The SEC, FINRA and other Self-Regulatory Organizations (SROs) require that broker-dealers implement programs to monitor for potential breaches of industry rules and regulations. As a component of those programs, Citigroup has developed models using the Apama platform to monitor for and identify potential breaches in prohibited trading activity. Specifically, one of the models developed deploys statistical and analytical profiling to detect unusual patterns of trading behavior over a period of time. Learn more about it in this session.
Speaker(s): David Scianablo,
Director, Surveillance Strategy &Assessment, Citigroup
Senior Vice President/Manager, Information Barrier Surveillance Group, Citigroup