer of the STD metric from LiNe Trading to LiNe Clearing, starting to be evaluated in a near-time manner, and enabling integration with early-day positions.
 

Click here to watch the workshop and here to see the presentation.