Specialists of the Central Bank of the Russian Federation (Bank of Russia) are developing an algorithm to detect manipulations in the financial markets. This was stated in an interview with Bloomberg by the head of the research and forecasting department of the regulator Alexander Morozov.

The algorithm being developed will signal an employee of the regulator about an anomaly in the financial market and the need to take action; it has already been tested on the data of the dollar / ruble exchange rate collected since 2018.

The regulator also develops algorithms for processing data on price dynamics that come to the relevant department of the Central Bank from online cash registers. In addition to data on the banks themselves, the Central Bank plans to create a system that will analyze publications about credit institutions and companies that they lend in the media.

Original (in Russian)