Automate capital markets operational risk management — trading desk RCSA, trade execution KRI monitoring, FAIR cyber risk quantification, and settlement risk management in one platform.
Capital markets firms face complex operational risk requirements — from trading desk risk management to cross-border regulatory compliance and cyber risk quantification.
Capital markets firms face significant operational risks from trading desk activities — including order execution failures, trade booking errors, market data feed disruptions, and algorithmic trading malfunctions that can result in substantial financial losses and regulatory penalties.
Managing operational risks across market infrastructure — clearing houses, settlement systems, custodian networks, and payment systems — requires real-time monitoring, counterparty risk assessment, and automated escalation for settlement failures and system outages.
Quantifying cyber risk exposure using Factor Analysis of Information Risk (FAIR) methodology demands sophisticated modelling of threat event frequency, vulnerability assessments, and loss magnitude estimation across trading platforms and market data systems.
Capital markets firms operating across multiple jurisdictions face complex cross-border operational risk challenges — navigating diverse regulatory requirements, managing time-zone dependencies, and consolidating risk data from global trading desks and operations centres.
Purpose-built operational risk management automation for the capital markets industry.
Conduct comprehensive Risk and Control Self-Assessments across trading desks with standardised risk taxonomies for front-office, middle-office, and back-office operations. Automated scoring, control testing, and desk-level aggregation.
Monitor Key Risk Indicators for trade execution in real-time — failed trades, settlement delays, booking errors, and market data discrepancies. Dynamic thresholds with automated breach alerts and escalation to risk managers.
Quantify cyber risk exposure using the FAIR methodology — modelling threat event frequency, vulnerability factors, and loss magnitude for trading platforms, market data systems, and client-facing applications.
Monitor settlement risk across clearing houses, custodians, and payment systems in real-time. Track settlement failures, counterparty exposure, and system availability with automated escalation for critical events.
Consolidate operational risk data from global trading desks and operations centres into a unified risk view. Multi-jurisdiction regulatory mapping ensures compliance across all operating regions.
Generate management information system reports and regulatory submissions automatically. Pre-built templates for Basel III SMA, FRTB operational risk, and jurisdiction-specific supervisory reporting requirements.
Standardised Measurement Approach for operational risk capital calculation tailored to capital markets activities, trading operations, and market-making functions.
Fundamental Review of the Trading Book operational risk requirements including trading desk validation, P&L attribution, and risk factor eligibility assessments.
International Organization of Securities Commissions standards for securities market operational risk, market integrity, and investor protection requirements.
Securities exchange and clearing house operational risk guidelines for market participants, including business continuity and incident management standards.
Industry-specific cyber risk standards for capital markets firms including threat intelligence, vulnerability management, and incident response requirements.
Multi-jurisdictional regulatory requirements for capital markets operational risk management, reporting obligations, and supervisory cooperation frameworks.
See how ORM can streamline trading desk RCSA, trade execution KRI monitoring, and FAIR cyber risk quantification for your firm.