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CresVow Officially Deploys Latin America User Protection Framework, Fully Integrating Identity Verification, Transaction Monitoring, and Asset Risk Management
Santiago, ChileThrough risk-based due diligence, suspicious transaction handling, and regional compliance adaptation, CresVow establishes a multidimensional user protection framework for digital asset platforms.
Through risk-based due diligence, suspicious transaction handling, and regional compliance adaptation, CresVow establishes a multidimensional user protection framework for digital asset platforms.
Santiago, Chile
In its latest white paper and website compliance documentation, CresVow formally establishes its foundational user protection and risk management framework for digital asset operations. The framework brings customer identity verification, transaction monitoring, asset custody, and jurisdictional access rules into a tightly integrated management process, providing comprehensive risk coverage across account opening, trading, and asset transfers. Its official deployment in Latin America marks a new industry benchmark for compliance governance and custody integrity.

As core infrastructure for digital asset trading, CresVow systematically defines the underlying relationship between trade execution, custody integrity, and compliance governance. For its priority markets of Chile and Spanish-speaking Latin America, the framework establishes an immutable system of rules: account ownership and control, suspicious fund-flow identification, multiple authorizations for asset transfers, and regional service eligibility are all governed by stringent system parameters.
Dynamic Identity Verification Based on Risk Profiles
CresVow’s Anti-Money Laundering (AML), Know Your Customer (KYC), and Know Your Business (KYB) policies establish a tiered due diligence process based on risk levels. Moving beyond the limitations of conventional screening, the system requires verification depth to correspond precisely to the potential risk associated with each customer relationship.
Customer jurisdiction, transaction volume, product usage, and behavioral models are incorporated directly as mandatory risk assessment parameters. High-risk triggers automatically initiate detailed checks on sources of funds and business backgrounds, together with enhanced due diligence measures. Institutional clients must undergo rigorous KYB verification covering corporate registration, ownership structures through to underlying owners, authorized signatories, and supporting licensing documentation. This mechanism ensures continuous alignment between account information and the actual use of funds, enabling ongoing risk monitoring throughout the account lifecycle.
Coordinating Anomaly Monitoring and Underlying Risk Containment
For transaction monitoring, CresVow has established a defensive network combining rule-based blocking with in-depth behavioral analysis. Using quantitative indicators such as transaction frequency, amount thresholds, and counterparty risk, the system automatically blocks and flags anomalous activity. All flagged transactions must enter an independent case management system, where compliance specialists investigate their origins and preserve the resulting disposition records.
To address portfolio risk, CresVow has deployed Sentinel Risk Cortex, its core risk governance component. The engine is designed to identify tail risks precisely and model risk transmission across accounts. When multiple accounts or positions develop concentrated exposure to a single asset or market factor, the system can proactively calculate potential stress propagation pathways, cutting off the spread of systemic risk at the infrastructure level. Seamless coordination between identity and fund-activity reviews and market risk monitoring ensures absolute insulation of client assets from extreme market volatility.
Layered Authorization Architecture and Absolute Reserve Transparency
CresVow’s security infrastructure covers the full chain of network perimeter protection, application identity, transaction authorization, and custody access. Its three-tier hot, warm, and cold custody structure establishes an industry security model: hot wallets rely on multi-party computation (MPC) key management and automated monitoring; warm wallets provide a fund-transfer buffer subject to mandatory multisignature authorization and time-delayed execution; cold storage relies entirely on hardware security modules (HSMs) physically isolated from operational networks.
Alongside absolute control over access permissions and asset movements, CresVow establishes a leading reserve transparency framework. Built on rigorous Proof of Reserves (PoR), Proof of Liabilities, and independent third-party reviews, the framework establishes a clear architectural correspondence between verified assets and user liabilities, providing an uncompromising safeguard for the integrity of platform funds.
The Compliance Federation: A Latin American Benchmark Grounded in Chile’s Regulatory Framework
CresVow defines its cross-market governance model as the “Compliance Federation.” Under a unified set of high internal standards, the model proactively aligns with and strictly implements compliance requirements across jurisdictions. With Chile serving as its core domestic hub, CresVow’s underlying operating model is inherently aligned with the stringent principles of Chile’s Financial Market Commission (CMF), the Fintech Act, and the Registry of Financial Services Providers (RPSF). This locally grounded compliance architecture positions CresVow as an anchor of industry trust in Latin America while translating its advanced internal governance practices into a benchmark model for global application.
