A computer system 10 for central counterparty limit management, the computer system 10 comprising one or more computers on a network. The computer system 10 comprises an input to receive an indication of a planned order of at least one over-the-counter derivative between counterparties from an asset manager 14. The planned order is associated with at least one actual order to be executed on an execution venue 16. The computer system 10 also includes at least one storage device configured to store a limit comprising an indication of counterparty risk as a stored limit of the asset manager 14; an execution venue output configured to output an indication of a counterparty risk limit of the asset manager 14 to an execution venue 16; and an asset manager output configured to output an indication that the planned order is within the stored limit of the asset manager to the asset manager 14. The computer system 10 is configured such that in response to receiving the indication of a planned order at the input from the asset manager 14, computer system 10 checks if the planned order is within the stored limit of the asset manager 14, and, if the planned order is within the stored limited of the asset manager 14, the computer system 10 outputs from the execution venue output an indication of a limit corresponding to the limit required to execute the actual order associated with the planned order on an execution venue 16 to the execution venue.