Institution record
bybit
- 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 | |
|---|---|---|---|---|---|
AFSATier-3 Astana Financial Services Authority | AFSA-A-LA-2024-0027 | Regulated | Bybit Limited | 2021-11-04 | |
NBGTier-2 National Bank of Georgia | Number pending check | Regulated | Bybit Limited | 2024-6-17 | |
CMBTier-2 Capital Markets Board of Turkey | Number pending check | Regulated | Bybit Limited | — | |
CYSECTier-2 Cyprus Securities and Exchange Commission | Number pending check | Registered | Bybit Fintech Limited | 2023 | |
BVIFSCOffshore British Virgin Islands Financial Services Commission | Number pending check | Offshore | Bybit Fintech Limited | 2018-03 | |
FIU-INDTier-2 Financial Intelligence Unit – India | Number pending check | Registered | Bybit Fintech Limited | 2025-02 | |
VARATier-2 Virtual Assets Regulatory Authority | Number pending check | Regulated | Bybit Limited | 2024-8-21 | |
FMATier-1 Austrian Financial Market Authority | Not supplied | Registered | Bybit Fintech Limited | 2025-05-30 |
Peer regulatory & risk comparison
Side-by-side supervisory and risk benchmark comparing bybit against peer institutions in our firms authorised in the uk, ireland and gibraltar dataset.
| Institution | Primary regulators | Regulated / total | Risk classification | Source score | Warnings |
|---|---|---|---|---|---|
| bybit (this record) | AFSANBGCMB+5 | 4 / 8 | Risk level not supplied | — | 0 |
| Finalto | FCAFCAASIC+1 | 4 / 4 | Risk level not supplied | — | 0 |
| Bitpanda | FCAFMABaFin+3 | 5 / 6 | Risk level not supplied | — | 0 |
| FxPro | FCABaFinFSCA+3 | 4 / 6 | Risk level not supplied | — | 0 |
| GLOBAL | FCACYSECVFSC+3 | 5 / 6 | Risk level not supplied | — | 0 |
| Pepperstone | FCACYSECBaFin+3 | 4 / 6 | Risk level not supplied | — | 0 |
bybit: institutional due diligence FAQ
Key supervisory, licensing, and counterparty verification questions generated from the dataset.
What is bybit's regulatory licence status and supervisory authorisation?
In our imported dataset, bybit (legal entity reference: bybit) holds 8 recorded licence entries, of which 4 carry a "regulated" status and 7 are marked regulated or registered: AFSA (Astana Financial Services Authority) — licence AFSA-A-LA-2024-0027, status: regulated, Tier-3; NBG (National Bank of Georgia) — licence Number pending check, status: regulated, Tier-2; CMB (Capital Markets Board of Turkey) — licence Number pending check, status: regulated, Tier-2; CYSEC (Cyprus Securities and Exchange Commission) — licence Number pending check, status: registered, Tier-2; BVIFSC (British Virgin Islands Financial Services Commission) — licence Number pending check, status: offshore, Offshore; FIU-IND (Financial Intelligence Unit – India) — licence Number pending check, status: registered, Tier-2; VARA (Virtual Assets Regulatory Authority) — licence Number pending check, status: regulated, Tier-2; FMA (Austrian Financial Market Authority) — licence Not supplied, status: registered, Tier-1. 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 AFSA, NBG, CMB public register.
Which of bybit's jurisdictions and licences fall within this site's regulatory coverage?
bybit is registered at 40A Orchard Road, Macdonald House, #03-01, Singapore 238838 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 8 recorded licences (AFSA, NBG, CMB, CYSEC, BVIFSC, FIU-IND, VARA, FMA) should be evaluated for cross-border passporting and local solicitation rules.
What is bybit's institutional risk classification, enforcement exposure, and score profile?
bybit 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 bybit's platforms, entity structure, and complaints?
Before allocating capital or executing trades with bybit (listed execution software: Bybit Fintech Limited), institutional and retail allocators should: (1) confirm the domain (bybit.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 AFSA.
Related institutional research & regulatory analysis
Editorial briefings and compliance research from QuantCalc Tools relevant to bybit'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