Apac banks put trust in pre‑trade

In today’s complex, volatile markets, capital markets firms are making greater use of pre‑trade analytics to assist their trading strategies, reduce risk and drive competitive advantage. And, with regulatory scrutiny increasing, pre-trade analysis is also helping to foster a more transparent and collaborative approach with clients and key stakeholders.

This Risk.net survey report, commissioned by Bloomberg, explores the prevalence of, and trends in, pre‑trade analytics among Asia-Pacific (Apac) banks. It also investigates their impact and benefits, the value banks place on these tools and technology, and the likely path of future development.

The report is based on a quantitative survey of 97 senior trading and risk professionals at Apac banks conducted during summer 2023, and compares the findings with those of a similar survey conducted 24 months earlier with the equivalent cohort of respondents.

Among the findings, the survey results suggest firms are seeing an average 5–10% improvement in efficiency and value by using pre‑trade analytics, and that they are benefiting from a more considered approach.