Risk Management
Portfolio risk analytics and compliance monitoring
Portfolio VaR
$234K
medium
-12.5%
Active Alerts
7
high
+2
Compliance Score
94.2%
low
+1.8%
Max Drawdown
8.7%
medium
-2.1%
Risk Alerts
RISK-001
highSOJA position exceeds 15% portfolio limit
2 minutes ago
active
RISK-002
mediumMILHO volatility increased by 25% in last 24h
15 minutes ago
acknowledged
RISK-003
lowPortfolio correlation with weather patterns elevated
1 hour ago
resolved
Risk Tools
Value at Risk (1D)
normal
$234,56795% confidence
0%2.8%100%
Expected Shortfall
warning
$456,78995% confidence
0%4.2%100%
Beta (Market)
normal
1.24
0%24%100%
Sharpe Ratio
good
1.67
0%67%100%
Position Limits
SOJA
$2.5M83.3%
Exposure: $2.5MLimit: $3.0M
MILHO
$1.8M72.0%
Exposure: $1.8MLimit: $2.5M
CAFE
$1.2M60.0%
Exposure: $1.2MLimit: $2.0M
ACUCAR
$0.8M53.3%
Exposure: $0.8MLimit: $1.5M
Compliance Monitor
Position Limits
95%compliant
Single Asset Limit
12.5% < 15%Sector Concentration
Agricultural 100%Leverage Ratio
2.1x < 3.0xRegulatory
98%compliant
KYC Verification
All counterparties verifiedAML Screening
Daily screening activeReporting
All reports submittedRisk Controls
87%warning
VaR Limit
$234K < $500KDrawdown Limit
8.7% < 10%Correlation Limit
0.72 < 0.80Recent Activity
Position Limit Override14:30:22
SOJA limit increased to 18% for 24h
by Risk Manager
Compliance Check12:15:45
Daily regulatory compliance scan completed
by System
Risk Report09:00:00
Daily risk report generated and distributed
by System
Alerts Center
ALT-001highactive
SOJA position exceeds 15% portfolio limit (current: 17.2%)
Position Limit • SOJA14:45:00
ALT-002mediumacknowledged
MILHO 24h volatility increased to 28.5% (threshold: 25%)
Volatility • MILHO13:20:00
ALT-003lowresolved
Weather correlation factor elevated to 0.78
Correlation • Portfolio11:15:00
ALT-004mediumactive
CAFE market depth below threshold in pre-market
Liquidity • CAFE08:30:00
ALT-005highpending
KYC verification required for new counterparty
Compliance • Compliance07:45:00