Hi guys. I decided to do a walkthrough of a model I built to allocate dealing limits to traders. This was done from my realisation that sometimes dealer limits are set arbitrarily, and limits may be better justified if there is a clear methodology to how they are arrived at.

My dealer limit model used the following parameters

ACI Qualification
Grade
Years of Dealing Room Experience
Prior Limit Utilization
Bank’s Appetitie
Trading Income
Volume of Desk Trading Activities
Number of Exceptions
Leadership Role

However, you can develop your model using your unique parameters as long as you can justify them.

Here is a link to the video.

https://lnkd.in/gknM5yMg

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Ope Simpson

Ope Simpson

3 Followers

I write about finance, business and risk mangement. but sometimes you may find me musing about life and my faith