Through its publicly available dynamic AML/KYC policies, full-stack security defenses, and system risk disclosures, CresVow has established standardized response protocols addressing market liquidity risks, cybersecurity threats, and smart contract architecture risks, strengthening the trust foundation of next-generation digital asset trading infrastructure.
Media Contact Details
Armando Tinoco
Email: Send Email
Website: www.cedblu.com
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Uphold Launches Automated, Data-Driven Trading Strategies for Everyday Crypto Investors
San Francisco, USA, October 22, 2026Two automated strategies bring rules-based approaches long used in professional equity markets to non-expert investors. Investment decisions driven by data, not sentiment, ensuring customers don’t miss the trades that matter. Independently backtested over five years, the flagship Momentum Strategy delivered 32.9% average annual historical returns a year*, while softening the market’s worst decline by around […]
San Francisco, USA, October 22, 2026
- Two automated strategies bring rules-based approaches long used in professional equity markets to non-expert investors.
- Investment decisions driven by data, not sentiment, ensuring customers don’t miss the trades that matter.
- Independently backtested over five years, the flagship Momentum Strategy delivered 32.9% average annual historical returns a year*, while softening the market’s worst decline by around 40%.
- Completely secure set-up, with funds remaining inside user accounts and no lock-in periods.
Uphold, the infrastructure provider for on-chain finance, today launches investing on autopilot with two automated, always-on, data-driven strategies that run entirely inside a user’s Uphold account. At launch, customers can choose between two strategies: the Momentum Strategy and the Big10 Strategy.
The Momentum Strategy invests across the ten largest crypto assets by market capitalization, excluding stablecoins. It scores each eligible asset on momentum measures and holds only those showing the strongest and most consistent momentum. When an asset’s momentum fades, the strategy moves that part of the portfolio into cash. This ensures that customers hold assets moving towards a higher fair value and avoid those heading lower.
The Big10 Strategy gives customers full, always-invested exposure to the market’s current leaders. It holds the ten largest digital assets by market capitalization, excluding stablecoins, weighted by their market capitalization, and rebalances as the market changes.
“Most of the gains in crypto come from a handful of trades each year,” said Simon McLoughlin, CEO of Uphold. “The Momentum Strategy is built to be there for those moments, without you having to decide which asset to buy or sell next. Decisions are driven by data rather than sentiment, using momentum investing, one of the longest-established approaches in finance.”
Uphold refined the Momentum Strategy against five years of real market data, including the 2022 crash, with input from its trading team. Independently backtested from 2021 to 2025, the Momentum Strategy returns averaged 32.9%* a year. During market sell-offs, it moved holdings into cash, softening the market’s worst decline by around 40%.
“We’re bringing approaches long used in traditional finance to everyday crypto investors,” said Nancy Beaton, President Consumer. “These strategies answer the two questions that matter most: what to buy and when to trade. They run automatically, so people don’t have to watch the market or time it themselves.”
Importantly, everything runs inside Uphold: there are no third-party bots and no API keys, so nothing else ever gets access to the account. This ensures users can automate their trading without exposing themselves to additional unwanted security risks from third-party operators.
Getting started is simple: choose the amount, choose the strategy, turn it on. Strategies are funded in U.S. dollars, with no lock-ups and no withdrawal penalties. Customers can top up or withdraw to USD at any time, and their money never leaves their Uphold account.
Autopilot strategies will also be available to Uphold’s Enterprise customers, who access the capabilities of the Uphold platform via APIs, enabling them to launch digital asset services in months rather than years.
Past performance is not indicative of future results and is not a projection of future returns.
Autopilot is a rules-based algorithmic trading feature that executes weekly Uphold-prescribed, pre-validated trading strategies on supported crypto-assets. It is not personalized investment advice. Users cannot alter, affect or influence any aspect of the strategies deployed. If you are dissatisfied with a strategy you must opt out of Autopilot. Participation is entirely voluntary, and you may stop participating at any time. Only USD may be contributed or withdrawn to Autopilot and all trades are a taxable event. Autopilot does not ensure a profit. Past and backtested performance do not guarantee future results. Historic market trends are not reliable indicators of actual future market behavior or future performance of any particular investment which may differ materially, and should not be relied upon as such. Crypto-assets are volatile and can fluctuate significantly in response to industry, political, regulatory, market or economic developments. By participating in Autopilot you acknowledge and accept the potential loss of some or all of your investment’s value. Uphold and its affiliates do not provide investment, tax or legal advice.
