We have developed a metrics based system to identify, investigate and report unauthorised trading activity. This product is called the Rogue Trader Metrics System (RTMS).
RTMS identifies traders who are hiding or obscuring risk, P&L and/or otherwise engaging in unauthorised trading activity irrespective of asset class, instrument type or trading venue. RTMS can process global enterprise levels of data accurately and efficiently.
RTMS uses a red flag system to indicate incidences of potential breach and asserts a level of confidence that is based upon its proprietary scoring method. This method provides clients with clear priority based grounds for further investigation.
RTMS includes an integrated case management system that enables client risk, compliance and audit functions to investigate potential breaches, document follow up actions and generate audit reports.