Institution record
ACM
Alite Capital Markets
- Source score
- 5.0
- Warnings
- 0
- Comments
- 0
Licence records
Licences within our coverage (selected firm records: uk, ireland and gibraltar) are listed first. Check each one on the regulator's own register.
No licence records on file for this institution.
Peer regulatory & risk comparison
Side-by-side supervisory and risk benchmark comparing ACM against peer institutions in our selected firm records: uk, ireland and gibraltar dataset.
| Institution | Primary regulators | Regulated / total | Risk classification | Source score | Warnings |
|---|---|---|---|---|---|
| ACM (this record) | None on file | 0 / 0 | Risk level not supplied | 5.0 | 0 |
CBIFinancial Conduct Authority (UK FCA) | 2 / 2 | Risk level not supplied | 5.7 | 0 | |
Financial Conduct Authority (UK FCA)CBI | 2 / 2 | Risk level not supplied | 5.0 | 0 | |
Financial Conduct AuthorityFinancial Conduct AuthorityDFSA | 1 / 3 | Risk level not supplied | 4.0 | 0 | |
Financial Conduct AuthorityFSCAMAS+1 | 4 / 4 | Risk level not supplied | 8.0 | 0 | |
Financial Conduct Authority (UK FCA)FSCAFinancial Services Commission, Mauritius | 2 / 3 | Risk level not supplied | 7.5 | 0 |
ACM: institutional due diligence FAQ
Key supervisory, licensing, and counterparty verification questions generated from the dataset.
What is ACM's regulatory licence status and supervisory authorisation?
Our imported dataset currently holds 0 verified regulatory licence records for ACM (Alite Capital Markets), registered at Holborn Viaduct EC1 City Of London, London, United Kingdom and tracked under our selected firm records: uk, ireland and gibraltar scope. Prospective counterparties should request primary registration certificates and cross-check the contracting entity directly on the relevant national financial supervisor's public register before onboarding.
Which of ACM's jurisdictions and licences fall within this site's regulatory coverage?
ACM is registered at Holborn Viaduct EC1 City Of London, London, United Kingdom and tracked under our selected firm records: uk, ireland and gibraltar scope based on its institutional service profile (FX, CFDs, futures, options, stock CFDs, stocks and etf) rather than a domestic focus licence. Its 0 recorded licences (none on file) should be evaluated for cross-border passporting and local solicitation rules.
What is ACM's institutional risk classification, enforcement exposure, and score profile?
ACM carries a "risk level not supplied" classification in the source dataset, alongside composite 5-dimension ratings out of 10 (overall: 5.0, risk & licensing: 5.0, brand: 5.0, market influence: 5.0, user reputation: 0.0). The record flags 0 regulatory warning or complaint counts. Because these figures reflect imported source fields rather than primary audit findings, compliance teams should review primary enforcement bulletins directly.
What operational due diligence steps apply to ACM's platforms, entity structure, and complaints?
Before allocating capital or executing trades with ACM, institutional and retail allocators should: (1) confirm the domain (not supplied in source) against regulator-approved domains to guard against clone firms; (2) verify whether any of the 0 recorded warning/complaint entries or 0 user comments involve withdrawal restrictions or scope violations; and (3) confirm the dispute-resolution ombudsman tied to the supervising authority.
Related institutional research & regulatory analysis
Editorial briefings and compliance research from QuantCalc Tools relevant to ACM's supervisory scope.
Fixed Income Duration, Convexity & Risk Models
Quantifying the October 2026 Treasury Flash Rally: 10-Year -19 bps Safe-Haven Shock, 30-Year 5.55% Term Premium Physics, and Portfolio Convexity/VaR Recalibration
Institutional quantitative analysis of the October 23, 2026 US Treasury flash rally: 10-year yields plunging -19.2 bps to 4.95% against sticky 5.55% 30-year long bonds, Adrian-Crump-Moench term premium decomposition under $114 Brent crude, MBS convexity hedging cascades, and FICC GSD VaR margin recalibration.
Quantitative Pricing & Options Engines
Macaulay Duration, Modified Duration & Second-Order Convexity: Worked $100M Institutional Portfolio Verification Example (7.14 yrs Modified Duration Benchmark)
Macaulay Duration, Modified Duration & Second-Order Convexity (MACAULAY-CONVEXITY) stands at 7.14 yrs (Modified Duration) (Source: ICMA Rulebook 251, 2026-10-20), governing step-by-step cash flow, margin, and basis-point
Quantitative Pricing & Options Engines
Macaulay Duration, Modified Duration & Second-Order Convexity: Sensitivity Analysis in a 3.75%–4.40% SOFR Rate Regime (7.14 yrs Modified Duration Benchmark)
Macaulay Duration, Modified Duration & Second-Order Convexity (MACAULAY-CONVEXITY) stands at 7.14 yrs (Modified Duration) (Source: ICMA Rulebook 251, 2026-10-20), governing risk-free hurdle rate compression of excess returns…
Quantitative Pricing & Options Engines
CME SPAN 2 VaR Margin, Basel FRTB Expected Shortfall & Fractional Kelly Sizing Engine
Institutional risk specification comparing CME SPAN 2 Historical/Stress VaR margin decomposition, Basel III FRTB 97.5% Expected Shortfall, and autocorrelation-adjusted Sharpe, Sortino, and Half-Kelly position sizing in a 4.39% SOFR regime.
