Restriction monitoring (pre-trade)
Portfolio Service Investment Agent" module or "Portfolio Service Rebalancing" module
The "Restriction monitoring (pre-trade)" is based on the "Restriction monitoring" evaluation. Optimized for rebalancing portfolios, "Restriction monitoring (pre-trade)" monitors compliance with the restrictions assigned to the (rebalancing) portfolios.
In addition to the restrictions that are directly assigned to the portfolios, the restrictions are also monitored at holder and Group level. The corresponding information can be found in the "First restriction violation" and "Second restriction violation" columns of the evaluation. These columns are preceded by a corresponding prefix, e.g. "Owner: Cluster risk XYZ" or "Portfolio: No short selling" etc.
The columns in detail:
| Column | Description |
|---|---|
Stock | The nominal value of the position according to the order proposal (e.g. with manually changed order pieces). |
Securities | The name of the security. |
ISIN | The ISIN of the security. |
WP currency | The currency from the "Currency" field of the quote properties (standard valuation place). |
Market value | The market value of the planned position in evaluation currency. |
! | A warning sign is displayed in this table column if the position violates at least one restriction assigned to the portfolio. |
First Restriction violation | Here you can see the name of the (first) violated restriction. The prefix always indicates the level at which the restriction is assigned: Portfolio, owner or group. |
Second Restriction violation | If the item violates more than one assigned restriction, you will see the name of another violated restriction here. The prefix also indicates the level at which the restriction is assigned: Portfolio, owner or group. |
The display in this evaluation is limited to a maximum of two restriction violations in one position. Therefore, use the evaluation "Complete restriction monitoring (pre-trade)" to analyze all pre-trade restriction violations.