Analytics Command Center

Data on this page

Firm-wide stat cards for total live notional, YTD trading P&L, book-wide 1-day VaR and liquidity coverage; a breakdown of exposure by asset class (Rates, FX, Equities, Credit, Commodities) as share of notional and dollar amount; and YTD P&L with Sharpe ratio for each trading desk.

What this agent does

Aggregates notional, VaR, liquidity and P&L data produced by the trade capture, market risk and P&L & accounting agents into a single firm-wide cockpit. It computes exposure concentration by asset class and ranks desks by risk-adjusted performance (Sharpe ratio) to surface the desks that most need management attention.

Worked examples

• Rates exposure is 42% of the book ($7.7B of $18.4B total notional) — agent flags it as the largest asset-class concentration.
• Commodities desk shows YTD P&L of -$0.6M with a Sharpe of 0.3 — agent surfaces it as the weakest risk-adjusted performer.
• Liquidity coverage of 132% — agent confirms a healthy buffer above regulatory minimums, no escalation needed.