Account Risks
Account Risks show the big picture of your exposure across all positions, margin modes, and collateral. It’s the dashboard for safety, leverage, and planning.
Core Concept
XCCY evaluates risk at the account level, not just per position or pool.
The system tracks all open positions, orders, swaps, and fixed deposits.
Risk is measured using DV01-weighted exposure, default factors, and margin mode rules.
This ensures that users always know how much of their collateral is effectively at risk.
Components of Account Risk
Open Positions
Each position contributes DV01-based exposure.
Collateral requirements consider margin mode (Isolated, Portfolio, or X-Mode).
Open Orders
Orders block collateral based on the worst-case execution of the side that could incur the largest loss.
Only one side of an order pair is considered at a time.
Collateral Usage
Shows how much collateral is actively securing positions.
Includes blocked amounts for pending orders.
Liquidation Thresholds
Identifies critical points where positions may be liquidated.
Adjusts dynamically based on portfolio composition, risk offsets, and mode.
Concentration & Correlation
Highlights clustered exposures that may increase systemic risk.
Helps users plan diversified strategies.
Why It Matters
Provides a single, clear view of total exposure.
Helps users manage leverage and collateral efficiently.
Prevents surprise liquidations by accounting for all open positions and orders.
Ensures risk limits are enforced across the account, not just per pool.
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