Institution record
Deriv
Deriv (FX) Ltd
- 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 | |
|---|---|---|---|---|---|
BVIFSCOffshore British Virgin Islands Financial Services Commission | SIBA/L/18/1114 | Regulated | Deriv (BVI) Ltd | — | |
VFSCOffshore Vanuatu Financial Services Commission | 14556 | Regulated | Deriv (V) LTD | 2022-12-23 | |
LabuanOffshore Labuan Financial Services Authority | MB/18/0024 | Regulated | Deriv (FX) Ltd. | — | |
MFSATier-2 Malta Financial Services Authority | C70156 | Regulated | DERIV INVESTMENTS | 2015-05-19 | |
FSCOffshore Financial Services Commission, Mauritius | GB24101229 | Regulated | Deriv (Mauritius) Ltd | 2024-06-14 |
Peer regulatory & risk comparison
Side-by-side supervisory and risk benchmark comparing Deriv against peer institutions in our firms authorised in the uk, ireland and gibraltar dataset.
| Institution | Primary regulators | Regulated / total | Risk classification | Source score | Warnings |
|---|---|---|---|---|---|
| Deriv (this record) | BVIFSCVFSCLabuan+2 | 5 / 5 | Risk level not supplied | — | 0 |
| Gate.io | GFSCDMCCMFSA+6 | 9 / 9 | Risk level not supplied | — | 0 |
| Doo Prime | FCAFINRAFSA+4 | 7 / 7 | Risk level not supplied | — | 1 |
| GLOBAL | FCACYSECVFSC+3 | 5 / 6 | Risk level not supplied | — | 0 |
| Amana Capital | FCACYSECDFSA+2 | 4 / 5 | Risk level not supplied | — | 0 |
| EC Markets | FCAFMAFSC+2 | 3 / 5 | Risk level not supplied | — | 0 |
Deriv: institutional due diligence FAQ
Key supervisory, licensing, and counterparty verification questions generated from the dataset.
What is Deriv's regulatory licence status and supervisory authorisation?
In our imported dataset, Deriv (legal entity reference: Deriv (FX) Ltd) holds 5 recorded licence entries, of which 5 carry a "regulated" status and 5 are marked regulated or registered: BVIFSC (British Virgin Islands Financial Services Commission) — licence SIBA/L/18/1114, status: regulated, Offshore; VFSC (Vanuatu Financial Services Commission) — licence 14556, status: regulated, Offshore; Labuan (Labuan Financial Services Authority) — licence MB/18/0024, status: regulated, Offshore; MFSA (Malta Financial Services Authority) — licence C70156, status: regulated, Tier-2; FSC (Financial Services Commission, Mauritius) — licence GB24101229, status: regulated, Offshore. 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 BVIFSC, VFSC, Labuan public register.
Which of Deriv's jurisdictions and licences fall within this site's regulatory coverage?
Deriv is registered at Level 3, W Business Centre, Triq Dun Karm, Birkirkara, BKR 9033 Office 1902, Jumeirah Business Center 1, JLT Cluster G Suite 1, Ground Floor, Block D Apex Forbury Road Reading RG1 1AX and tracked under our firms authorised in the uk, ireland and gibraltar scope based on its institutional service profile (Indices, Forex, Stocks, Commodities) rather than a domestic focus licence. Its 5 recorded licences (BVIFSC, VFSC, Labuan, MFSA, FSC) should be evaluated for cross-border passporting and local solicitation rules.
What is Deriv's institutional risk classification, enforcement exposure, and score profile?
Deriv 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 Deriv's platforms, entity structure, and complaints?
Before allocating capital or executing trades with Deriv, institutional and retail allocators should: (1) confirm the domain (deriv.com/zh-cn) 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 BVIFSC.
Related institutional research & regulatory analysis
Editorial briefings and compliance research from QuantCalc Tools relevant to Deriv'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].
Quantitative Pricing & Options Engines
NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Closed-Form Mathematical Specification & IEEE-754 Verification (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 exact floating-point precision, day-count conventi
Fixed Income Duration & Portfolio Risk
CME SPAN 2 Historical & Stress Value-at-Risk (VaR) Model: Closed-Form Mathematical Specification & IEEE-754 Verification (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 exact floating-point precision, day-count conventions, an
Cleared Margin & VaR Models
Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric: Closed-Form Mathematical Specification & IEEE-754 Verification (97.5% Confidence Interval Benchmark)
Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric (FRTB-ES-975) stands at 97.5% (Confidence Interval) (Source: BIS Basel Committee MAR33, 2026-10-20), governing exact floating-point precision, day-count convention
