Highly complex limit structures can be modelled across counterparties, commodities and hierarchies. Brady Credit Risk can be configured to handle a variety of different limit scenarios for trading and exposure management. Limits can be expressed in any currency and can be applied for all exposures or be gradually reducing through configurable rolling time bands. Limits can be set for different business units for different commodity types, trade types, physical or financial, or any combination of these. Limits can be measured against different types of exposure such as settlement exposure, MtM, forward notional, PFE or volumes. Other trading restrictions can be put in place such as buy only, or specific tenor limits.