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Institution record

PostBank Uganda

Risk level not supplied1 of 1 licences marked regulated
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.

RegulatorLicence no.StatusLicensed entityDate
BoUTier-3
Bank of Uganda
Number pending checkRegulatedPostbank Uganda Ltd—

Peer regulatory & risk comparison

Side-by-side supervisory and risk benchmark comparing PostBank Uganda against peer institutions in our firms authorised in the uk, ireland and gibraltar dataset.

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InstitutionPrimary regulatorsRegulated / totalRisk classificationSource scoreWarnings
PostBank Uganda (this record)
BoU
1 / 1Risk level not supplied—0
Coinbase
CBIFCACBI+6
9 / 9Risk level not supplied—1
Kraken
CBICBIFCA+2
5 / 5Risk level not supplied—0
eToro
FCAGFSCFSA+5
6 / 8Risk level not supplied—0
MUFG Bank
PRAFCAOCC+4
7 / 7Risk level not supplied—0
CMCMarkets
FCAFCAFMA+3
5 / 6Risk level not supplied—0

PostBank Uganda: institutional due diligence FAQ

Key supervisory, licensing, and counterparty verification questions generated from the dataset.

What is PostBank Uganda's regulatory licence status and supervisory authorisation?

In our imported dataset, PostBank Uganda (legal entity reference: PostBank Uganda) holds 1 recorded licence entry, of which 1 carries a "regulated" status and 1 are marked regulated or registered: BoU (Bank of Uganda) — licence Number pending check, 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 BoU public register.

Which of PostBank Uganda's jurisdictions and licences fall within this site's regulatory coverage?

PostBank Uganda is tracked under our firms authorised in the uk, ireland and gibraltar coverage scope based on its institutional service profile (Wealth management, Investment products, Deposits, Remittances, Loans, Trusts, Insurance) rather than a domestic focus licence. Its 1 recorded licence (BoU) should be evaluated for cross-border passporting and local solicitation rules.

What is PostBank Uganda's institutional risk classification, enforcement exposure, and score profile?

PostBank Uganda 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 PostBank Uganda's platforms, entity structure, and complaints?

Before allocating capital or executing trades with PostBank Uganda, institutional and retail allocators should: (1) confirm the domain (postbank.co.ug) 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 BoU.

Editorial briefings and compliance research from QuantCalc Tools relevant to PostBank Uganda's supervisory scope.

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Cleared Margin & VaR Models

NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Execution Slippage, Haircut Floors & Rebalancing Drag (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 bid-ask spread amortization and turnover-adjusted

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Risk-Adjusted Performance Benchmarks

CME SPAN 2 Historical & Stress Value-at-Risk (VaR) Model: Execution Slippage, Haircut Floors & Rebalancing Drag (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 bid-ask spread amortization and turnover-adjusted net Sha

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Quantitative Pricing & Options Engines

Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric: Execution Slippage, Haircut Floors & Rebalancing Drag (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 bid-ask spread amortization and turnover-adjusted ne

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Fixed Income Duration & Portfolio Risk

Cornish-Fisher Skew & Kurtosis Modified Parametric VaR: Execution Slippage, Haircut Floors & Rebalancing Drag (99.0% Non-Normal Quantile Benchmark)

Cornish-Fisher Skew & Kurtosis Modified Parametric VaR (CORNISH-FISHER-VAR) stands at 99.0% (Non-Normal Quantile) (Source: GARP FRM Quantitative Standard, 2026-10-20), governing bid-ask spread amortization and turnover-a

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PostBank Uganda — Regulation, Licence Records & Risk Profile | QuantCalc Tools