HY
6
Alerts Center
ALT-7826 · monitored
Medium severityVector A · NEPSE HoursliquidityStatus: acknowledged

Liquidity asymmetry — Microfinance basket

Bid/ask depth deteriorated 38% vs 20-session median. Slippage risk for orders > Rs 5M.

Asset
NEPSE · Microfinance Cluster
Location
Kathmandu Exchange
Owner
Execution Desk · Niraj P.
Detected
20702d ago · Monitor
Composite Risk Score
Weighted across severity, velocity, blast-radius
54
risk · 100
Severity
High
Velocity
Slow
Blast
Local
AI Recommended Playbook
Generated by sovereign-grade decision engine
  1. 1Throttle execution algos to participation rate ≤ 8% of ADV.
  2. 2Switch to VWAP slicing over 90m windows.
Event Timeline
  1. 20702d ago · system
    Depth model flagged divergence
  2. 20702d ago · Niraj P.
    Acknowledged
Related Events
Compliance Trail
  • Immutable event log written
  • Auditor signature attached
  • Stakeholder notification
  • Post-mortem filed