Risk Limit Controls
Firms can optionally set risk limit controls that affect the behavior of risk limits comprising a Risk Profile. Risk limit controls can be configured using the Customer Web Portal Risk Management Application or through the Secure Web API.
Current risk limit controls available to customers are the following:
| Risk Limit Control | Description |
|---|---|
| Contra-Capacity Fractions | Firms can specify the proportion of activity to attribute to limit counters by contra-capacity for affected limit types. |
| Exclude Auction Volume | Firms can chose to exclude auction volume from limit counters for affected limit types. |
| Atomic EFID/EFID Group Risk Limits | Firms can opt-in to atomic implementation of best-effort risk limits that result in more timely response to certain risk trips that result from trading activity localized to a single Matching Engine. |
Each of the Risk Limit Controls are described in more detail in the following sections.