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Sponsored content For further information on creating and publishing sponsored content, please click here. The changing shape of variation margin collateral Financial firms are increasingly open to using a wider variety of collateral when posting variation margin on uncleared derivatives. But concerns, including cost and operational complexity, are currently slowing efforts to use more non-cash alternatives Best user interface innovation: J.P. Morgan J.P. Morgan wins Best user interface innovation thanks to its Beta One portfolio solution Winds of change 2026: managing opportunities Shifts in monetary and fiscal policy are reshaping fixed income markets From inertia to acceleration: scaling tri-party VM and collateral reuse Catalysing network effects and expanding non-cash VM at scale AI and the next era of Apac compliance How Apac compliance leaders are preparing for the next era of AI-driven oversight Japan’s yen swaps go global JSCC isn’t just clearing swaps, it is clearing the way for the next stage of Japan’s financial evolution Market liquidity risk product of the year: Bloomberg Bringing clarity and defensibility to liquidity risk in a fragmented fixed income market FRTB (SA) product of the year: Bloomberg A globally consistent and reliable regulatory standardised approach for FRTB Best use of cloud: ActiveViam Redefining high-performance risk analytics in the cloud Best use of machine learning/AI: ActiveViam Bringing machine intelligence to real-time risk analytics Transforming the trade lifecycle with pricing and reference data in the cloud LSEG is developing its cloud-based data service to reflect how financial institutions now use information to feed systems and generate insight Institutional priorities in multi-asset investing Private markets, broader exposures and the race for integration Global investment outlook: 2026 and beyond Broadening, steepening and weakening: Franklin Templeton’s top investment ideas for 2026 and beyond LSEG streamlines post-trade efficiency across cleared and uncleared markets LSEG’s Post Trade Solutions extends clearing-style efficiencies to bilateral markets, helping Apac clients navigate rising margin and risk management pressures Liquidity in private markets: the structural and data challenge How structural and data-driven innovation are converging to address the liquidity challenge in private markets Interview: Linda Middleditch, Regnology Regnology’s Linda Middleditch discusses its acquisition of Wolters Kluwer’s FRR business Collateral management and optimisation product of the year: CloudMargin Delivering the modern blueprint for enterprise collateral resilience Pricing and analytics: fixed income – Quantifi Quantifi delivers high-performance, transparent and adaptable pricing and risk analytics for fixed income and credit markets SS&C Algorithmics: winner’s interview with Curt Burmeister SS&C Algorithmics wins three categories in this year’s Markets Technology Awards in addition to Technology vendor of the year at the Risk Awards Best vendor for system support and implementation: Murex Murex wins Best vendor for system support and implementation at the Markets Technology Awards 2026 Pricing and analytics: cross-asset and structured – Murex Murex wins Pricing and analytics: cross-asset and structured at the Markets Technology Awards 2026 thanks to its MX.3 platform
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