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

1. Open Positions

   • Each position contributes DV01-based exposure

   • Collateral requirements consider margin mode (Isolated, Portfolio, or X-Mode)

2. 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

3. Collateral Usage

   • Shows how much collateral is actively securing positions

   • Includes blocked amounts for pending orders

4. Liquidation Thresholds

   • Identifies critical points where positions may be liquidated

   • Adjusts dynamically based on portfolio composition, risk offsets, and mode

5. 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