EagleAi’s TradeWatch enterprise scale AI platform and its Position Risk module detects huge position risk exposures. TradeWatch’s Position Risk module is an ensemble of self learning engines that helps to detect any large unexpected deviation of risk factors that is not explained by the dependent variables. These engines observes anomalies in various facets of a portfolio such as returns and its market exposure factors. Some of the models pre-build in this module are:
Position Limits Models:
- Position Limits and Reporting
- Trader positions exceed the reportable / accountability levels and speculative position limits
Portfolio Risk Models:
- Anomalies in VaR / Factor Risks of a Portfolio
- Anomalies in Portfolio’s P&L / Net Exposure per Equity/Vol shock
Portfolio Returns Models:
- Anomalies in Portfolio Returns / Returns across Fund
- Anomalies in Portfolio’s Alpha / Beta
- Anomalies in Delta/Gamma/Vega/Theta exposure of a portfolio
- Anomalies in Portfolio’s Sector Sharpe/Sortino Ratio
Portfolio Exposure Models:
- Anomalies in Portfolio GrossNV/NetNV
- Anomalies in Portfolio’s Number of positions by sector
Portfolio Performance Models:
- Anomalies in Portfolio’s Sharpe/Sortino Ratio
- Anomalies in Portfolio’s GrossNV/NetNV by Country
