Institution record
NCM Investment
- 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 | |
|---|---|---|---|---|---|
SCATier-2 Securities and Commodities Authority | 20200000158 | Regulated | NCM FINANCIAL SERVICES L.L.C | 2023-07-19 | |
CMBTier-2 Capital Markets Board of Turkey | G-022(395) | Regulated | NCM Investment | — | |
CMATier-3 Capital Markets Authority | AP/2017/0009、AP/2019/0003 | Regulated | NCM Investment Company | 2017-07-02 |
Peer regulatory & risk comparison
Side-by-side supervisory and risk benchmark comparing NCM Investment against peer institutions in our firms authorised in the uk, ireland and gibraltar dataset.
| Institution | Primary regulators | Regulated / total | Risk classification | Source score | Warnings |
|---|---|---|---|---|---|
| NCM Investment (this record) | SCACMBCMA | 3 / 3 | Risk level not supplied | — | 0 |
| Equiti | FCACYSECJSC+2 | 4 / 5 | Risk level not supplied | — | 1 |
| ATFX | FCASCACYSEC+1 | 4 / 4 | Risk level not supplied | — | 1 |
| ADSS | FCASCA | 2 / 2 | Risk level not supplied | — | 0 |
| Noor Capital UK | FCASCA | 2 / 2 | Risk level not supplied | — | 0 |
| Coinbase | CBIFCACBI+6 | 9 / 9 | Risk level not supplied | — | 1 |
NCM Investment: institutional due diligence FAQ
Key supervisory, licensing, and counterparty verification questions generated from the dataset.
What is NCM Investment's regulatory licence status and supervisory authorisation?
In our imported dataset, NCM Investment (legal entity reference: NCM Investment) holds 3 recorded licence entries, of which 3 carry a "regulated" status and 3 are marked regulated or registered: SCA (Securities and Commodities Authority) — licence 20200000158, status: regulated, Tier-2; CMB (Capital Markets Board of Turkey) — licence G-022(395), status: regulated, Tier-2; CMA (Capital Markets Authority) — licence AP/2017/0009、AP/2019/0003, status: regulated, Tier-3. 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 SCA, CMB, CMA public register.
Which of NCM Investment's jurisdictions and licences fall within this site's regulatory coverage?
NCM Investment is registered at Mezzanine Floor, Dar Al Awadi Tower Ahmad Al Jaber Street Sharq, Kuwait and tracked under our firms authorised in the uk, ireland and gibraltar scope based on its institutional service profile (CFDs, Indices, Forex, Stocks) rather than a domestic focus licence. Its 3 recorded licences (SCA, CMB, CMA) should be evaluated for cross-border passporting and local solicitation rules.
What is NCM Investment's institutional risk classification, enforcement exposure, and score profile?
NCM Investment 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 NCM Investment's platforms, entity structure, and complaints?
Before allocating capital or executing trades with NCM Investment, institutional and retail allocators should: (1) confirm the domain (ncminvest.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 SCA.
Related institutional research & regulatory analysis
Editorial briefings and compliance research from QuantCalc Tools relevant to NCM Investment's supervisory scope.
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].
Risk-Adjusted Performance Benchmarks
Macaulay Duration, Modified Duration & Second-Order Convexity: Closed-Form Mathematical Specification & IEEE-754 Verification (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 exact floating-point precision, day-count conve
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