Murex Named Category Leader in Chartis RiskTech Quadrant for Enterprise Market Risk Solutions

PARIS, May 22, 2026—Murex is pleased to announce it has been named a Category Leader in the Chartis RiskTech Quadrant for Enterprise Market Risk Solutions for sell‑side and buy‑side institutions.

The ranking underscores the confidence banks, asset managers, asset owners and commodity houses place in MX.3 as a comprehensive, enterprise‑wide market risk platform aligned with evolving risk strategies.

In the 2026 sell‑side market risk quadrant, Murex is positioned furthest along the “Completeness of Offering” axis among category leaders, which highlights the breadth and depth of its market risk capabilities. On the buy‑side, Murex has also improved its position in the Chartis quadrant. This signals growing recognition of MX.3 as a cross‑asset risk platform for increasingly complex portfolios, tighter intraday risk monitoring and closer integration between front‑office and risk functions.

“Murex’s Category Leader position in our 2026 quadrant for enterprise market risk solutions for financial institutions across both the sell side and the buy side reflects several key factors, including its global reach, deep domain expertise, strong execution strategy, comprehensive instrument coverage and advanced risk analytics,” said Anish Shah, research director at Chartis. “Its platform also stands out for robust data management, stress testing and scenario analysis, alongside scalable cloud delivery, managed services and strong integration capabilities.”

Every day, risk managers depend on MX.3’s real‑time, cross‑asset capabilities at enterprise scale. Leveraging a common pricing and risk framework shared with the front office, institutions use MX.3 to: 
- Manage intraday risk and limit monitoring. 
- Run large‑scale simulations, stress testing and scenario analysis. 
- Meet stringent regulatory requirements across regions.

As regulatory pressures stabilize, institutions are increasingly focused on scalability, performance and resilience, core priorities of Murex’s market risk strategy. Through continued investment, Murex is extending its analytics with fast, dependable, secure computation frameworks designed to operate across very large datasets, supporting richer what‑if analysis and stronger readiness in the face of uncertainty.

“We are very happy with this recognition as Murex is committed to keeping up its risk suite’s innovation pace,” said Bruno Castor, head of product risk at Murex. “Market risk has absorbed regulatory changes of the past few years, and practices are evolving fast, moving from classical batch processes to active intraday monitoring and insights. We have kept on investing massively to accompany our clients through this transformation. This is an exciting journey for risk managers as well as market risk management platforms, and we are thrilled to be recognized as leaders. By modernizing risk platforms and accelerating real-time architectures adoption, our clients gain the agility they need to respond to market volatility as it happens. Murex distinguishes itself through strong client partnerships, delivery of large‑scale transformation programs and a long‑term vision for advancing the risk function.”

Learn more about: 
- Entreprise Market Risk 
- Entreprise Risk and Regulatory Suite