Risk Dashboard
4-layer real-time risk framework with automated circuit breakers
Risk Profile Radar
% of limit used
Value47%
CVaR44%
Current25%
Leverage45%
30-Day VaR History
VaR 95%
CVaR 99%
Hard limit: 3.0%
Well within limits
Kill Switches
ALL CLEAR
Live 95% VaR
1.420%
Hard limit
3.000%
Portfolio VaR Limit
Current
1.42%
Drawdown Circuit Breaker
Current
-3.7%
Leverage Hard Cap
Current
1.8x
Correlation Spike Detector
Current
0.62
Flash Crash Detector
Current
Online
Liquidity Monitor
Current
87%
Stress Tests
2008 Financial CrisisPASS
Sep 2008 – Mar 2009
Defensive positioning and vol strategies offset equity losses
-11.2%
simulated loss
COVID-19 CrashPASS
Feb 2020 – Mar 2020
Crisis regime triggered early, drawdown contained
-6.8%
simulated loss
2022 Rate ShockPASS
Jan 2022 – Oct 2022
Macro and carry strategies partially hedged rate exposure
-9.4%
simulated loss
Flash Crash ScenarioPASS
Synthetic -20% intraday
Kill switches trigger at -5% intraday, halting new orders
-4.1%
simulated loss
Liquidity CrisisWARN
Synthetic bid-ask +500bps
Market making pod exposed to slippage; stop-loss may gap
-7.3%
simulated loss