Institution record
Fidelity Digital Assets
Fidelity Digital Asset Services, LLC
- Source score
- 4.0
- 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 | |
|---|---|---|---|---|---|
In our coverage Financial Conduct Authority | Not supplied | Regulated | Fidelity Digital Assets, Ltd | 2020 | |
NYSDFS New York State Department of Financial Services | 1773897 | Regulated | Fidelity Digital Asset Services, LLC | 2018 |
Peer regulatory & risk comparison
Side-by-side supervisory and risk benchmark comparing Fidelity Digital Assets against peer institutions in our firms authorised in the uk, ireland and gibraltar dataset.
| Institution | Primary regulators | Regulated / total | Risk classification | Source score | Warnings |
|---|---|---|---|---|---|
| Fidelity Digital Assets (this record) | Financial Conduct AuthorityNYSDFS | 2 / 2 | Risk level not supplied | 4.0 | 0 |
| Coinbase | CBIFinancial Conduct AuthorityCBI+6 | 9 / 9 | Risk level not supplied | 8.5 | 1 |
| CMCMarkets | Financial Conduct AuthorityFinancial Conduct AuthorityIIROC+3 | 5 / 6 | Risk level not supplied | 7.1 | 0 |
| XTX Markets | Financial Conduct AuthorityFinancial Conduct AuthorityU.S. Securities and Exchange Commission (SEC)+1 | 4 / 4 | Risk level not supplied | 6.0 | 0 |
| CEX.IO | GFSCFinancial Conduct AuthorityFinancial Transactions and Reports Analysis Centre of Canada (FINTRAC)+1 | 2 / 4 | Risk level not supplied | 5.0 | 0 |
| Al Rayan Bank | Prudential Regulation Authority (Bank of England PRA)Financial Conduct Authority | 2 / 2 | Risk level not supplied | 5.0 | 0 |
Fidelity Digital Assets: institutional due diligence FAQ
Key supervisory, licensing, and counterparty verification questions generated from the dataset.
What is Fidelity Digital Assets's regulatory licence status and supervisory authorisation?
In our imported dataset, Fidelity Digital Assets (legal entity reference: Fidelity Digital Asset Services, LLC) holds 2 recorded licence entries, of which 2 carry a "regulated" status and 2 are marked regulated or registered: Financial Conduct Authority — licence Not supplied, status: regulated; NYSDFS (New York State Department of Financial Services) — licence 1773897, status: regulated. 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 Financial Conduct Authority, NYSDFS public register.
Which of Fidelity Digital Assets's jurisdictions and licences fall within this site's regulatory coverage?
This directory focuses on firms authorised in the uk, ireland and gibraltar. 1 of Fidelity Digital Assets's 2 licence records fall directly within this jurisdictional mandate: Financial Conduct Authority (licence Not supplied, regulated, entity: Fidelity Digital Assets, Ltd). Always confirm whether client money segregation and statutory investor compensation schemes apply to the specific subsidiary onboarding your account.
What is Fidelity Digital Assets's institutional risk classification, enforcement exposure, and score profile?
Fidelity Digital Assets carries a "risk level not supplied" classification in the source dataset, alongside composite 5-dimension ratings out of 10 (overall: 4.0, risk & licensing: 4.0, brand: 4.0, market influence: 4.0, 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 Fidelity Digital Assets's platforms, entity structure, and complaints?
Before allocating capital or executing trades with Fidelity Digital Assets, institutional and retail allocators should: (1) confirm the domain (fidelitydigitalassets.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 Financial Conduct Authority.
Related institutional research & regulatory analysis
Editorial briefings and compliance research from QuantCalc Tools relevant to Fidelity Digital Assets's supervisory scope.
Markets
Thursday’s Nasdaq drop and Friday’s flat tape: what can be measured before the close
Thursday’s Nasdaq decline is a completed print. Friday’s US indexes were still trading on Friday afternoon in New York. Mixing the two is how a desk invents a close that has not happened.
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 Risk & Capital Modeling
Basel III Endgame FRTB & ISDA SIMM v2.6+ Quantitative Calibration: Expected Shortfall, Non-Modellable Risk Factors (NMRF), and Cross-Margin Capital Optimization (2026)
Complete quantitative specification of BCBS MAR20-MAR33 Fundamental Review of the Trading Book (FRTB), 97.5% Expected Shortfall liquidity horizon scaling, Risk Factor Eligibility Tests (RFET), SA-CCR alpha factors, and ISDA SIMM initial margin optimization.
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].