About Uphold
Uphold, is a financial technology company that believes on-chain services are the future of finance. It provides modern infrastructure for on-chain payments, banking and investments. Offering Consumer Services, Business Services and Institutional Trading, Uphold makes financial services easy and trustworthy for millions of customers in more than 140 countries.
Uphold integrates with more than 30 trading venues, including centralized and decentralized exchanges, to deliver superior liquidity, resilience and optimal execution. Uphold never loans out customer assets, except at customer request, and is always 100% reserved.
The company pioneered radical transparency and uniquely publishes its assets and liabilities every 30 seconds on a public website (https://uphold.com/en-us/transparency).
Uphold is regulated in the U.S. by FinCen and State regulators; and is registered in the UK with the FCA and in Europe with the Bank of Portugal. Securities products and services are offered by Uphold Securities, Inc., a broker-dealer registered with the SEC and a member of FINRA and SIPC.
To learn more about Uphold’s products and services, visit uphold.com.
Media Contact Details
Marc Sparrow
Eureka Box
Email: Send Email
Website: www.eurekabox.net
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Tinuiti Expands Leadership in EMEA, Affiliate, and Social Commerce as More Brands Unite Media and Commerce
NEW YORK, USANew appointments in the US and UK support growing demand for connected media and commerce strategies.
New appointments in the US and UK support growing demand for connected media and commerce strategies.
NEW YORK, USA
Enterprise brands continue to consolidate the media and commerce journey with fewer partners, a shift that has driven a 66% increase in average deal size over two years for Tinuiti, a leading independent media agency. To extend its integrated model across the UK and EMEA and deepen expertise in affiliate and social commerce, Tinuiti today announced three senior leadership hires: EJ Watson as Vice President, Client Partner, EMEA; Danay Escanaverino as Vice President, Affiliate Marketing; and Kellie Martin as Senior Director of Social Commerce.

“The brands we work with aren’t just asking for more channels. They’re asking for those channels to work together. EJ takes the relationships our U.S. clients trust into EMEA. Danay connects affiliate to the rest of the funnel. Kellie turns TikTok Shop into a measurable growth channel. Each brings a proven record of scaling programs for enterprise brands, and with Bliss Point, our proprietary intelligence engine, powering their expertise, clients get the clarity, speed, and momentum to scale. That connective tissue is what bigger mandates require,” said Crystal Duncan, Executive Vice President, Brand Engagement, Tinuiti.
With decades of specialized agency and brand-side experience, these new leaders bring proven expertise in scaling high-impact programs for enterprise brands across global markets:
EJ Watson, VP, Client Partner, EMEA
Based in the UK, Watson will own senior client relationships and business outcomes for a pod of strategic accounts while serving as Tinuiti’s senior in-market client delivery leader in EMEA. She will architect multi-year growth strategies, lead key client touchpoints and play a central role in expanding U.S.-based client relationships into EMEA, working closely with channel leads, Product and Analytics. She will also provide leadership and support to Tinuiti’s UK-based teams.
Watson brings more than 20 years of global media, marketing and commercial leadership, driving growth for brands including Adidas, IKEA, Coca-Cola, AB InBev, Shell, Mondelēz and Cricket Australia. Her experience spans retail, FMCG, consumer health, energy, sports and e-commerce across Europe, North America, Africa, Asia-Pacific and the Middle East.
She most recently led global client portfolios at WPP Media, overseeing network connectivity, commercial operations, strategic planning and capability development across more than 50 markets.
Danay Escanaverino, Vice President, Affiliate Marketing
A 25-year performance marketing veteran, Escanaverino will lead Tinuiti’s affiliate practice, defining the next generation of performance-based partnerships as AI, privacy changes, and the shift from content to commerce reshape the space. She will guide the practice toward holistic, content-led, full-funnel partnership ecosystems, seamlessly connecting affiliate with paid social, search, commerce and influencer, and serve as a senior advisor to clients.
Escanaverino has built and scaled partnership programs across agency, brand, publisher and consulting environments, leading teams of five to 60. She helped launch and scale an affiliate network through its merger into MediaWhiz, launched one of the first Latin America-focused affiliate networks at Filiado, and founded multicultural performance agency LunaSol Media, which she led for 12 years before a successful exit. She most recently advised Fortune 100 brands at Ebiquity.
