Asset management
Consulting & Strategic Deployment / Compliance & Operational Risk
Audit and Recommendations on the risks of market abuse
Challenges & Objectives:
- Map the risks of non-compliance such as market abuse
- Estimate the regulatory coverage of the existing system
- Propose first level controls, KPI
Approach & Implementation :
- Group together the various regulatory elements from the AMF and AMAFI, typologies and signals, within market abuse scenarios
- Identify the applicable market abuse scenarios
- Provide an estimate of the risk of occurrence associated with each of these scenarios
- Identify scenarios potentially addressed by existing controls
- Evaluate the estimated degree of coverage achieved by the current system
- Estimate the proportion of instruments covered by the current system
- Raise managers’ awareness of the market abuse issue and provide them with reports enabling them to perform first-level controls
- Define relevant KPIs with regard to the operations carried out
Ensure the application and operational deployment of the market abuse detection system
Challenges & Objectives:
- Integration of Sungard’s Protegent market abuse control solution for different entities of the same group
- Coordination of all tasks in project mode for these different entities
Approach & Implementation :
- Selection and prioritization of scenarios covered by the Protegent application
- Assistance with the implementation and acceptance of the feed
- Setting and calibration of thresholds
- Testing and validation of scenarios
- Dedicated governance and participation in the steering committee
- Allotments, planning
- Workshops
- Harmonization of test strategies and optimization of the management of editor’s bugs
- Deployment
