ENTITY RISK SCORE · PILLAR 1 OF 4
Alert Derived Risk.
Fully configurable weighting
Baseline packages included
15 years of market expertise
Evaluates the severity and significance of current and historical surveillance alerts for the entity. Its contribution to the composite is never fixed — weighting is customizable by investor profile, trading signature, asset class, and down to the individual market.
WHAT IT EVALUATES
Alert severity
How far past the source-system threshold each alert landed.
Alert frequency
Volume of alerts over the rolling 30-day window.
Alert concentration
Clustering within alert models, securities, and risk groups.
Escalation indicators
Severity trend across the window — rising, stable, or receding.
Market & context
Instrument, venue, and market scope weighting applied per your configuration.
HOW THE SCORE IS BUILT
From who you are to one adaptive score.
Different market participants. Different behaviors. Different risk. MNC tailors the surveillance intelligence to how your business actually trades.
1WHO YOU ARE & HOW YOU TRADE
Your investor profile and trading signatures set the risk context
WHY IT MATTERS
The profile and signatures select which risk groups, alert models, and sensitivity parameters apply — and how much each matters. MNC adapts to your operating model rather than forcing a predefined hierarchy.
STARTS WITH WHO YOU ARE
Investor profile
Nine governed institution profiles — e.g. Global / National Investment Bank — each with its own risk context. Each investor profile carries dedicated trading signatures — completely unique parameters, thresholds, and alert models — and a recommended three-tier structure from the firm level down to attribution.
HOW YOU TRADE — TRADING SIGNATURES
High Touch
Relationship-driven · manual execution · discretionary strategies
Low Touch
Electronic execution · straight-through processing · algorithmic
A trading signature is a behavioral baseline, not a risk rating — a latency-sensitive electronic population naturally behaves differently than a High Touch desk, so its surveillance baseline differs too.
HOW THE STARTING CONFIGURATION IS SELECTED
STEP 1
MARKET PARTICIPANT PROFILE
Who the participant is
→
STEP 2
TRADING SIGNATURE
How they characteristically trade
→
STEP 3
ASSET CLASS
Which market context applies
→
STEP 4
BASELINE ALERT PACKAGE
The governed starting configuration
Start broad. Inherit intelligently. Override only where necessary — down to market, security, entity type, and tier.
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2RISK GROUPS · ALERT MODELS · SENSITIVITY PARAMETERS
Explore the governed taxonomy — select a risk group, expand a model, and see the weighted risk drivers behind it. Every weight is configurable.
WEIGHTRelative importance of a parameter within its alert model
THRESHOLDThe configured level the observed condition is evaluated against
SENSITIVITYHow responsive the model is, where supported
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3ALERT-DERIVED RISK SCORE
Calculated from model outputs and adaptive weighting — percentages configurable above the baseline parameters
RISK GROUP CONTRIBUTION
Order Book Manipulation
Price Manipulation
Cross-Market / Cross-Asset Surveillance
Insider Trading / Client Information Misuse
Wash / Crossing / Pre-Arranged Trading
Reporting, Supervision & Conduct Risk
A single, adaptive score reflecting the totality of alert-driven risk — every percentage configurable above the MNC baseline.
HOW IT ALL COMES TOGETHER
Investor Profile
Defines business type and risk context
Trading Signatures
Capture how the entity interacts with the market
Risk Groups
Provide comprehensive risk coverage
Alert Models
Detect misconduct and policy violations
Sensitivity Parameters
Reflect your risk appetite, strategy, and market context
Alert-Derived Risk Score
Actionable insight that powers the overall risk score
THE RIGHT MODELS. THE RIGHT PARAMETERS. THE RIGHT SCORE. ONLY WITH MNC.
HOW IT FEEDS THE COMPOSITE
Configurable
Alert Derived Risk
This pillar · MNC baseline default 50%
30%
Behavioral Pattern Risk
15%
Related Entity Risk
5%
Status Trend Risk
Sibling weights shown are MNC baseline defaults — every weight is customer-configurable in the Calibration Lab. The composite runs 0–100 with governed bands — a risk indicator and review priority, never a determination.