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• Percentage utilization warnings. This is actually the most sensible item on the list. However, if this is the de facto limit, why not just use this one as the full amount?
• Order count. This metric assumes that a pound of feathers is heavier than a pound of rocks. However it is of generally perceived used as a protection against rogue algorithms.
• Filled-Only limits. One could say that the entire point of moving from post-trade to pre-trade is so that we can replace this misbegotten metric with something more relevant.
• Settlement-day-based limits. This is another category of limits conceived of in post-trade that does not translate well to pre-trade.
• Various other dead-man-switches. This bullet point highlights the fact that in a post-trade environment, the counter that keeps the position is physically separated from the mechanism that is supposed to "control" the trader.

Stability

Though the post-trade metrics required to ensure Regularity are all at best tangentially related to risk, they are often hooked up to to an extreme "risk control" instrument that can do only one thing: cut the wire. The crudeness of this  operation leads to many complications, yet it is performed because it is the only action a post-trade system can perform. The equally crude metrics that trigger it are problematic, but they are the only metrics that a post-trade system can measure. 

Pre-trade systems never have a need to perform this action.