Module · 02a · Pre-Trade & Mandate
Pre-Trade Compliance & Mandate Engine
Codifies every IMA into hard and soft rules. Every order — manual, algo, optimiser-generated — passes through this layer before it can route. Model portfolios and the optimiser feed the same constraint set.
Active mandates
4
across 4 clients
Pre-trade checks 24h
1,284
11 warn · 2 breach
Model portfolios
4
8 active sleeves
Optimiser runs MTD
63
mean Δ tracking −18bps
Mandate guidelines & pre-trade rules
Pass
2
Warn
1
Breach
0
| Rule | Sev | Observed | Limit | Basis | Status |
|---|---|---|---|---|---|
| Single issuer ≤ 5% | hard | 4.12% | 5.00% | DBS Group | pass |
| Sector concentration ≤ 25% | hard | 24.10% | 25.00% | Financials | warn |
| Liquidity ≥ 30d ADV at 10% part. | soft | 12d | 30d | 20d ADV | pass |
Mandate / IMA
ClientAurora Family Office
Base ccyUSD
AUM$218.4M
BenchmarkMSCI ASEAN + 200bps
StyleIncome · Long-only
Inception2023-02-01
IMA v3 · countersigned 2025-08-14 · maker-checker on amendments
Portfolio optimiser
Risk aversion50
Tracking error150bps
Max turnover20%
eq
60%
credit
25%
alt
10%
cash
5%
Mean-variance · resampled · sector & ESG constraints applied · solver: OSQP · last run 14:02 UTC
Model portfolios & sleeves
| Model | Target | Vol | Sharpe | Sleeves |
|---|---|---|---|---|
| Global 60/40 Conservative MP-G1 | 6.0% | 7.8% | 0.77 | 5 |
| Asia Income Tilt MP-G2 | 7.5% | 9.2% | 0.82 | 6 |
| Alternatives Overlay MP-A1 | 10.0% | 13.5% | 0.74 | 4 |
| EM Credit Carry MP-C1 | 8.5% | 6.4% | 1.33 | 3 |
Research notes feeding model construction
2 days ago
ASEAN banks Q3 — NIM stabilising
Internal · F. Lim
5 days ago
IDR carry vs USD funding window
Internal · R. Said
1 week ago
Tokenised credit — JACI proxy
External · Bloomberg