Kellie Martin, Senior Director of Social Commerce
Martin will lead Tinuiti’s TikTok Shop practice, driving innovation and best-in-class execution across social commerce. She will work with account and client partner teams to integrate TikTok Shop into client solutions, represent the practice in new business pitches and audits, and convey client needs to Tinuiti’s Product team.
A creator, commerce and growth leader with more than 11 years of experience spanning beauty, retail, and CPG, Martin has built and scaled TikTok Shop, affiliate, and paid social programs for leading enterprise brands. She joins Tinuiti from Zero To 1, where she led TikTok Shop channel strategy for brands including P&G, Nature Made, and Carpe. She previously led paid social strategy at Junction 37, following digital media roles at Viacom and iHeartMedia.
Investing Behind Growth
The expansion of Tinuiti’s leadership team comes as the agency also scales its Bliss Point Marketing Operating System—Tinuiti’s proprietary intelligence engine that unifies audience, creative, media, and measurement. Earlier this month, Tinuiti announced the launch of the Bliss Point Model Context Protocol (MCP) Server, becoming one of the first agencies to open its proprietary measurement layer directly to AI agents. Tinuiti’s pioneering agency MCP Server comes as platforms such as Google, Meta, TikTok, and Amazon have each introduced MCP connections that give marketers and developers agent-based access to their respective platforms.
By bringing governed, taxonomized media data directly into a brand’s preferred AI environment, the Bliss Point MCP Server empowers marketers to connect cross-functional datasets, instantly query real-time performance, and automate custom workflows like pacing alerts and weekly narratives. To learn more about Tinuiti’s Bliss Point MCP Server, reach out directly here.
Today’s announcement follows rapid enterprise growth for Tinuiti, including major Agency of Record wins such as: Carter’s, Inc., Full-Funnel Agency of Record; SNIPES USA, Agency of Record; Wolverine World Wide, Inc. (Merrell®, Saucony®, Chaco®, Wolverine®, and Cat® Footwear), Media Agency of Record;Serta Simmons Bedding, Digital Agency of Record; and Allies of Skin, Media Agency of Record.
Earlier this month, Tinuiti earned a spot on the 2026 Adweek Agency of the Year Shortlist in two major categories: U.S. Media Agency of the Year and Independent Media Agency of the Year. An esteemed industry accolade, the dual shortlist further validates Tinuiti’s commitment to providing clients with the speed, objectivity, and competitive edge that come with an independent model.

About Tinuiti
Tinuiti is a media agency that not only builds brands, but architects business outcomes, creating immediate and lasting growth for clients. At the center is Tinuiti’s Bliss Point Marketing Operating System—the ultimate brand and performance unifier—which fuels decisions across Audience, Creative, Media and Measurement. This approach allows Tinuiti to treat each client’s business like its own—making smarter decisions, faster, and with greater accountability. With over $4.5 billion in media under management and 1,200 employees across the U.S., Mexico and EMEA, Tinuiti delivers measurable impact for leading brands. For more information, visithttps://tinuiti.com/.
Media Contact Details
Victoria Woodside
Email: Send Email
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TIRTAMA CAPITAL ACADEMY Pioneers an Empirical “Research Notebook” Framework, Establishing a New Benchmark for Financial Analysis Training in Indonesia
Jakarta, IndonesiaIntegrating research matrices, scenario backtesting, and dynamic revisions to conclusions to transform market observations into systematic quantitative analysis supported by rigorous, absolute logic
Integrating research matrices, scenario backtesting, and dynamic revisions to conclusions to transform market observations into systematic quantitative analysis supported by rigorous, absolute logic
Jakarta, Indonesia
Based in a key Indonesian financial hub, TIRTAMA CAPITAL ACADEMY has formally upgraded its advanced financial research training system and put it into practice. Moving decisively beyond conventional case analysis, the system integrates research question decomposition, core empirical data, extreme scenario backtesting, and dynamic revisions to conclusions into a research learning matrix spanning the full analytical lifecycle. As the system’s central validation tool, the “Research Notebook” requires learners to establish an absolute correspondence between logical reasoning and empirical evidence, while defining quantitative thresholds at which new information triggers a reassessment of their understanding.

Addressing the central problem of “complete data but broken logic” in financial analysis, TIRTAMA CAPITAL ACADEMY rejects outcome-driven survivorship bias. Its training matrix targets vulnerable links in the research process, applying rigorous attribution tests to ensure that the underlying evidence and final conclusions in analytical reports form a tightly constructed, unfalsifiable causal chain.
