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Down-and-out trader limits

Down-and-out trader limits

Navigation through trader graphs

Navigation through trader graphs

Viewing a trader's performance

Viewing a trader's performance

Performance drill down

Performance drill down

Holding period drill down

Holding period drill down

DAILY RISK REPORTING

This hedge fund hired Codestreet to design a daily risk reporting tool for senior management. Along with the usual vital signs,  they needed a quick rundown on the risk exposure (or lack thereof) of their traders.

 

The lower section is especially interesting: it shows a kind of 'navigable performance histogram' of all traders' PnL as a percentage of VaR.

 

This provided an immediate way to determine which traders were playing it too safe, and which ones were in over their head.

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