Institution record
Inter
Inter Pan Pasifik Futures, PT
- Source score
- —
- Warnings
- 0
- Comments
- 0
Licence records
Licences within our coverage (banks and deposit-taking institutions) are listed first. Check each one on the regulator's own register.
| Regulator | Licence no. | Status | Licensed entity | Date | |
|---|---|---|---|---|---|
ICDXTier-2 Indonesia Commodity & Derivatives Exchange | 042/SPKB/ICDX/Dir/IX/2010 | Regulated | Inter Pan Pasifik Futures, PT | — |
Peer regulatory & risk comparison
Side-by-side supervisory and risk benchmark comparing Inter against peer institutions in our banks and deposit-taking institutions dataset.
| Institution | Primary regulators | Regulated / total | Risk classification | Source score | Warnings |
|---|---|---|---|---|---|
| Inter (this record) | ICDX | 1 / 1 | Risk level not supplied | — | 0 |
| MUFG Bank | PRAOCCHKMA+4 | 7 / 7 | Risk level not supplied | — | 0 |
| Deutsche Bank AG | FRSECBPRA+1 | 4 / 4 | Risk level not supplied | — | 0 |
| American Express | FRSOCCFDIC | 3 / 3 | Risk level not supplied | — | 0 |
| BofA | FDICFRSOCC | 3 / 3 | Risk level not supplied | — | 0 |
| Citibank, N.A. | OCCFDICFRS | 3 / 3 | Risk level not supplied | — | 0 |
Inter: institutional due diligence FAQ
Key supervisory, licensing, and counterparty verification questions generated from the dataset.
What is Inter's regulatory licence status and supervisory authorisation?
In our imported dataset, Inter (legal entity reference: Inter Pan Pasifik Futures, PT) holds 1 recorded licence entry, of which 1 carries a "regulated" status and 1 are marked regulated or registered: ICDX (Indonesia Commodity & Derivatives Exchange) — licence 042/SPKB/ICDX/Dir/IX/2010, status: regulated, Tier-2. 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 ICDX public register.
Which of Inter's jurisdictions and licences fall within this site's regulatory coverage?
Inter is registered at Lippo St. Moritz Office Tower 10th Floor Unit 1005, Jl. and tracked under our banks and deposit-taking institutions scope based on its institutional service profile (CFDs, Precious metals, Stock indices, Forex) rather than a domestic focus licence. Its 1 recorded licence (ICDX) should be evaluated for cross-border passporting and local solicitation rules.
What is Inter's institutional risk classification, enforcement exposure, and score profile?
Inter 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 Inter's platforms, entity structure, and complaints?
Before allocating capital or executing trades with Inter, institutional and retail allocators should: (1) confirm the domain (fxinterpan.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 ICDX.
Related institutional research & regulatory analysis
Editorial briefings and compliance research from FinLexicon Wiki relevant to Inter's supervisory scope.
Derivatives Margin & Prudential Regulation
ISDA 2026 SIMM Risk Weights, Uncleared Margin Rules (UMR) Thresholds & VM/IM Collateral Eligibility
ISDA Standard Initial Margin Model (SIMM) refers to a parametric, sensitivity-based methodology calibrated across a 10-day margin period of risk (MPOR) at a 99% confidence interval to calculate regulatory initial margin for non-centrally cleared over-the-counter (OTC) derivatives under BCBS-IOSCO Uncleared Margin Rules (UMR).
Prudential Regulation & Capital Standards
Expanded Risk-Based Approach (ERBA) Basel III Endgame Standard: Standardized Measurement Approach (SMA) & Loss Multiplier Rules (-4.8% Cat I/II CET1 Change Benchmark)
Expanded Risk-Based Approach (ERBA) Basel III Endgame Standard (BASEL-ERBA-2026) stands at -4.8% (Cat I/II CET1 Change) (Source: Federal Reserve / OCC / FDIC, 2026-10-20), governing Internal Loss Multiplier (ILM = 1.0) n
ISDA & Counterparty Credit Lexicon
Expanded Risk-Based Approach (ERBA) Basel III Endgame Standard: CCAR / DFAST Supervisory Stress Test & Pillar 3 Disclosure Rules (-4.8% Cat I/II CET1 Change Benchmark)
Expanded Risk-Based Approach (ERBA) Basel III Endgame Standard (BASEL-ERBA-2026) stands at -4.8% (Cat I/II CET1 Change) (Source: Federal Reserve / OCC / FDIC, 2026-10-20), governing stress capital buffer (SCB) interactio
Market Microstructure & Derivatives Taxonomy
SEC Rule 17ad-22(e)(18) U.S. Treasury Central Clearing Mandate: Standardized Measurement Approach (SMA) & Loss Multiplier Rules (100% Eligible Repo Scope Benchmark)
SEC Rule 17ad-22(e)(18) U.S. Treasury Central Clearing Mandate (SEC-UST-CLEARING) stands at 100% (Eligible Repo Scope) (Source: U.S. Securities and Exchange Commission, 2026-10-20), governing Internal Loss Multiplier (IL