A method and system is provided for managing risk associated with
providing real-time trading services and includes the step of providing a
plurality of dealing quotes wherein each of the plurality of dealing
quotes having a duration. Next, an exposure associated with each of the
dealing quotes during the respective durations is calculated. Next, a
total exposure based on the exposures for all of the dealing quotes that
have not expired is calculated. Finally, future dealing quotes are
adjusted based on the total exposure.