Shorter cycles, higher stakes:
T+1 may be the biggest
test yet for European banks.

Whitepaper

Europe’s post-trade environment is described as highly fragmented due to multiple central securities depositories, varying currencies, and disparate regulations, which raises complexity, error risk, and settlement fails, especially in cross-border trades. To minimize settlement failures and operational disruption under shorter cycles, the report urges accelerated adoption of automated trade matching, affirmation, and centralized SSI management.

This whitepaper explores Europe’s transition from T+2 to T+1 settlement cycles and the ramifications for banks and capital markets, drawing lessons from the US’s T+1 adoption in 2024.

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