Institution record
CES
CES Forex (HK) Limited
- Source score
- —
- Warnings
- 0
- Comments
- 0
Licence records
Licences within our coverage (firms authorised in the uk, ireland and gibraltar) are listed first. Check each one on the regulator's own register.
| Regulator | Licence no. | Status | Licensed entity | Date | |
|---|---|---|---|---|---|
SFCTier-1 Securities and Futures Commission | ACI995 | Regulated | CES Forex (HK) Limited | 2005-03-04 |
Peer regulatory & risk comparison
Side-by-side supervisory and risk benchmark comparing CES against peer institutions in our firms authorised in the uk, ireland and gibraltar dataset.
| Institution | Primary regulators | Regulated / total | Risk classification | Source score | Warnings |
|---|---|---|---|---|---|
| CES (this record) | SFC | 1 / 1 | Risk level not supplied | — | 0 |
| Mizuho Securities | FCABaFinMAS+4 | 6 / 7 | Risk level not supplied | — | 0 |
| Blackwell Global | FCASFCSCB+3 | 5 / 6 | Risk level not supplied | — | 0 |
| Hash | CBIFSACR+3 | 6 / 6 | Risk level not supplied | — | 0 |
| Swissquote | FCADFSAFINMA+3 | 5 / 6 | Risk level not supplied | — | 0 |
| The Capital Group | FCAMASSFC | 3 / 3 | Risk level not supplied | — | 0 |
CES: institutional due diligence FAQ
Key supervisory, licensing, and counterparty verification questions generated from the dataset.
What is CES's regulatory licence status and supervisory authorisation?
In our imported dataset, CES (legal entity reference: CES Forex (HK) Limited) holds 1 recorded licence entry, of which 1 carries a "regulated" status and 1 are marked regulated or registered: SFC (Securities and Futures Commission) — licence ACI995, status: regulated, Tier-1. Institutional due diligence requires verifying that the exact legal entity on your counterparty agreement matches the licensed entity name and registration number on the official SFC public register.
Which of CES's jurisdictions and licences fall within this site's regulatory coverage?
CES is tracked under our firms authorised in the uk, ireland and gibraltar coverage scope based on its institutional service profile (CFDs, Precious metals, Stock indices, Forex) rather than a domestic focus licence. Its 1 recorded licence (SFC) should be evaluated for cross-border passporting and local solicitation rules.
What is CES's institutional risk classification, enforcement exposure, and score profile?
CES carries a "risk level not supplied" classification in the source dataset (composite numeric scores are not supplied for this record). 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 CES's platforms, entity structure, and complaints?
Before allocating capital or executing trades with CES, institutional and retail allocators should: (1) confirm the domain (ebshk.com) 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 SFC.
Related institutional research & regulatory analysis
Editorial briefings and compliance research from QuantCalc Tools relevant to CES's supervisory scope.
Quantitative Execution & Fee Math
CME SPAN 2 Historical VaR Margin Methodology, Cross-Margining Haircuts & Portfolio Kelly Criterion Optimization
CME SPAN 2 Historical Value-at-Risk (HVaR) margin methodology refers to an institutional clearing risk framework that replaces legacy 16-scenario parametric grid arrays with a 99.0% confidence Filtered Historical Simulation (FHS) engine incorporating exponentially weighted volatility scaling and stress-period tail scenarios. Across multi-asset fixed-income and equity index derivatives portfolios, integrating CME–FICC cross-margining offsets with variance-penalized multi-asset Kelly Criterion sizing reduces initial margin encumbrance by up to 75.0% [75.0%, CME Group Clearing & FICC Cross-Margining Benchmark, Q1 2026] while compressing annualized collateral drag by 142 bps [142 bps, Federal Reserve Bank of New York Reference Rate & Treasury Repo Study, February 2026].
Cleared Margin & VaR Models
NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Observation Shift vs. Lookback Convention Comparison (4.4151% 90-Day Annualized Benchmark)
NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine (SOFR-INDEX-ACT360) stands at 4.4151% (90-Day Annualized) (Source: NY Fed Reference Rates, 2026-10-20), governing accrual period weighting differences and settlemen
Fixed Income Duration & Portfolio Risk
NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Sensitivity Analysis in a 3.75%–4.40% SOFR Rate Regime (4.4151% 90-Day Annualized Benchmark)
NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine (SOFR-INDEX-ACT360) stands at 4.4151% (90-Day Annualized) (Source: NY Fed Reference Rates, 2026-10-20), governing risk-free hurdle rate compression of excess return
Risk-Adjusted Performance Benchmarks
CME SPAN 2 Historical & Stress Value-at-Risk (VaR) Model: Observation Shift vs. Lookback Convention Comparison (6.26% Initial Margin / Notional Benchmark)
CME SPAN 2 Historical & Stress Value-at-Risk (VaR) Model (CME-SPAN2-VAR) stands at 6.26% (Initial Margin / Notional) (Source: CME Clearing, 2026-10-20), governing accrual period weighting differences and settlement lag e