IBM Surveillance Insight for Financial Services Version 2.0.1 IBM Surveillance Insight for Financial Services Solution Guide IBM Note Before using this information and the product it supports, read the information in “Notices” on page 103. Product Information This document applies to Version 2.0.1 and may also apply to subsequent releases. Licensed Materials - Property of IBM © Copyright International Business Machines Corporation 2016, 2017. US Government Users Restricted Rights – Use, duplication or disclosure restricted by GSA ADP Schedule Contract with IBM Corp. Contents Introduction.......................................................................................................................... v Chapter 1. IBM Surveillance Insight for Financial Services......................................................1 The solution architecture...................................................................................................................................................1 Chapter 2. Surveillance Insight Workbench............................................................................ 3 Dashboard page................................................................................................................................................................. 3 Alert Details page...............................................................................................................................................................4 Employee Details page.......................................................................................................................................................6 Notes page......................................................................................................................................................................... 7 Search pages....................................................................................................................................................................10 Chapter 3. Trade surveillance...............................................................................................13 Trade Surveillance Toolkit............................................................................................................................................... 13 Ticker price schema................................................................................................................................................... 17 Execution schema...................................................................................................................................................... 18 Order schema............................................................................................................................................................. 19 Quote schema.............................................................................................................................................................21 Trade schema............................................................................................................................................................. 22 End of day (EOD) schema...........................................................................................................................................22 Market reference schema.......................................................................................................................................... 23 Transaction schema................................................................................................................................................... 23 Risk event schema......................................................................................................................................................23 Trade evidence schema..............................................................................................................................................23 Event schema............................................................................................................................................................. 23 Event data schema..................................................................................................................................................... 24 Pump-and-dump use case.........................................................................................................................................24 Spoofing detection use case............................................................................................................................................26 Off-market use case........................................................................................................................................................ 27 Extending Trade Surveillance.......................................................................................................................................... 28 Chapter 4. E-Comm surveillance.......................................................................................... 31 E-Comm Surveillance Toolkit.......................................................................................................................................... 32 E-Comm data ingestion................................................................................................................................................... 35 E-Comm feature extraction............................................................................................................................................. 36 Communication schema.................................................................................................................................................. 37 E-Comm risk scoring........................................................................................................................................................38 E-Comm Spark job configration.......................................................................................................................................40 End-to-end flow for e-comm processing........................................................................................................................ 43 E-Comm Toolkit data schemas........................................................................................................................................43 Party view................................................................................................................................................................... 44 Communication view..................................................................................................................................................46 Alert view....................................................................................................................................................................47 Trade view...................................................................................................................................................................49 Chapter 5. Voice surveillance............................................................................................... 53 Voice data services.......................................................................................................................................................... 55 Voice Surveillance Toolkit metadata schema................................................................................................................. 58 WAV adaptor processing..................................................................................................................................................59 PCAP format processing.................................................................................................................................................. 59 iii Chapter 6. NLP libraries....................................................................................................... 63 Emotion Detection library................................................................................................................................................63 Concept Mapper library................................................................................................................................................... 65 Classifier library............................................................................................................................................................... 67 Chapter 7. Inference engine.................................................................................................73 Inference engine risk model............................................................................................................................................73 Run the inference engine.................................................................................................................................................74 Chapter 8. Indexing and searching....................................................................................... 79 Chapter 9. Troubleshooting.................................................................................................. 81 Pump and dump alerts not being created.......................................................................................................................81 Errors running the pump and dump Spark job................................................................................................................82