IBM Surveillance Insight for Financial Services Version 2.0.0 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 125. Product Information This document applies to Version 2.0.0 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............................................................................ 5 Dashboard page................................................................................................................................................................. 5 Alert Details page...............................................................................................................................................................6 Employee Details page.................................................................................................................................................... 10 Notes page....................................................................................................................................................................... 10 Search pages....................................................................................................................................................................13 Chapter 3. Trade surveillance...............................................................................................17 Trade Toolkit data schemas.............................................................................................................................................18 Ticker price schema................................................................................................................................................... 18 Execution schema...................................................................................................................................................... 18 Order schema............................................................................................................................................................. 20 Quote schema.............................................................................................................................................................21 Trade schema............................................................................................................................................................. 23 End of day (EOD) schema...........................................................................................................................................23 Event schema............................................................................................................................................................. 24 Event data schema..................................................................................................................................................... 24 Audio metadata schema............................................................................................................................................ 25 Trade Surveillance Toolkit............................................................................................................................................... 25 Pump-and-dump use case.............................................................................................................................................. 28 Spoofing detection use case............................................................................................................................................30 Extending Trade Surveillance.......................................................................................................................................... 31 Chapter 4. E-Comm surveillance.......................................................................................... 35 E-Comm Surveillance Toolkit.......................................................................................................................................... 35 E-Comm data ingestion................................................................................................................................................... 38 Data flow for e-comm processing................................................................................................................................... 39 E-Comm use case............................................................................................................................................................ 41 E-Comm Toolkit data schemas........................................................................................................................................44 Party view................................................................................................................................................................... 46 Communication view..................................................................................................................................................48 Alert view....................................................................................................................................................................50 Trade view...................................................................................................................................................................52 Extending E-Comm Surveillance..................................................................................................................................... 53 Chapter 5. Voice surveillance............................................................................................... 55 Voice Surveillance metadata schema for the WAV Adaptor........................................................................................... 57 WAV format processing....................................................................................................................................................57 PCAP format processing.................................................................................................................................................. 58 Chapter 6. NLP libraries....................................................................................................... 61 Emotion Detection library................................................................................................................................................61 Concept Mapper library................................................................................................................................................... 63 Classifier library............................................................................................................................................................... 66 Chapter 7. Inference engine.................................................................................................71 iii Inference engine risk model............................................................................................................................................71 Run the inference engine.................................................................................................................................................73 Chapter 8. Indexing and searching....................................................................................... 75 Chapter 9. API reference......................................................................................................77 Alert service APIs.............................................................................................................................................................77 Notes service APIs...........................................................................................................................................................85 Party service APIs............................................................................................................................................................90 CommServices APIs.........................................................................................................................................................93 Policy service APIs...........................................................................................................................................................94 Chapter 10. Develop your own use case................................................................................99 Chapter 11. Troubleshooting.............................................................................................. 103 Solution installer is unable to create the chef user.....................................................................................................