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Limit monitoring
The Accelerator uses the separate Limits Module to handle the limit monitoring workflow.
note
The current version of the Limits Module is not compatible with FRTB 5.0.0
Limits is a comprehensive workflow solution that lets you create, update, and approve limits easily. It enables you to:
- Map the limits definitions onto the monitored data.
- Audit, control, and verify the business in compliance with the risk appetite framework.
- Perform root cause analysis by drilling into the monitored data.
- Set proactive alerts and complete limit monitoring in a timely manner.
- Perform intra-day or end-of-day limit checks.
- Trace the audit trail, automate the escalation process.
For details, see Integrating the Limits Module.