A thorough examination of the role of behavioural intelligence is crucial for strengthening cross-border market surveillance in the digital age. This review examines the complex interplay between global financial interdependence, systemic risks, and the integration of behavioural data into surveillance frameworks. The major findings reveal that behavioural intelligence provides critical value in detecting early shifts in investor confidence, rumour propagation, and herd behaviour that often precede global financial shocks. It enhances predictive accuracy, supports proactive regulatory interventions, and complements conventional macroeconomic indicators in systemic risk monitoring. Therefore, the adoption of behavioural intelligence in cross-border surveillance, combined with data-driven innovations and ethical safeguards, can foster greater resilience and adaptability in international financial systems. Embedding these practices positions behavioural intelligence not as a supplementary tool but as a central driver in anticipating and mitigating shocks within an interconnected global economy.