Institution record
Mizuho Securities
Mizuho Securities Co., Ltd
- 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 | 119256 | Regulated | Mizuho International plc | 2021-12-01 | |
SFC Securities and Futures Commission | AEZ953 | Regulated | Mizuho Securities Asia Limited | 2005-04-27 | |
MAS Monetary Authority of Singapore | Not supplied | Regulated | MIZUHO BANK, LTD. | — | |
FSA Financial Services Agency | 7010001008687 | Revoked | — | 2007-09-30 | |
BaFin Bundesanstalt für Finanzdienstleistungsaufsicht | 10115675 | Regulated | Mizuho Bank Europe N.V. | — | |
European Central Bank (ECB Banking Supervision / SSM) European Central Bank (ECB Banking Supervision / SSM) | 724500ZSA7ZOZHUXBS53 | Regulated | Mizuho Bank Europe NV | — | |
Hong Kong Monetary Authority (HKMA) Hong Kong Monetary Authority (HKMA) | Not supplied | Regulated | MIZUHO BANK, LTD. | — |
Peer regulatory & risk comparison
Side-by-side supervisory and risk benchmark comparing Mizuho Securities against peer institutions in our firms authorised in the uk, ireland and gibraltar dataset.
| Institution | Primary regulators | Regulated / total | Risk classification | Source score | Warnings |
|---|---|---|---|---|---|
| Mizuho Securities (this record) | Financial Conduct AuthoritySFCMAS+4 | 6 / 7 | 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 |
| MUFG Bank | Financial Conduct Authority (UK FCA)Prudential Regulation Authority (Bank of England PRA)Office of the Comptroller of the Currency (U.S. OCC)+4 | 7 / 7 | Risk level not supplied | 5.0 | 0 |
| CEX.IO | GFSCFinancial Conduct AuthorityFinancial Transactions and Reports Analysis Centre of Canada (FINTRAC)+1 | 2 / 4 | Risk level not supplied | 5.0 | 0 |
Mizuho Securities: institutional due diligence FAQ
Key supervisory, licensing, and counterparty verification questions generated from the dataset.
What is Mizuho Securities's regulatory licence status and supervisory authorisation?
In our imported dataset, Mizuho Securities (legal entity reference: Mizuho Securities Co., Ltd) holds 7 recorded licence entries, of which 6 carry a "regulated" status and 6 are marked regulated or registered: Financial Conduct Authority — licence 119256, status: regulated; SFC (Securities and Futures Commission) — licence AEZ953, status: regulated; MAS (Monetary Authority of Singapore) — licence Not supplied, status: regulated; FSA (Financial Services Agency) — licence 7010001008687, status: revoked; BaFin (Bundesanstalt für Finanzdienstleistungsaufsicht) — licence 10115675, status: regulated; European Central Bank (ECB Banking Supervision / SSM) — licence 724500ZSA7ZOZHUXBS53, status: regulated; Hong Kong Monetary Authority (HKMA) — licence Not supplied, 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, SFC, MAS public register.
Which of Mizuho Securities'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 Mizuho Securities's 7 licence records fall directly within this jurisdictional mandate: Financial Conduct Authority (licence 119256, regulated, entity: Mizuho International plc). Always confirm whether client money segregation and statutory investor compensation schemes apply to the specific subsidiary onboarding your account.
What is Mizuho Securities's institutional risk classification, enforcement exposure, and score profile?
Mizuho Securities 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 and 1 licence record with elevated status flags (FSA: revoked). 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 Mizuho Securities's platforms, entity structure, and complaints?
Before allocating capital or executing trades with Mizuho Securities, 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 Financial Conduct Authority.
Related institutional research & regulatory analysis
Editorial briefings and compliance research from QuantCalc Tools relevant to Mizuho Securities's supervisory scope.
Fixed Income Duration, Convexity & Risk Models
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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.
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.
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].