Whitepaper
Davy enjoys efficiency gains in wake of FIS back-office implementation
How FIS helped Davy future-proof operations through automation, data and scale
Risk resilience in the UAE
How banks are adapting to interconnected risks and a faster-moving environment
From cost centre to growth engine: hard ROI, client trust and the future of CLM in Apac
How Apac banks can move beyond the ‘AI illusion’ to unlock hard ROI
Shining a light on the dollar repo market
The US dollar repo market underpins global liquidity, yet limited transparency obscures emerging funding pressures and systemic risks
FRTB implementation: an uneven playing field
How market risk leaders are navigating FRTB strategy, capital impacts and the practical challenges of implementation
The evolution of stress testing: unlock one integrated balance sheet
Stress-testing moves from a periodic regulatory exercise to a continuous, strategic discipline that asks: how bad can it get – and do we have a plan to survive it?
Rethinking the quant risk stack: open source, cloud and AI
The quant infrastructure stack is being rebuilt from first principles, and the institutions that understand this shift can define the next decade of risk management
AutoRek redefines reconciliation through operational excellence
Delivering operational excellence in an evolving financial ecosystem
Fixed income is changing. Is your data strategy keeping pace?
Firms are strengthening data governance, transparency and trust to navigate increasingly complex markets and make investment decisions with greater confidence
Taking stock of US equities market structure
The evolution of US stock exchanges, how securities trade and how market data is disseminated
Accelerated onboarding in Apac: a CLM blueprint for Singapore, Hong Kong and Australia
A practical blueprint for faster, risk-proportionate client onboarding for Apac
AI model and compute speed: the new alpha for quantitative trading
AI tools from Weights & Biases and infrastructure from CoreWeave streamline the entire quantitative research loop
The evolution of operational risk scenario analysis
How structured scenario analysis paired with AI-enabled challenge can modernise banks’ operational risk practices
Markets data and metrics
Chasing a single version of the truth
The T+1 get-ready plan for late starters
Tackle preparations in the middle office for T+1
Operational resilience: moving beyond compliance
Tackling critical dependencies and preparing for disruption
Nature-related risk: the next challenge for banking risk management
Banks are turning nature-related risks into decision-useful risk metrics in preparation for the next phase of supervisory scrutiny
Targeting fraud today: a real-time, integrated approach
With real-time, AI-augmented fraud detection and prevention, firms can pinpoint fraud and strengthen their operations
Hong Kong biotech: from niche exposure to broader product ecosystem
Hong Kong’s biotech market is maturing from a niche thematic allocation into a broader capital markets proposition
The distributor’s guide to fund data excellence
Strategic considerations for building robust, scalable and compliant data infrastructure
Building an actionable view of private markets
FactSet Private Company data as a comprehensive system of record for fully integrated public and private market coverage