Case Study: Europe-based Global Investment Bank achieves greater transparency, efficiency and control of market risk limits with HCL's Limits Management System

Implementation Of Market Risk Limits Management System For A Europe Based Global Investment Bank

HCL worked with a Europe based global investment bank that needed to replace an aging limits management system to support sophisticated Value-at-Risk (VaR) and non-VaR limits, improve transparency and control of breach management, and enable seamless migration of approvals and flexible, configurable workflows. The engagement focused on implementing a Market Risk Limits Management System and providing Application Support & Maintenance to modernize reporting, monitoring and escalation processes.

HCL delivered a configurable Limits Management System covering VaR and non‑VaR exposures, a drill‑down breach reporting module, a security/ownership model, automated workflow and escalation for breaches, and migration/cleansing of legacy limits (built on Java, Coherence, Oracle and OBIEE). As a result, the bank gained clearer, attributable workflows, improved efficiency and control, increased auditability with historic breach tracking, and faster, more effective analysis and remediation of limit breaches.