Trading Technologies International, Inc. (TT), a global capital markets technology platform services provider, has launched Pre-Trade Portfolio Risk on the TT platform, bringing new protections to sell-side clients and facilitating increased trading opportunities for end-users.

With this functionality, firms can now manage risk more effectively by capturing a client’s worst-case margin position at a given time and use the value to determine whether there is sufficient buying power before an order is sent to the market. The new offering uniquely applies the same calculations employed by clearing houses, giving FCMs the ability to more comprehensively manage client exposure.

Alun Green, EVP Managing Director, Futures & Options for TT, said:

“This is a significant step forward in managing risk that will allow a wider range of users to benefit from the award-winning trading features available on the TT platform. Users will easily be able to see how much margin has been consumed by their existing portfolio and how much buying power remains for trading.”

Pre-Trade Portfolio Risk supports a variety of exchange risk protocols, including SPAN, PRISMA, value-at-risk (VAR) and other custom models, across more than 20 major derivatives exchanges. It directly leverages risk parameter files supplied by the exchange to reflect the most up-to-date values and can be managed at any account level in the TT platform.