Institution record
VT Markets
VT Markets Pty Ltd
- Source score
- —
- Warnings
- 1
- 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.
Peer regulatory & risk comparison
Side-by-side supervisory and risk benchmark comparing VT Markets against peer institutions in our banks and deposit-taking institutions dataset.
| Institution | Primary regulators | Regulated / total | Risk classification | Source score | Warnings |
|---|---|---|---|---|---|
| VT Markets (this record) | FSCAASIC | 1 / 2 | Risk level not supplied | — | 1 |
| Westpac | APRARBNZASIC | 3 / 3 | Risk level not supplied | — | 0 |
| Macquarie Bank | APRAASICASIC | 3 / 3 | Risk level not supplied | — | 0 |
| Absa Group | SARBFSCA | 2 / 2 | Risk level not supplied | — | 0 |
| African Bank Limited | SARBFSCA | 2 / 2 | Risk level not supplied | — | 0 |
| Bank Zero | SARBFSCA | 2 / 2 | Risk level not supplied | — | 0 |
VT Markets: institutional due diligence FAQ
Key supervisory, licensing, and counterparty verification questions generated from the dataset.
What is VT Markets's regulatory licence status and supervisory authorisation?
In our imported dataset, VT Markets (legal entity reference: VT Markets Pty Ltd) holds 2 recorded licence entries, of which 1 carries a "regulated" status and 2 are marked regulated or registered: FSCA (Financial Sector Conduct Authority) — licence 50865, status: regulated, Tier-2; ASIC (Australian Securities and Investments Commission) — licence 516246, status: registered, Tier-1. 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 FSCA, ASIC public register.
Which of VT Markets's jurisdictions and licences fall within this site's regulatory coverage?
VT Markets is registered at Level 35, 31 Market St, Sydney NSW 2000, Australia 4th Floor, the Harbour Centre, 42 N Church St, George Town, Cayman Islands and tracked under our banks and deposit-taking institutions scope based on its institutional service profile (CFDs, Precious metals, Indices, Forex, Stocks, Commodities) rather than a domestic focus licence. Its 2 recorded licences (FSCA, ASIC) should be evaluated for cross-border passporting and local solicitation rules.
What is VT Markets's institutional risk classification, enforcement exposure, and score profile?
VT Markets carries a "risk level not supplied" classification in the source dataset (composite numeric scores are not supplied for this record). The record flags 1 regulatory warning or complaint count. 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 VT Markets's platforms, entity structure, and complaints?
Before allocating capital or executing trades with VT Markets (listed execution software: VT Markets-Online Trading), institutional and retail allocators should: (1) confirm the domain (not supplied in source) against regulator-approved domains to guard against clone firms; (2) verify whether any of the 1 recorded warning/complaint entries or 0 user comments involve withdrawal restrictions or scope violations; and (3) confirm the dispute-resolution ombudsman tied to FSCA.
Related institutional research & regulatory analysis
Editorial briefings and compliance research from FinLexicon Wiki relevant to VT Markets'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: Statutory Definition, Regulatory Scope & Compliance Deadlines (-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 exact rule citations, covered entities
Market Microstructure & Derivatives Taxonomy
Expanded Risk-Based Approach (ERBA) Basel III Endgame Standard: Balance-Sheet Netting Mechanics & RWA Capital Weight Calculation (-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 multilateral netting compression and T
Central Clearing & Repo Architecture
Expanded Risk-Based Approach (ERBA) Basel III Endgame Standard: Cross-Jurisdictional Comparison: US vs. EU CRR III vs. UK PRA (-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 national divergences, gold-plating rem