Solutions / Lacima Analytics / Core, Integration & Controls

Limits & Breaches

 

Monitor limits, detect breaches and implement risk governance.

Your Limits & Breaches Questions

How do I monitor all our risk limits across traders, portfolios and counterparties in one place?

Is it possible for me to detect breaches quickly and consistently without manual checks?

How can I tailor limits to reflect our risk policies and governance frameworks?

What can I do to produce clear, auditable reports showing exposures, headroom and breaches?

Our Limits & Breaches Solution

The Limits & Breaches module lets you to define, monitor and report on risk limits across market, counterparty, trader and commodity exposures.

Limits can be simple or highly granular, and applied to almost any metric calculated within Lacima Analytics including VaR, PFE, valuations, stress results, contract characteristics and more.

Automated processes* can run data imports, perform limit checks, assess headroom and provide reporting to flag potential breaches.

A full breach management workflow supports investigations, record keeping and auditability, while customisable reports provide visibility across all exposures.

Limit Configuration in Lacima Analytics

Lacima Analytics Limits module screen showing configuration of risk limits for metrics such as VaR and counterparty exposure, including threshold settings and alert triggers.

The Limits & Breaches Features

Limits and Breach Monitoring Alerts

Lacima Analytics Limits and Breaches output screen displaying limit utilisation, headroom and breaches across portfolios and counterparties.

  • Flexible Limit Definition
    Set limits on virtually any metric – VaR, PFE, valuations, cash flows, stress results or contract attributes.
  • Standard & Custom Structures
    Use out-of-the-box templates or configure fully customised limits aligned to internal risk policies.
  • Automated Daily Monitoring*
    Import data, compute headroom and identify breaches with minimal manual intervention.
  • Breach Investigation & Record Keeping
    Track, document and clear breaches with complete audit trails.
  • Dedicated Reporting
    Generate portfolio headroom, VaR exposure and credit exposure reports, or create your own custom views.
  • Business-wide Transparency
    Calculate revenues, costs, volumes and profit across standard contract types using transparent, auditable payoff functions.
* With Lacima’s optional Automation module.

Related Solutions

Lacima Analytics > Automation
Automate daily limit checks, breach detection and governance reporting.

> More on Automation

Lacima Analytics > Core
Apply limits within a single governed analytical framework for valuation and risk analytics.

> More on Core

Lacima Analytics > Stress Testing
Use stressed scenarios to test limit robustness and understand exposure under extreme conditions.

> More on Stress Testing

Lacima Analytics > VaR
Monitor Value-at-Risk and related exposure metrics across traders, portfolios and commodities.

> More on VaR