HY
6
Alerts Center
ALT-7841 · monitored
Critical severityVector A · NEPSE HoursdispersionStatus: open

Sector dispersion spike — Commercial Banks

Cross-sectional volatility breached 3.4σ over rolling 20-day window. Bank cluster decorrelation suggests idiosyncratic news flow.

Asset
NEPSE · Commercial Banks Index
Location
Kathmandu Exchange
Owner
Risk Desk · Aarav S.
Detected
20702d ago · Respond within 15m
Composite Risk Score
Weighted across severity, velocity, blast-radius
87
risk · 100
Severity
Crit
Velocity
Fast
Blast
Wide
Dispersion Signal · 32-period
Realized vs baseline · z-score 3.42σ
AI Recommended Playbook
Generated by sovereign-grade decision engine
  1. 1Hedge bank-cluster exposure via index futures overlay (1.4× delta).
  2. 2Halt momentum strategies on NABIL, NIMB, SCB until σ normalizes < 2.0.
  3. 3Notify SEBON compliance liaison — file event log within 60m window.
Event Timeline
  1. 20702d ago · system
    Detected by dispersion-engine v4.2
  2. 20702d ago · rules
    Auto-escalated to Risk Desk
  3. 20702d ago · Aarav S.
    Acknowledgement pending
Related Events
Compliance Trail
  • Immutable event log written
  • Auditor signature attached
  • Stakeholder notification
  • Post-mortem filed