One truth across
every trading desk
Consolidate trading systems, risk platforms, compliance databases, and market feeds into a canonical financial model. Real-time risk analytics, regulatory compliance, and portfolio intelligence from a single source of truth.
Fragmented infrastructure,
compounding risk
Capital markets run on dozens of overlapping systems with no single source of truth. Every manual handoff is an operational risk. Every reconciliation delay is a regulatory exposure.
Fragmented market feeds
Trading desks pull from Bloomberg, Refinitiv, and internal systems simultaneously. Each feed has its own schema, latency profile, and failure mode. Reconciling across them is a daily exercise in spreadsheet forensics.
Manual reconciliation
Operations teams spend hours matching trades across front, middle, and back office. Breaks surface late, escalate slowly, and consume expensive human capital on mechanical work.
Opaque risk exposure
Risk aggregation depends on overnight batch jobs and manual overrides. Portfolio managers make decisions on stale data. Counterparty exposure becomes visible only after thresholds are breached.
Regulatory pressure
MiFID II, Dodd-Frank, and Basel III demand real-time reporting and full auditability. Most firms bolt compliance onto legacy stacks, creating parallel systems that drift from the trading reality they are supposed to monitor.
Governed intelligence
for capital markets
Purpose-built capabilities for trading, risk, and compliance operations. Each runs on the same four-plane kernel with full audit provenance.
Real-Time Risk Aggregation
Unify trading positions, market data, and counterparty information into a single canonical risk model. Support VaR computation, stress scenarios, and exposure limit monitoring across desks and geographies.
Trading Surveillance
Detect anomalous trading patterns across unified order flow with governed AI agents. Explainable alerts surface suspicious activity with full lineage to source transactions and market conditions.
Reconciliation Automation
Governed workflows reconcile positions across OMS, prime brokers, and custodians. Breaks are flagged rapidly, investigated with automated root-cause analysis, and corrective actions are recorded in the audit ledger.
Portfolio Intelligence
Canonical view across all holdings, strategies, and exposures. Portfolio managers, risk officers, and compliance teams each see governed views scoped to their role and mandate.
Counterparty Exposure Management
Real-time counterparty exposure tracking with governed alerting. Limit breaches trigger escalation workflows and surface position adjustment recommendations with full audit provenance.
Operational intelligence,
not another dashboard
Data Plane
Ingest market data feeds, OMS/EMS events, risk system outputs, and regulatory reporting data with real-time and batch normalization.
Ontology Plane
Model instruments, counterparties, portfolios, and risk factors as typed objects. Exposure chains and regulatory hierarchies encoded as governed relationships.
Governance Plane
Policy frameworks aligned with MiFID II, Dodd-Frank, and Basel III. Chinese walls, purpose-of-use policies, and break-glass with mandatory justification.
Action Plane
Governed write-back to OMS, risk systems, and regulatory platforms. Idempotent trade corrections, limit adjustments, and compliance submissions.
From manual processes
to governed automation
Typical scenarios from capital markets operations. The difference between mechanical reconciliation and governed intelligence.
Reconciliation Break
An operations analyst discovers a position mismatch between the OMS and prime broker at 4pm. They open a spreadsheet, pull reports from three systems, and spend two hours tracing the discrepancy to a missed cancel/replace. The correction is submitted the next morning.
Axiom flags the mismatch shortly after the cancel/replace event. A governed workflow investigates the break, identifies the likely root cause, and proposes a correction. The analyst reviews and approves. The correction is submitted with full audit trail.
Cross-Desk Risk
A risk manager requests consolidated exposure to a sovereign counterparty. The report requires data from three desks across two time zones. It arrives the next morning, already stale, assembled manually from desk-level extracts.
Axiom maintains a real-time canonical model of counterparty exposure across all desks. The risk manager queries the unified model directly. Results are current, governed, and traceable to source positions.
Regulatory Response
A regulator requests transaction records for a specific instrument over a 90-day period. Compliance pulls data from three systems, deduplicates manually, and spends a week preparing the response. Inconsistencies between systems require explanations.
The canonical model enables rapid response. Transactions carry provenance from source system through normalization to the submitted record. Audit trail is attached automatically.
Built for the regulatory reality
of global capital markets
MiFID II
Supports transaction reporting, best execution analysis, and systematic internaliser obligations.
Dodd-Frank
Supports swap reporting workflows, clearing mandate tracking, and position limit monitoring.
Basel III
Supports capital adequacy data aggregation, liquidity reporting, and counterparty credit risk visibility.
SOX
Audit trails, access controls, and data lineage designed to support SOX compliance workflows.
See Axiom in a
capital markets context
We will walk through your specific trading, risk, and compliance architecture and show where Axiom fits.
Ready to build the future?
Let's discuss how Syntropic can help you build self-evolving, autonomous systems.
Headquarters
- Montreal
1234 Rue de la Montagne
Montreal, QC H3G 1Z1, Canada