Product Tour · Risk calculations & oversight

Risk Workspace

Calculate and monitor market risk, exposures, limits, counterparty and concentration risk, liquidity risk and applicable regulatory risk measures from one controlled workspace.

Illustrative interactive demo

Calculated risk position

The Risk module is centred on measurable exposure and controlled calculation: VaR, backtesting, stress testing, limits, counterparty/concentration, liquidity and applicable regulatory risk metrics. Values below are illustrative.

1-day VaR · 99%€184kIllustrative current measure

Market exposure€4.8mGross illustrative exposure

Highest limit utilisation82%Near monitoring threshold

Liquidity positionWithinIllustrative internal tolerance

VaR trend

Illustrative rolling calculation

Risk calculation status

Current period

VaR calculationCurrentValidated

Backtesting250 daysCurrent

Stress testing4 scenariosReview

Limits & breaches0 breachesWithin

Regulatory risk3 measuresCalculated

Linked prudential and activity measures

Risk oversight can surface relevant regulatory measures without changing their controlled regulatory source.

K-COHClient Orders Handled · linked activity measure

K-DTFDaily Trading Flow · linked activity measure

K-NPR / K-CMGMarket-risk regulatory measure

K-TCDTrading counterparty default measure

K-CONConcentration-risk measure

K-COH and K-DTF remain part of the controlled K-factor calculation set; the Risk workspace surfaces them alongside market and regulatory risk measures so the Risk Manager can see the relationship between business activity, exposure and capital requirements.

1-day VaR · 99%€184kIllustrative

1-day VaR · 95%€121kIllustrative

VaR limit€225kIllustrative internal limit

Limit utilisation82%Monitoring threshold

Current VaR profile

Rolling illustrative history

VaR governance

Calculation state

Source positionsValidatedReady

Market dataCurrentReady

Calculation run08:12Complete

Independent reviewRiskPending

VaR Calculation

Controlled calculation workspace showing the inputs, parameters, run status and output used to derive the firm’s market-risk measure.

Calculation inputs

Illustrative configuration

Valuation date	14 Sep 2026	Current
Confidence level	99%	Controlled
Holding period	1 day	Controlled
Position source	Validated trading positions	Linked
Market-data set	Current approved set	Linked

Calculation output

Illustrative

Calculated VaR€184k1-day · 99%

StatusCompleteValidation passed

Observation window250Illustrative trading days

Exceptions2Illustrative count

Exception rate0.8%Illustrative

StatusWithinReview threshold

Backtesting review

Compare realised P&L against the VaR estimate and investigate exceptions.

18 JunLoss exceeded VaRReviewed

04 AugLoss exceeded VaRReviewed

Current runNo new exceptionClear

Stress Testing

Run controlled scenarios against the current exposure set, compare losses with capital and risk limits, and retain the scenario and result history.

FX shock-€268kIllustrative stressed loss

Volatility spike-€341kIllustrative stressed loss

Liquidity / spread widening-€226kIllustrative stressed loss

Stress review workflow

Scenario → result → comparison → review

Current positions lockedControlled source dataset selected

Approved scenario appliedParameters and assumptions retained

Stressed result calculatedImpact compared with limits and own funds

Risk review requiredMaterial outcomes can be escalated and retained

Gross market exposure€4.8mIllustrative

Net market exposure€1.3mIllustrative

Largest currency exposureEUR/USDIllustrative

Data statusValidatedTrading source linked

Exposure by risk driver

Illustrative current position

EUR/USD€1.8m37%

GBP/USD€1.1m23%

Equity indices€0.9m19%

Other€1.0m21%

Active limits12Illustrative

Breaches0Current position

Near threshold2Monitoring required

Highest utilisation82%VaR limit

Limits & breaches

Illustrative monitoring view

VaR limit82% utilisedMonitor

Gross exposure limit74% utilisedWithin

Single counterparty limit78% utilisedMonitor

Liquidity floor116% coverageWithin

Counterparty Risk

Bank, liquidity-provider and settlement exposures

Liquidity Provider A€1.42m exposure78% limit

Bank A€0.94m exposureWithin

Bank B€0.61m exposureWithin

Largest counterparty share42%Illustrative

Top-2 concentration69%Illustrative

K-CON statusCalculatedWhere applicable

Breaches0Illustrative

Concentration monitoring

Connect exposure concentration with the applicable regulatory measure and limit framework.

Liquid resources€501kIllustrative

Liquidity requirement€425kIllustrative

Coverage1.18×Illustrative

StatusMonitorNear internal buffer

Liquidity risk view

Requirement, available resources, concentrations and monitoring triggers can be reviewed together with source evidence.

Regulatory Risk Overview

Surface the risk-sensitive regulatory capital measures applicable to the firm and connect them to the same trading, counterparty and concentration data used by the Risk function.

K-NPR / K-CMGMarket-risk capital measure where applicable

K-TCDTrading-counterparty default risk

K-CONConcentration-risk measure

K-COHLinked client-orders-handled measure

K-DTFLinked daily-trading-flow measure

The risk-sensitive K-NPR/K-CMG, K-TCD and K-CON measures are controlled inside the Regulatory Risk area. K-COH and K-DTF are shown here as linked activity measures so Risk can see the capital relationship while their calculation remains within the controlled K-factor set.

K-NPR / K-CMG€92kIllustrative calculated amount

SourceTradingNormalised market-risk data

StatusCalculatedIllustrative

ReviewCheckerEvidence review

Market-risk capital linkage

Connect the regulatory measure to positions, VaR/exposure context, parameters and controlled evidence.

K-TCD€64kIllustrative

SourceLP / counterpartyExposure data

StatusCalculatedIllustrative

EvidenceLinkedControlled source

K-CON€18.5kIllustrative

Largest concentration42%Illustrative

StatusCalculatedIllustrative

Limit stateWithinIllustrative

Risk History

Illustrative controlled events

VaR calculation completed14 Sep 08:12 · current positions · parameters retained

Backtesting run reviewed14 Sep 08:18 · 2 historical exceptions retained

Stress scenario set executed14 Sep 08:25 · 4 scenarios · checker review requested

Counterparty exposure updated14 Sep 08:31 · LP and bank source data validated

Control record

What is retained

Source datasetVersionedYes

Calculation parametersControlledYes

Calculation outputTime-stampedYes

Review / approvalAttributableYes

Calculation-led risk management

The Risk Workspace reflects the actual Geralyn RegOS product architecture: VaR, backtesting, stress testing, exposures and limits, counterparty/concentration, liquidity risk and regulatory risk calculations.

Illustrative environment · no live client data · all values are demonstration values

Connected to regulatory capital

VaR and market-exposure calculations
K-NPR / K-CMG, K-TCD and K-CON
Linked K-COH and K-DTF activity measures
Evidence, validation, review and calculation history