Institution record
Capital Markets
Capital Markets Elite
- Source score
- 5.0
- 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 | |
|---|---|---|---|---|---|
In our coverage Financial Conduct Authority (UK FCA) | 583632 | Regulated | Capital Markets Elite Group (UK) Limited | 2013-02-01 |
Peer regulatory & risk comparison
Side-by-side supervisory and risk benchmark comparing Capital Markets 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 Markets (this record) | Financial Conduct Authority (UK FCA) | 1 / 1 | Risk level not supplied | 5.0 | 0 |
| Kraken | CBIFinancial Conduct Authority (UK FCA)CBI+2 | 5 / 5 | Risk level not supplied | 7.7 | 0 |
| eToro | Financial Conduct Authority (UK FCA)GFSCFinancial Services Regulatory Authority, Abu Dhabi Global Market (ADGM FSRA)+5 | 6 / 8 | Risk level not supplied | 7.5 | 0 |
| Finalto | Financial Conduct Authority (UK FCA)Financial Conduct Authority (UK FCA)CYSEC+1 | 4 / 4 | Risk level not supplied | 6.0 | 0 |
| Paysafe | Financial Conduct Authority (UK FCA)CBI | 2 / 2 | Risk level not supplied | 5.7 | 0 |
| MUFG Bank | Financial Conduct Authority (UK FCA)Prudential Regulation Authority (Bank of England PRA)Office of the Comptroller of the Currency (U.S. OCC)+4 | 7 / 7 | Risk level not supplied | 5.0 | 0 |
Capital Markets: institutional due diligence FAQ
Key supervisory, licensing, and counterparty verification questions generated from the dataset.
What is Capital Markets's regulatory licence status and supervisory authorisation?
In our imported dataset, Capital Markets (legal entity reference: Capital Markets Elite) holds 1 recorded licence entry, of which 1 carries a "regulated" status and 1 are marked regulated or registered: Financial Conduct Authority (UK FCA) — licence 583632, status: regulated. 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 Financial Conduct Authority (UK FCA) public register.
Which of Capital Markets's jurisdictions and licences fall within this site's regulatory coverage?
This directory focuses on firms authorised in the uk, ireland and gibraltar. 1 of Capital Markets's 1 licence records fall directly within this jurisdictional mandate: Financial Conduct Authority (UK FCA) (licence 583632, regulated, entity: Capital Markets Elite Group (UK) Limited). Always confirm whether client money segregation and statutory investor compensation schemes apply to the specific subsidiary onboarding your account.
What is Capital Markets's institutional risk classification, enforcement exposure, and score profile?
Capital Markets carries a "risk level not supplied" classification in the source dataset, alongside composite 5-dimension ratings out of 10 (overall: 5.0, risk & licensing: 5.0, brand: 5.0, market influence: 5.0, user reputation: 0.0). 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 Markets's platforms, entity structure, and complaints?
Before allocating capital or executing trades with Capital Markets, institutional and retail allocators should: (1) confirm the domain (cmelitegroup.co.uk) 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 Financial Conduct Authority (UK FCA).
Related institutional research & regulatory analysis
Editorial briefings and compliance research from QuantCalc Tools relevant to Capital Markets's supervisory scope.
Markets
Thursday’s Nasdaq drop and Friday’s flat tape: what can be measured before the close
Thursday’s Nasdaq decline is a completed print. Friday’s US indexes were still trading on Friday afternoon in New York. Mixing the two is how a desk invents a close that has not happened.
Fixed Income Duration, Convexity & Risk Models
Quantifying the October 2026 Treasury Flash Rally: 10-Year -19 bps Safe-Haven Shock, 30-Year 5.55% Term Premium Physics, and Portfolio Convexity/VaR Recalibration
Institutional quantitative analysis of the October 23, 2026 US Treasury flash rally: 10-year yields plunging -19.2 bps to 4.95% against sticky 5.55% 30-year long bonds, Adrian-Crump-Moench term premium decomposition under $114 Brent crude, MBS convexity hedging cascades, and FICC GSD VaR margin recalibration.
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].