Institution record
BITFINEX
- 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.
Peer regulatory & risk comparison
Side-by-side supervisory and risk benchmark comparing BITFINEX against peer institutions in our firms authorised in the uk, ireland and gibraltar dataset.
| Institution | Primary regulators | Regulated / total | Risk classification | Source score | Warnings |
|---|---|---|---|---|---|
| BITFINEX (this record) | FinCENCNAD | 1 / 2 | Risk level not supplied | — | 0 |
| Kraken | CBICBIFCA+2 | 5 / 5 | Risk level not supplied | — | 0 |
| CEX.IO | FCAGFSCFinCEN+1 | 2 / 4 | Risk level not supplied | — | 0 |
| Skrill | CBIFCAFinCEN | 3 / 3 | Risk level not supplied | — | 0 |
| CANADA | FCAASICCNV+8 | 3 / 11 | Risk level not supplied | — | 0 |
| Uphold | FCAMSCFCIS+1 | 4 / 4 | Risk level not supplied | — | 0 |
BITFINEX: institutional due diligence FAQ
Key supervisory, licensing, and counterparty verification questions generated from the dataset.
What is BITFINEX's regulatory licence status and supervisory authorisation?
In our imported dataset, BITFINEX (legal entity reference: BITFINEX) holds 2 recorded licence entries, of which 1 carries a "regulated" status and 1 are marked regulated or registered: FinCEN (Financial Crimes Enforcement Network (FinCEN)) — licence 31000162888565, status: exceeded scope, Tier-1; CNAD (Comisión Nacional de Activos Digitales) — 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 FinCEN, CNAD public register.
Which of BITFINEX's jurisdictions and licences fall within this site's regulatory coverage?
BITFINEX is registered at Trinity Chambers, Road Town, Tortola and tracked under our firms authorised in the uk, ireland and gibraltar scope based on its institutional service profile (Crypto spot trading, Derivatives contracts, Investment products) rather than a domestic focus licence. Its 2 recorded licences (FinCEN, CNAD) should be evaluated for cross-border passporting and local solicitation rules.
What is BITFINEX's institutional risk classification, enforcement exposure, and score profile?
BITFINEX 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 and 1 licence record with elevated status flags (FinCEN: exceeded scope). 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 BITFINEX's platforms, entity structure, and complaints?
Before allocating capital or executing trades with BITFINEX, 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 FinCEN.
Related institutional research & regulatory analysis
Editorial briefings and compliance research from QuantCalc Tools relevant to BITFINEX'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].
Fixed Income Duration & Portfolio Risk
Compounded SOFR In-Arrears, NY Fed SOFR Index & Repo Carry Trade Calculator Guide
Exact ACT/360 mathematical specification for New York Fed Compounded SOFR in-arrears, SOFR Index ratio pricing, 5-day lookback observation shifts, and leveraged U.S. Treasury repo carry trade breakeven calculations.
Quantitative Pricing & Options Engines
NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Closed-Form Mathematical Specification & IEEE-754 Verification (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 exact floating-point precision, day-count conventi