Interne und externe Rules und Regulations

• intern: 
  
  • Handels-Limiten (Position, Greeks, Sensitivities, VaR, etc.)
  • Profit & Loss, Loss-Limits (daily, weekly, monthly)
  • Portfolio Management Limits (Strategy, Tracking Error, etc.)
  • Gegenpartei-Limiten (Exposure- & Settlement-Limits)
• extern:
  • Basel II
  • Basel III
  • FINMA
  • MIFID
  • EU-Tax
  • FATCA
  • EMIR
  • etc.

Reporting

• unterschiedliche Reporting Frequenzen
  • real-time / near real-time
  • daily
  • weely
  • monthly
  • yearly
• Risk-Reports
• Profit & Loss
• Limit-Breaches
• Backoffice Reports (z.B. Reconciliation)
• Financial Reporting (z.B. Valuations, Hedge Accounting)
• Regulatory Reports (z.B. Eigenmittelunterlegung, Händler-Journal, etc.)