Articles by Sponsored content
Murex focuses on speed and integration
Murex’s ability to understand and meet its customer needs is reflected in this year’s rankings, receiving multiple first places across C/ETRM software providers
MRM: how banks are scaling models in the age of AI
MRM capabilities are evolving to ensure compliance while helping organisations retain a competitive edge
ALM in 2026: the fast-track from compliance to competitive edge
How banks are modernising asset-liability management for a more volatile world
Digital asset and crypto compliance: new risks and regulatory expectations
How leading institutions are approaching cross-asset oversight and building more resilient, future-ready compliance frameworks
Why AI-related conduct risk is reshaping the business agenda
Trust in AI-only approaches remains limited, and explainability is becoming critical to modern risk management
Abaxx: meeting the need for new commodity derivatives
Abaxx revamps commodity hedging with a suite of modern contracts
AI in Apac regulatory reporting: the growing case for agentic automation
How Apac banks are tackling the regulatory reporting challenge, and what it will take to scale AI responsibly in this area
How can Apac banks harness AI for regulatory reporting?
A Q&A with Nasdaq’s Subbaiyan Vaithinathan and Uttam Albela
The spread of agentic AI in energy trading
Jay Bhatty, CEO and founder of NatGasHub.com, discusses agentic AI in commodities workflow
Vida portfolio solutions on J.P. Morgan Markets
J.P. Morgan’s Vida portfolio solutions are being applied across financing and portfolio management, reflecting a shift towards more scalable, integrated investment infrastructure
Financing Connect: real-time optimisation in private credit financing
J.P. Morgan’s Financing Connect, part of its Vida platform, reflects a shift towards structured data and scenario-driven analytics
Digital asset risk: ICR for tokenised fund infrastructure
The market context for TMFs, the drivers of TMF adoption, layers of the ICR architecture, stakeholder exposures and regulatory developments
Industrialising the challenge process: AI in operational risk scenario analysis
How structured modelling and AI could help industrialise the challenge process
CRO view: Emerging risks in the age of AI
The risk agenda is shifting beyond market and credit volatility towards operational resilience, AI governance and culture
Rethinking post trade for OTC derivatives
LSEG’s TradeAgent platform aims to improve efficiency and resilience in post trade
US Treasuries clearing: a new era
What will the SEC’s clearing mandate mean for your firm? Explore the latest updates and analysis around clearing models, collateral requirements, risk tools and market structure
Seven developments shaping US Treasury clearing
As the SEC’s US Treasury clearing mandate approaches, FICC is rolling out new access models, protections and risk tools to help market participants prepare for a broader move into central clearing
What’s next for Treasury clearing? Cleared buy-side tri-party enhancements at DTCC
Innovations to improve margin efficiency for the buy side and streamline done-away activity with tri-party repo enhancements to FICC’s sponsored and agent clearing services
Fireside chat: Advancing FX clearing for safer settlement
Developments in FX clearing are supporting the creation of a safer, more scalable settlement infrastructure
Vendor spotlight: Credit lending operations, 2025
Crisil’s Credit+ platform is a modular, enterprise credit lending and operations platform on a microservices-based architecture
Vendor spotlight: Credit risk management solutions, 2025
Crisil has adopted a platform strategy that brings together its full suite of credit risk, analytics and regulatory capabilities
Integration strengthens e-trading in persistently volatile markets
Survey reveals that traders are grappling with daily volatility, while technology outranks liquidity as the top market structure concern
Macro shocks prompt reset in Apac risk management
How banks and other Apac market participants are responding to this new era of uncertainty amid the frequency and severity of macroeconomic shocks