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Dynamic portfolio alerts

Tbricks by Itiviti’s built-in support for dynamic post-trade risk alerts can be applied to any portfolio value, including market values, greeks and P/L. Positions are monitored in real time and exposure calculations drive warnings and instant notifications of breached limits.

Tbricks’ post-trade dynamic position and risk alert feature lets you define any portfolio value to trigger alerts. You can apply an unlimited number of real-time alerts to single positions or entire portfolios — the choice is yours.

You specify when the calculated values are considered “close” to the limit as a percentage value. For instance, you can instruct the system to “warn me at 80% of the limit value”. Immediately, the trader with positions in stocks and derivatives is alerted if, say, the cash delta value approaches, or falls below, the specified percentage value.

Portfolio lists

Tbricks’ front end displays user-defined limits via the portfolio list functionality. You can add a number of rules to portfolio lists and be notified when a certain event occurs without having to view the corresponding list.

Examples of monitored values

As already mentioned, you can monitor any portfolio value in Tbricks. These are examples of commonly monitored values:

  • Market value abs long
  • Market value abs short
  • Max net market value
  • Min daily result
  • Min yearly result
  • Max cash delta value
  • Max cash gamma value
  • Max theoretical value

Max long market value: user-defined value to monitor e.g. 12000. Max long market value warning level: the percentage when a warning should be triggered e.g. 80 means 80% (12000*0,80=9600).

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Feature_Dynamic Portfolio Alerts

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