Translating Broad Macroeconomic Concepts into Granular, Empirically Testable Propositions
Taking exchange rate fluctuations common to Indonesia and other emerging markets as an example, the statement “exchange rate movements affect business operations” is treated as an ineffective macroeconomic narrative on its own. TIRTAMA CAPITAL ACADEMY’s training protocol requires this broad statement to be broken down into granular empirical propositions, systematically isolating a company’s revenue currency exposure, import cost hedging ratio, and foreign currency debt structure. To eliminate blind spots arising from reliance on a single variable, such as export revenue growth alone, the research system requires multiple variables to be cross-validated, precisely defining the limits of the conclusions that available data can support.
TIRTAMA CAPITAL ACADEMY has now fully integrated this “Proposition Decomposition Method” with quantitative fundamental analysis, multicurrency hedging, and financial derivatives frameworks. Starting with clearly defined variable boundaries, the training system performs cross-checks across multiple information sources and applies rigorous “dark matter tagging” to missing data, ultimately creating a research process that can be continuously tested.
Establishing a Definitive Explanation Through Empirical Evidence, Rejecting Decorative Logic
TIRTAMA CAPITAL ACADEMY strictly prohibits treating simultaneous movements in data as proof of causation. Its research standards mandate the inclusion of time-series factors, in-depth examination of transmission mechanisms, and methods for eliminating confounding variables. In the exchange rate example, the training model examines domestic currency depreciation alongside tests of related factors, including price transmission, sales volume fluctuations, and supply chain costs. When insufficient data are available to isolate the effects of these variables, the system automatically triggers a mandatory “Limitation Lock” declaration, preventing the analytical fallacy of presenting incidental correlation as the sole cause.
The academy also rejects inefficient information accumulation in source verification. Multiple research reports citing the same corporate announcement are recorded as a single source within the system and do not qualify for the weighting assigned to “multiple independent validations.” The core Research Notebook systematically distinguishes the weighting tiers assigned to public financial data, companies’ own disclosures and interpretations, and third-party quantitative analysis, ensuring that every step of the analytical reasoning is traceable and resilient under scrutiny.
Using Extreme Scenario Backtesting to Define the Limits of a Conclusion’s Resilience
Once an initial model has been constructed, TIRTAMA CAPITAL ACADEMY applies its core Scenario Backtesting mechanism. By pushing key factors to their extremes—for example, testing exchange rates that remain range-bound, depreciate sharply, or undergo a V-shaped reversal—the system stress-tests the resilience of corporate revenues and costs. Its central purpose is to identify where analytical conclusions become vulnerable and precisely pinpoint sensitive indicators that require continued monitoring.
Both data supporting the original hypothesis and anomalous factors capable of falsifying it must be incorporated into the system’s analysis. For example, when new data confirm that a company has established a foreign exchange firewall through financial derivatives, the system automatically triggers a reduction in the weighting of, and a reassessment of, the original exchange rate impact model. This mechanism for revising conclusions clearly identifies whether a change in understanding results from the introduction of higher-dimensional data or the correction of underlying variables.
The academy has now combined case decomposition, Research Notebooks, and intensive review into an integrated, three-part feedback loop. Simulated backtesting directly generates quantitative feedback, while the final evaluation system focuses uncompromisingly on whether variables are defined with absolute clarity, evidence chains are rigorous, assumptions can withstand stress, and contradictory data can trigger an evidence-based reconstruction of the underlying logic.
Drawing on its strategic depth in Indonesia’s financial market, TIRTAMA CAPITAL ACADEMY has fundamentally transformed conventional approaches to interpreting information, establishing an independent, objective, and verifiable benchmark for empirical research. As a professional academic institution focused on advanced investment research frameworks and asset allocation strategies, its core mission is to develop a global pool of financial professionals with multidimensional market analysis skills and independent risk management decision-making capabilities, providing clear logical reference points for complex capital markets.
About TIRTAMA CAPITAL ACADEMY
TIRTAMA CAPITAL ACADEMY is a pioneering financial education and investment research institution based in Indonesia with a global reach. Its areas of expertise span the reconstruction of investment reasoning, financial derivatives analysis, macro asset allocation, and systemic risk control. Through comprehensive practical simulations and quantitative research training, the academy strives to cultivate exceptional market insight among financial professionals and establish rigorous standards for risk management decisions under extreme uncertainty.
Media Contact Details
Daniel Dale
Email: Send Email
Website: www.texuzhan.com
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