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1. Fat Finger Checks - These limits are entirely unrelated to the overall position. They either enforce properties of a single order/execution (single limit), or measure some side-channel effect (submission rate).
2. Tranched Limits - These limits encompass only some defined subset of the overall position, providing fine-grained control:
   1. Pending limit
   2. Currency-exposure limits
   3. DSL
3. Credit Limits - The following limits accumulate over the entire position, emits an ordering (required for de-escalation mode) and maps to a well known notion of risk. Every pool of risk must choose one of them as its primary measure of risk:
   1. Downside limit
   2. Upside limit
   3. Exposure
   4. Displacement
4. Daily Credit Limits - Just like credit limits, but divided by settlement date.
5. Counterparty Credit Limits - Just like credit limits, but divided by settlement counterparty.

Fat-Finger Checks

Submission Rate

Live Order Count Limit

Single Order Limit

Tranched Limits

Pending Limit

Per-Currency Exposure Limits

Currency Basket Exposure Limits

Daily Settlement Limit

Credit Limits

Net Open Position

Downside Limit

Upside Limit

Exposure Limit

Displacement Limit

Risk Modes

Order Risk Model

Currency Pair Positions

Daily Settlement Limit