Institution record
Capital
Capital Street Intermarkets Limited
- 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 | |
|---|---|---|---|---|---|
FSCOffshore Financial Services Commission, Mauritius | C112010690 | Regulated | Capital Street Intermarkets Limited | 2012-02-24 |
Peer regulatory & risk comparison
Side-by-side supervisory and risk benchmark comparing Capital against peer institutions in our firms authorised in the uk, ireland and gibraltar dataset.
| Institution | Primary regulators | Regulated / total | Risk classification | Source score | Warnings |
|---|---|---|---|---|---|
| Capital (this record) | FSC | 1 / 1 | Risk level not supplied | — | 0 |
| Doo Prime | FCAFINRAFSA+4 | 7 / 7 | Risk level not supplied | — | 1 |
| GLOBAL | FCACYSECVFSC+3 | 5 / 6 | Risk level not supplied | — | 0 |
| Amana Capital | FCACYSECDFSA+2 | 4 / 5 | Risk level not supplied | — | 0 |
| EC Markets | FCAFMAFSC+2 | 3 / 5 | Risk level not supplied | — | 0 |
| Exness | FCAFSCACYSEC+2 | 4 / 5 | Risk level not supplied | — | 1 |
Capital: institutional due diligence FAQ
Key supervisory, licensing, and counterparty verification questions generated from the dataset.
What is Capital's regulatory licence status and supervisory authorisation?
In our imported dataset, Capital (legal entity reference: Capital Street Intermarkets Limited) holds 1 recorded licence entry, of which 1 carries a "regulated" status and 1 are marked regulated or registered: FSC (Financial Services Commission, Mauritius) — licence C112010690, status: regulated, Offshore. 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 FSC public register.
Which of Capital's jurisdictions and licences fall within this site's regulatory coverage?
Capital is registered at 44 | St Georges Street | Port Louis | Mauritius. Suite 305| Griffith Corporate Centre | Beachmont | Kingstown Saint Vincent and the Grenadines | P.O. Box1510 and tracked under our firms authorised in the uk, ireland and gibraltar scope based on its institutional service profile (CFDs, Precious metals, Stock indices, Forex) rather than a domestic focus licence. Its 1 recorded licence (FSC) should be evaluated for cross-border passporting and local solicitation rules.
What is Capital's institutional risk classification, enforcement exposure, and score profile?
Capital 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 Capital's platforms, entity structure, and complaints?
Before allocating capital or executing trades with Capital, institutional and retail allocators should: (1) confirm the domain (capitalstreetfx.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 FSC.
Related institutional research & regulatory analysis
Editorial briefings and compliance research from QuantCalc Tools relevant to Capital'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 Pricing & Options Engines
NY Fed SOFR Index ACT/360 In-Arrears Compounding Engine: Cross-Margining & Capital Efficiency Optimization (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 inter-commodity correlation offsets and liquidity
Fixed Income Duration & Portfolio Risk
CME SPAN 2 Historical & Stress Value-at-Risk (VaR) Model: Cross-Margining & Capital Efficiency Optimization (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 inter-commodity correlation offsets and liquidity add-on
Cleared Margin & VaR Models
Basel III FRTB 97.5% Expected Shortfall (ES) Tail Metric: Cross-Margining & Capital Efficiency Optimization (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 inter-commodity correlation offsets and liquidity ad
