MADORisk
Risk and governance systems
Risk and governance systems define the limits before the market tests them: caps, stress scenarios, and written escalation paths.
PlatformRiskMOpen the console ↗| Limit | Cap | Utilised | Review |
|---|---|---|---|
| Gross exposure | 180% | 61% | 90d |
| Single instrument | 15% | 94% | 90d |
| Peak-to-trough | 12% | 38% | 90d |
| Portfolio vol | 14% | 72% | 90d |
- 2008 credit8.4%
- 2020 liquidity6.1%
- 2022 rates4.7%
- Hypothetical gap11.2%
The hypothetical scenario is harsher than any historical event in the book. That is deliberate: limits are tested against what has not happened yet.
What it covers
- 01
Limit framework
Exposure, concentration, and drawdown limits defined numerically and reviewed every ninety days.
- 02
Monitoring
Continuous monitoring that alerts on approach to a limit, not on breach of it.
- 03
Escalation
Who decides, when, and with what authority — written before the incident.
- 04
Compliance and disclosure
Risk disclosure is part of the product, not a legal appendix in the footer.
Other arms