Risk Management

Real-time portfolio and firmwide risk—one engine for brokers and their clients.

Unchecked exposure, misfired hedges, slow margin responses—these failures have ended entire brokerage businesses. Risk isn’t a report; it’s a live system. Lyra's risk engine was built for real-time action, not just after-the-fact awareness.

Real-Time, Enterprise-Grade Control

Lyra’s Risk Management stack delivers investment-bank-grade deterministic analytics inside a white-label platform. It covers both client-side portfolio risk and broker firm-wide exposure. Metrics update continuously. When risk or margin thresholds are hit, Lyra can hedge, reroute, or restrict trades in real time. All metrics and enforcement workflows align with Basel III/IV capital adequacy standards, giving brokers confidence their controls meet global regulatory expectations.

Every risk metric: Value-At-Risk(VaR), Expected Shortfall (ES/CVaR), drawdown, Sharpe/Sortuno, and more. Everything is computed in real time and stored historically. Traders get precise control over risk. Brokers get the tooling needed to manage market-making, agency, or hybrid flows safely.

Overview

Client & Broker Layers: Same risk engine powers both. Traders preview trade impact; brokers act on firm-wide exposure.

Hybrid Execution: Dynamically routes or internalizes trades based on real-time exposure thresholds.

1M-Path Monte Carlo: First white-label platform with institutional-grade VaR/ES simulation capability.

What-If Simulator: Preview portfolio impact of prospective trades or hedge baskets instantly.

Risk Engine Highlights

Lyra’s risk engine performs high-frequency portfolio- and firmwide-level simulations—including Monte Carlo VaR with up to 1 million paths. These run periodically per user portfolio, enabling historical charting and advanced risk profiling. All calculations adhere to Basel III/IV methodologies, ensuring out‑of‑the‑box regulatory compliance.

Exposure-Aware Routing: When firm-wide thresholds (granular by asset class, symbol, or direction) are hit, Lyra can automatically hedge or route new flow externally keeping the broker’s risk within limits without throttling client activity.

Users can chart the full history of risk and performance metrics—including MAE/MFE, ROI, win ratio, and CAGR—at both the portfolio and position level.

Margin workflows are fully customisable, supporting staged notifications, partial liquidations^*, NBP enforcement, and jurisdiction-specific rules.

Firmwide Exposure Dashboard

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limit utilization and margin calls

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Risk Features at a Glance

Portfolio Analytics

Institutional-grade calculations for every account. All portfolio and firmwide risk metrics—including VaR, CVaR, and RARA—are Basel III/IV aligned.

VaR / CVaR (Expected Shortfall): Value at Risk and Conditional Value at Risk, key metrics for tail risk measurement.

Monte Carlo up to 1M paths, historical and variance-covariance methods. Configurable window, confidence, and horizon.

Sharpe & Sortino: Risk-adjusted return metrics, showing excess return per unit of total (Sharpe) or downside (Sortino) risk.

MCTR & RARA: Marginal Contribution to Total Risk and Risk-adjusted Return Attribution to see all risk aspects with position granularity.

Volatility metrics: Volatility, Beta, Drawdown (current, max, recovery) real-time, plus historical charting.

Additional metrics: P&L, ROI, win ratio, CAGR—at both portfolio and position level.

What-If & Scenario Analysis

Model trade impact before hitting Submit.

Trade Preview: Traders can preview post-trade VaR/CVaR/Sharpe/Sortino and all other risk metrics, margin, and exposure the trade would cause.

Scenario Engine: Takes into account shock curves^*, spreads, FX rates, volatility.

Hedging Optimiser^*: Suggests positions to offset net risk.

Firm-Wide and Portfolio Exposure

Critical for market-making & A/B-Book operations.

Real-Time reports: Aggregated by symbol, asset class, or group.

Trader Exposure: Same tools are available to the traders - on portfolio level.

Auto-Hedger: Streams excess delta to LPs when thresholds hit.

Liquidity Map^*: Heat-map of net exposure by direction.

Exposure Limit and NBP Enforcement: Protects broker PnL and regulatory capital.

Margin Workflows

Customisable, automated, compliant.

Hierarchical Rules: Client, group, instrument, or asset class. Plug-ins to customize margin call logic.

Staged Calls: Notify, restrict, partial or full liquidation.

Historical Audit: Every margin event journaled immutably.

Integration

Unified data across Lyra and external systems.

OMS Inline Checks: Core risk runs within the OMS process. Risk Engine can affect OMS routing and acceptance rules on-the-fly.

Ops Portal: Supervisors monitor and adjust limits or hedge rules in real time.

Infinite customization: Plug-in engine to customize margin call or exposure breach logic.

Trader's VaR with MCTR

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Trader's Scenario Analysis

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Benefits

Bring institutional-grade analytics to retail clients—unique in the white-label space.
First white-label platform with user-configurable Monte Carlo VaR—up to 1 million paths, with historical charting.
Protect broker capital via real-time, exposure-aware hedging rules.
Cut operational risk with deterministic, tick-level margin enforcement.
Boost client retention through transparent risk metrics and what-if tools.
Satisfy regulators faster with Basel‑aligned metrics, immutable audit trails, and drop-copy^* feeds.

iOS

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Andrioid

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risk management