Streamlining Disconnected Data and Inefficient Workflows
Banks are struggling with fragmented ALM and ALCO data, forcing manual reconciliations that delay decision‑making and increase compliance risk. The article highlights how siloed datasets, disparate subsidiary systems, and bolt‑on tools hinder net interest margin management and regulatory reporting. It proposes a single source of truth architecture that unifies finance, risk and treasury data, enabling real‑time scenario analysis and automated reporting. Such integration promises faster board insight, reduced operational risk, and a competitive edge over agile neo‑banks.
Buy-Side Programmatic Research Infrastructure and Tooling
Buy‑side firms are rapidly centralizing programmatic research infrastructure to handle expanding data volumes and increasingly complex investment workflows. A recent survey of 66 professionals across the US, UK and Europe shows 44% view reducing platform complexity and cost as the...
Macro Shocks Prompt Reset in APAC Risk Management
Increasing macroeconomic volatility—driven by geopolitical tension, trade disruptions, and interest‑rate swings—is exposing weaknesses in APAC banks' legacy risk frameworks. A new report, co‑produced with Regulation Asia, shows that traditional linear models can no longer capture the speed and magnitude of...
Compliance Fundamentals: Capture, Archival, and Recordkeeping
The post outlines the fundamentals of data capture, archival, and recordkeeping for financial services, emphasizing that regulators require firms to maintain tamper‑evident, multi‑year records of transactions and communications. It details the types of data—transaction details, emails, chats, voice, and metadata—that...
Managing Bank Risk in a Fragmented Regulatory Environment
Bloomberg highlights how banks must grapple with fragmented Basel III and FRTB implementations that vary by jurisdiction and timeline. Divergent rules cause duplicated capital calculations, especially where U.S. stress‑testing overlaps with standardized models. Bloomberg’s MARS platform and FRTB Data Solution centralize...
Asia-Pacific Insurance 2026 Outlook
Asia‑Pacific insurers enter 2026 with earnings momentum and capital strength that outpace regional benchmarks, buoyed by strong investment returns and disciplined underwriting. Life insurers are projected to achieve double‑digit new‑business‑value growth, while property‑and‑casualty firms benefit from pricing power and declining...
$41 Trillion Credit Market: How Is Private Credit Reshaping the Landscape?
At SuperReturn Europe, Mark Phillips, Global Head of Private Credit, highlighted the $41 trillion addressable credit market and argued that private credit could replace up to 15 % of traditional financing. He explained how data analytics and artificial intelligence are reshaping underwriting,...
What Type of Data Is Needed to Find Opportunities
Investment managers are turning to alternative and unstructured data, combined with scalable AI and agentic workflows, to generate uncorrelated alpha in a volatile market. Bloomberg’s Enterprise Tech & Data Summit highlighted how firms aim to increase data vendors, accelerate idea‑to‑production...
Bloomberg Pro Tips: Visualize Company Trends with GF
Bloomberg’s latest Pro Tips video demonstrates how the GF function on the Bloomberg Terminal lets users graph segment data, key performance indicators, and fundamentals in a fully customizable view. The tool also supports building bespoke spreads and ratios, enabling deeper...
December Global Regulatory Brief: Digital Finance
In December 2025, regulators across the UK, Singapore, Malaysia and Australia unveiled coordinated steps to shape digital finance. The FCA emphasized that AI advances must be paired with human judgement and announced a forthcoming consultation on transaction reporting. Singapore’s MAS...
December Global Regulatory Brief: Green Finance
In December 2025 regulators across four jurisdictions unveiled major green‑finance initiatives. South Africa’s Treasury proposed classifying carbon credits as unlisted securities and linking its registry to the UN‑Article 6 framework to scale the domestic market. The European Commission introduced a streamlined...
December Global Regulatory Brief: Risk, Capital and Financial Stability
The December Global Regulatory Brief highlights four major developments: the UK PRA confirmed Basel 3.1 market‑risk rules will take effect in January 2027 with the Internal Model Approach delayed to January 2028; Australia’s APRA announced a phased removal of Additional Tier 1 capital instruments...
December Global Regulatory Brief: Trading and Markets
The EU Commission unveiled a sweeping market‑integration package that revamps MiFID‑R, UCITS, EMIR and other rules, introducing a pan‑European market operator and expanding ESMA’s supervisory remit. In the United States, SEC Chair Paul Atkins announced a reform agenda to scale...