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Volcker Monentric Case Summary

Volcker Monentric Case Summary

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This meeting is to discuss what is feasible in the displaying the underlying trades for each Volcker metric.

The data will be pulled from TRADE_LL_APL and HOLDING_LL_APL tables in IDP.

We would like the ability to filter on Limit letter, metric category (eg. IT 30 day ratio) ,business date, transaction date, etc. per metric.

For example, for IT if we filter by limit letter and business date (eg. Sept. 8), we want to display all trades that make up the IT -30 Day ratio, IT -60 day ratio, or IT-90day ratio by desk on the dashboard.

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