Capital markets: the role of risktech in effectively managing emerging risks and driving competitive edge

All banking, financial services and insurance firms, including capital markets firms, are grappling with increasingly dynamic and continually evolving risks. A tsunami of regulatory requirements and operational shifts have comprehensively reshaped the risk landscape. The operational resilience of capital markets firms is heavily reliant on third-party infrastructures, exposing them to a wide range of risks and increasing the complexities of analyzing and understanding IT, cyber and operational risk exposure. Broker-dealers and other capital markets firms must tackle the wide variety of quantitative techniques, understand the post-quantification steps to ensure actionable next steps, harness the granular data to which they already have access and leverage analytics approaches for constructing future non-financial analytics environments.

This white paper covers the joint global survey, conducted by Chartis Research and TCS, on banking, financial services and insurance firms.