A-Team Insight Author: Jeri-Anne McKeon
Regnology Moves from Platform Integration to Agentic Reporting
Regnology is moving into the next phase of its expansion, applying agentic artificial intelligence to the regulatory reporting, risk and finance capabilities assembled through its recent acquisitions. When RegTech Insight last spoke with chief executive Rob Mackay in early 2026, the company was integrating Wolters Kluwer’s Financial Risk and Reporting business and regulatory-reporting assets acquired...
EBA Framework 4.3 Maps the Data Behind AMLA’s First Risk Assessment
The European Banking Authority’s Reporting Framework 4.3 gives financial institutions their first machine-readable view of the data that will support the EU’s selection of firms for direct anti-money laundering supervision. Published earlier this month, the framework marks an intermediate step towards the first formal risk-assessment and selection exercise by the Authority for Anti-Money Laundering and...
How ExtractAlpha Builds Trust in the Age of AI Signals
When a data provider sells raw data, the buyer can inspect what they are getting. When a provider sells a signal – a ranking, a score, a forecast of forward returns – the buyer is being asked to trust a research process they cannot necessarily see. That asymmetry sits at the centre of the systematic...
BMLL and SIGMA AI Partner to Benchmark Live Market Flow Against Historical Order Book Data
BMLL and SIGMA AI have announced a partnership combining BMLL’s historical Level 3, 2 and 1 order book data with SIGMA’s “Quant in the Cloud” streaming platform, producing an analytics layer that scores live market flow against historical benchmarks. The stated use cases are real-time anomaly detection, market regime classification and execution benchmarking, with anticipated...
S&P Global Launches Adaptive Retrieval as Agentic Workflows Reshape Data Access
S&P Global has launched Adaptive Retrieval, a service allowing customer AI agents and large language models to access and assemble licensed S&P Global data through natural language queries. It sits alongside the existing Deterministic Retrieval method, and both are now offered through a single interface, the S&P Global AI Data Portal. Deterministic Retrieval, built on...
Broker Licensing Agreements Under Scrutiny as AI Reshapes Buy-Side Data and Research Market
Traditional data and research purchase arrangements may be holding back the buy-side from using artificial intelligence to take full advantage of new sources of market and other information. Restrictions associated with broker and data licensing agreements were cited as the biggest barrier to adoption of direct data and research feeds by two-thirds of global asset...
Morpho Launches ‘Midnight’ Protocol to Introduce Fixed-Term On-chain Credit for Institutional Finance
Digital asset credit network Morpho has launched Morpho Midnight, a new protocol designed to bring fixed-rate, fixed-term credit markets to DLT infrastructure. The protocol is deployed initially on Base, an Ethereum Layer 2 network incubated by Coinbase. Morpho Midnight introduces predictable underwriting terms to the decentralised finance (DeFi) space that historically has been defined by...
Broadridge Pulse Survey Says Tokenisation is a Strategic Priority
Broadridge Financial Solutions’ inaugural Tokenization Pulse survey reflects the opinions of 200 senior decision-makers across wealth management, asset management, capital markets and digital asset firms in the US and Canada. The BLUF is that tokenisation is no longer a future-state concept, as financial institutions increasingly view it as a strategic priority and are preparing for...
3forge Seeks to Simplify the Complexity of Modern Data Management Demands
The high level of data and data product use-case customisation among financial institutions offers an insight into the challenges that technology teams face in managing their organisations’ data. Observability has become more difficult as each data user tailors their tech provisions to their own business needs and data provisioning must be similarly responsive at a...
G.H. Financials Deploys Intraday Liquidity Platform from Baton Systems
London-based G.H. Financials has gone live with Baton Systems’ intraday liquidity management platform, bringing cash balances, margin requirements and collateral positions across more than 100 nostro, CCP and carry broker accounts into a single near-real-time view. The independent clearing firm, which processes over 800 million futures contracts a year for professional traders, deployed Baton’s Balance...