Murex Ranks Seventh Globally in Chartis Energy50

Third consecutive Energy Risk Management award underscores Murex’s position at the intersection of commodities, capital markets and enterprise risk

PARIS, November 5, 2026—Murex has entered the top 10 of the Chartis Energy50, ranking seventh among 50 energy technology vendors in this year’s assessment.

Murex recorded strong scores across functionality, strategy, innovation and core technology. Murex also retained the Financial Institutions Energy Risk Management category award for the third consecutive year.

“Our progress in the Energy50 reflects Murex’s broader commitment to the energy and commodities market and, above all, to the clients we serve in this space,” said Louis-Thomas Nessi, EMEA regional co-head. “These markets are becoming increasingly complex and interconnected, and our clients’ needs are evolving with them, from banks expanding their commodities activities to energy and commodity firms strengthening the way they manage risk. Murex’s strategy has always been to build for the long term. In commodities, this means helping clients manage their activities as part of a broader, integrated approach to trading and risk, with the flexibility to evolve as their businesses and markets change. By staying close to our clients and investing continuously in our platform, our ambition is not simply to respond to today’s requirements, but to help them prepare for what comes next.”

Energy and commodities markets are creating increasingly specific demands across trading desks, and Murex continues to invest heavily in its commodities and risk capabilities in response.

Renewable penetration and changing demand patterns make exposures harder to forecast. Consequently, power desks must manage more granular curves and intraday balancing risk, as intermittent generation requires continuous position rebalancing. Metals desks face growing physical and derivatives activity, increasing the need to view commodity and FX risk together. Carbon and environmental markets bring distinct trading, registry and settlement requirements. For long-dated transactions such as PPAs and LNG contracts, commodity exposures must also be considered alongside financing, valuation, interest-rate, credit and liquidity risks.

Murex continues to expand the energy and commodities capabilities of MX.3 in response to these evolving requirements.

The platform enables institutions to manage commodities alongside other asset classes within a common trading and risk environment and brings together trading, position management, pricing, analytics, risk and trade processing. This approach gives institutions a consistent view of commodity exposures alongside wider financial and risk positions. It also reduces duplication across separate technology stacks.

“As desk-level demands grow, clients increasingly need real-time visibility into positions, P&L and risk while managing commodities alongside rates, FX, credit and other exposures,” said Solène Khy, head of product management for commodities, equities, foreign exchange and digital assets at Murex. “We are continuing to deepen MX.3’s commodities capabilities so these exposures can be managed as part of an enterprise-wide view of trading and risk rather than through a separate technology stack. This gives clients the resilience and speed to scale as their commodities business grows.”

The Energy50 recognition follows another strong performance for Murex this year. In Energy Risk’s Software Rankings, Murex achieved 19 first-place positions spanning commodity derivatives, front- and middle-office functionality and risk capabilities, including oil, metals, agricultural products, market risk analytics, credit risk and position management.

Together, these results recognize Murex’s capabilities across energy and commodities and its differentiated position at the intersection of commodities, capital markets and enterprise risk.