FinTech; Fund Monitoring; Runtime Verification; Information Extraction
Abstract :
[en] Fund activities such as subscriptions or redemption of shares to issuers, fee management, and acquisition or sale of holdings may affect the fund's compliance to requirements of different sources (legal, regulatory but also self-imposed requirements) with potentially huge impact such as hefty fines.
One pressing challenge for fund managers and regulators is to target live monitoring of such activities in order to evaluate compliance as soon as possible and in a continuous way.
Setting the rules for automatic monitoring and checking the compliance of fund activities is difficult due to the complexity and heterogeneity of the applicable requirements and the observability of data.
In this position paper, we introduce our vision toward runtime monitoring of fund activities. Specifically, we aim at extracting monitoring rules from legislation and fund documentation and at providing automated support for enabling the runtime verification of fund activities.
Research center :
Interdisciplinary Centre for Security, Reliability and Trust (SnT) > SVV - Software Verification and Validation NCER-FT - FinTech National Centre of Excellence in Research
Disciplines :
Computer science
Author, co-author :
CECI, Marcello ; University of Luxembourg > Interdisciplinary Centre for Security, Reliability and Trust (SNT) > SVV
SANNIER, Nicolas ; University of Luxembourg > Interdisciplinary Centre for Security, Reliability and Trust (SNT) > SVV
ABUALHAIJA, Sallam ; University of Luxembourg > Interdisciplinary Centre for Security, Reliability and Trust (SNT) > SVV
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