Our Market Surveillance solution includes 50 Market Abuse and Operational alerts. Alerts have been carefully designed with algorithms and rules to improve the effectiveness of the suspicious trading alerts generated.
The latest release includes a new version of Spoofing alert. The new alert “Spoofing by Order Depth” incorporates the alert logic assessing spoofing behaviour against the complete market order book. The new Spoofing by Order Depth Alert is available in Market Surveillance release version 5.0.2.
Key features are as follows:
· A new volume depth multiplier which enabled the user to set a value which allows the alert to evaluate how deep in the order book the order lies.
KRM22’s Global Risk Platform provides applications to help you address your firm’s regulatory, market, technology and operations risk challenges and to manage your entire enterprise risk profile. KRM22 is a public Group listed on AIM and headquartered in London, with offices in several of the world’s major financial centers.