FX-01 EUR/USD exposure crossed €50M hard limit at 09:14:32. Current: €71.4M (+43%).
09:14:33
Risk engine snapshotSYSTEM
Position data frozen for audit. Snapshot ID: SNAP-20260327-0914. Contributing trades: 7 FX forwards booked 08:40–09:12.
09:14:35
Agent analysis initiatedAI AGENT
Risk AI Agent analyzing root cause. Checking hedging ratios, recent trade history, and current market conditions.
Risk AI Agent — Analysis
Root cause confirmed: 3 unhedged EUR receivables totalling €21.4M settled this morning and not yet reflected in the hedge book. Recommended remediation: execute FX forward hedge of €20M (1-week tenor) to bring net exposure within 5% of limit threshold.