Contract AI for Capital Markets

What’s Inside

Capital markets teams operate in environments where timing, accuracy, and contractual clarity directly impact risk exposure, margin decisions, and regulatory outcomes. From ISDAs and CSAs to GMRAs, GMSLAs, and ongoing amendments, every action depends on understanding what is enforceable right now.

But when trading agreements, annexes, and amendments live across desks, inboxes, and static PDFs, intelligence becomes slow to surface – precisely when it’s needed most.

Here’s what that looks like in practice:

• Trading agreements, schedules, and amendments scattered across systems with no single source of truth.
• Margin terms, thresholds, and rating-based triggers buried in long-form documents and annexes.
• Amendments, novations, and resets initiated via email without a clear approval trail or version history.
• Regulatory and audit requests forcing manual clause-level searches across hundreds of agreements.
• Counterparty stress events requiring urgent assessment, without consolidated visibility into contractual rights.

This brochure shows how capital markets institutions are rethinking contract intelligence – so risk exposure is visible, responses are timely, and teams stay in control when markets move.

Download the brochure to explore:

• Capital markets agreements centralized and structured as complete contract families from day one.
• Enforceable terms across ISDAs, CSAs, and related annexes interpreted consistently as amendments, resets, and novations occur.
• A practical approach to surfacing clause-level data for margin, risk, and regulatory reporting without manual searches.
• Faster responses to regulatory requests, margin disputes, and counterparty stress events through consistent interpretation.
• How Goldman Sachs automated clause-level data extraction across complex trading documentation to strengthen regulatory reporting and audit readiness.