Capital markets firms are demonstrating a pragmatic approach to adopting risk-management systems, making strategic investments across different risk categories and third-party solutions. Capital markets investment managers are wisely leveraging third-party solutions that are technically adept in specific asset classes and latency criteria (e.g., ex-ante risk, before investment, during trading, and post-trade).

This report utilizes findings from a Q3 2025 Datos Insights survey of 300 capital markets senior technology and operations executives to uncover adoption trends in risk-management technology in the capital markets industry. It provides insights into some of the key trends driving this technology adoption, analyzing decision-makers’ affinity for technological innovation and spending focus for the next two years.
Clients of Datos Insights’ Capital Markets service can download this report.
This report mentions Bloomberg (Port and MARS), Blackrock Aladdin, BondEdge, Clearwater Analytics, FactSet, Finastra, FIS, Moody’s, MSCI, Northstar Risk, Numerix, Orchestrade, Quantifi, S&P (IHS Markit), SimCorp (Axioma), SS&C, State Street (TrueView), and YieldBook.
About the Author
James Wolstenholme
Jay started his career in capital markets as a project manager and developer in the financial futures department, specializing in S&P 500 program trading arbitrage. He designed and built electronic program trading interfaces at Salomon Brothers, later acquired by Citi Group, and then worked on prime brokerage, security finance, fixed income, and commodity projects. Jay was head of North America...