Regulatory Alignment

MAS Market Risk Alignment

Hedgtrade supports financial institutions in meeting the expectations of MAS’s Guidelines on Risk Management Practices – Market Risk, with explainable multi-model signals, documented rationales, daily/weekly reports, limits monitoring, stress-testing aids, and audit-ready exports.

How Hedgtrade maps to MAS expectations

Requirement — Governance, strategy & policies

  • Board-approved market risk strategy; policies with roles, authorities, limits & exceptions; periodic review and communication.
  • Documented procedures (runbooks and templates) for consistency.

Hedgtrade support

  • Policy-friendly outputs: weekly/daily reports with bias, confidence, drivers, and explicit limit/threshold fields for your policy templates.
  • Roles & scope: per-user licenses; read-only research outputs; no execution — supports three-lines-of-defence segregation.
  • Procedure packs: IC reports and runbooks ready for dissemination & approvals.

Measurement, monitoring & controls

  • Identify, measure, monitor & control market risk daily (intraday where relevant).
  • Independent risk function; accurate aggregation; forward-looking volatility/cycle models captured where material.
  • API / MIS integration for timely reporting.

Hedgtrade support

  • Explainable measurement: broad coverage with 46+ quant models per instrument across timeframes.
  • MIS & dashboards: visualizations and email alerts in real time for flips/thresholds; daily, weekly and 1H outputs.
  • Independence: research layer separate from client dealing/positions; reporting for oversight.

Scenario analysis & stress testing

  • Regular stress tests; scenarios from history and empirical models; quantitative/qualitative assessment.

Hedgtrade support

  • Forward-looking scenario aids: cycles/regression/seasonality windows (e.g., week-end, month-end, CPI/FOMC).

IC oversight & reporting

  • Formalised ALCO/IC; cross-functional oversight; regular reporting of market risk/volatility, structural positions and drawdown.

Hedgtrade support

  • IC-ready narratives: daily & weekly one-pagers with bias, drivers, confidence & changes; dashboards for breadth/exposure.

IC One-Pager (markdown)

# Weekly Outlook — US2000 (1D)
**Bias:** Bullish (71% conf) • **Strength:** 0.64  
**Drivers:** Trend ✓, Seasonality +, RSI divergence +, EW wave-3 ✓, RiskBands −

**Plan**
- Entries: 1984.5 (limit), 2005.0 (on break)
- Targets: 1998.0 → 2016.0 → 2034.0
- Invalidation: 1972.0

**Notes**
- Trim near VaR upper band. Seek breadth expansion & momentum for T2.

Independence & controls

  • Research outputs only; Hedgtrade does not execute or hold positions.
  • Segregated access; API keys per environment.

Data & MIS

  • Timely daily/weekly (and 1H if subscribed) reports & alerts.
  • Exports: XLS/CSV/markdown; webhook/email delivery.

Use of investment managers

  • Support for oversight: standardized outputs to review third-party decisions.
  • Compare manager universes vs firm-wide risk policies with the same templates.
Next step

Book an MAS alignment session

We’ll walk through your risk policy, limits, ALCO/IC cadence, and show how Hedgtrade fills many of your expectations with exports you can adopt immediately.

DISCLAIMER
Hedgtrade provides market intelligence and analytical tools for informational purposes only. We do not execute trades or provide personalized investment advice. All users are responsible for their own trading decisions and must comply with applicable regulations in their jurisdiction.