Broadridge Financial Solutions has launched a Central Risk and Liquidity Optimisation Solution, powered by Tbricks, targeting banks, broker-dealers, market makers, and trading firms.
The platform is designed to provide a unified front-office environment that coordinates trade execution, risk management, and liquidity across products, desks, and venues within a single integrated system.
Among its core capabilities, the solution brings together smart order routing and execution, multi-asset market making, internalisation, centralised risk management, automated hedging, systematic indication of interest generation, and Request for Quote functionality.
Broadridge says the launch directly addresses a persistent challenge facing sell-side firms: risk tends to be fragmented across desks, trading workflows often operate in silos, and delivering competitive liquidity to clients has grown increasingly complex. Many firms are simultaneously managing agency and principal trading activities across multiple separate systems while operating under tighter capital and balance sheet constraints.
The new platform is intended to allow firms to internalise more client flow, centralise risk in real time, automate hedging processes, and reduce reliance on fragmented technology stacks — all while optimising capital deployment and lowering overall trading costs.
Ian Williams, Global Head of Trading and Execution at Broadridge, described the significance of the launch: "Broadridge is turning risk management from a fragmented architecture into a unified strategy that turns risk capital and liquidity provision into drivers of growth."
"Firms are looking for new ways to strengthen execution, improve capital efficiency, and deliver more value to clients and Broadridge's Central Risk and Liquidity Optimization Solution, combined with Broadridge's integrated connectivity and execution capabilities is delivering," Williams added.
Why it matters
Sell-side firms managing agency and principal trading across separate systems face real-time coordination gaps; a single integrated environment changes how risk positions are aggregated and acted upon across desks simultaneously.
Internalising more client flow — routing trades through a firm's own book rather than to external venues — can reduce external market impact, but requires centralised, real-time risk visibility that fragmented stacks typically cannot provide.
Tighter capital and balance sheet constraints mean firms must deploy risk capital more precisely; automating hedging and centralising risk management are operational prerequisites for doing so at scale.
