Transformation ahead: Five key corporate action trends for 2026

Corporate action data has the potential to become a strategic asset for trading, risk management, and client engagement within financial services firms. As a result, there is a growing focus on how corporate actions data is acquired, processed and disseminated. Over the coming year, the pace of change is likely to speed up with this increased focus on driving value from corporate actions data. LSEG's Corporate Actions is working across the whole lifecycle of this important category of data to speed up processing, introduce new data types, and increase the adoption of artificial intelligence (AI) and machine learning (M)L technologies to improve data sourcing and validation. 

• Corporate actions data – once a basic requirement of the back office – is today finding an expanding range of new, value-generating use cases, including trading, portfolio optimisation, risk management, and more. 
• Over the course of 2026, corporate actions data will see much change as the financial services industry seeks to improve standardisation, reduce latency, and apply artificial intelligence (AI) and machine learning (ML) to data gathering and dissemination processes.
• Today, LSEG's Corporate Actions data is trusted by the financial services industry thanks to its comprehensiveness and high quality. Over the coming year and beyond, LSEG is working to reduce latency, enhance with AI, and broaden coverage further. 

Today, traders and investors are constantly seeking new ways to deploy data to generate alpha, and attention is now focused on corporate actions. In addition, new and evolving use cases are driving changes to how this data is acquired, processed, and disseminated. This blog explores how these trends are set to transform corporate actions data in 2026 – and beyond:

1. Improved standardisation of corporate actions data – Most corporate actions data is published at source with unstructured formats, such as PDF and HTML documents, which makes the extraction of the relevant events a fundamentally manual task. This means it takes time to process and disseminate, limiting the potential of corporate action data to generate value, and increasing the potential for market and operational risks. In addition, there is significant demand among traders and investors for the reduction of corporate action latency so that the data can be used more effectively for trading, asset management, and risk management use cases. Standardisation of the corporate actions messages across the whole lifecycle can help to improve the overall latency from source to destination, improve data accuracy and reduce overall processing costs. Despite ongoing standardisation efforts, global consensus and adoption of a specific standard is not yet there. The ISO 20022 standard has been around for almost two decades and is positioned as the final end state for corporate actions data, as a successor to the ISO 15022 standard, which is still widely used today. ISO20022 is now required for cross border payments on SWIFT, and is meant to be adopted fully by 2030 for corporate action messaging within the EU and UK. [note1] 
2. Increased demand for debt corporate actions data – With the surge in fixed income investment over the past couple of years, the need for corporate action data for corporate bonds has grown substantially. Of course, traders and investors require this data for middle and back office related activities such as risk management, regulatory compliance, operational automation and customer disclosures. However, this data is now being used for trading and front-office use cases, , for portfolio optimisation, and more – expect to see use of debt corporate actions data continue to grow. In addition, be on the lookout for more types of corporate action data to emerge.
3. Reduced latency for corporate actions data – With corporate actions data pivoting from a back office and compliance requirement to a value generation opportunity, the pressure is on to reduce the time between when a corporate action takes place and its transmission as data – for example, some APAC traders and investors want to see a time lag of just one hour. Historically, traders and investors have used corporate actions data to back-test trading strategies, manage event risk in real-time, and price complex securities. Now, this data is vital for event-driven trading strategies, as well as immediate risk and trading decisions. In addition, shorter settlement cycles are driving the need for reduced latency. The US, Canada, Mexico and Argentina are already live with T+1 settlement, and the EU, Switzerland and UK are switching to T+1 by the end of 2027, with 11 October 2027 as the current target date. 
4. Greater use of artificial intelligence (AI) and machine learning (ML) – Most corporate actions announcements come in unstructured formats today, and so AI and ML models are being applied to improve sourcing, processing and validation activities. This is something that is expected to significantly grow in the next few years, bringing substantial advantages to the overall corporate actions’ workflow, reducing the need for human intervention. This will help to shrink latency and operational errors due to the non-standard formats the original information is delivered in.
5. Sharper focus on corporate actions driving value – New use cases, such as alpha generation, as well as the move to the T+1 trade settlement cycle, will accelerate the transition to a transformational period for corporate actions. The increased usage of AI and ML technologies and the wider adoption of standardisation will help to minimise the latency between the point at which an issuer announces a corporate action event and when it’s propagated through intermediaries or data vendors. Eventually, a near real-time delivery latency is possible. As a result, corporate actions data will evolve from being a back office need to a strategic asset for trading, risk management, and client engagement. 

LSEG’s Corporate Actions data provides high-quality, comprehensive coverage. LSEG processes millions of company events annually [note2], supported by a team of hundreds of specialised content analysts around the globe. Today LSEG offers:

• Equities Corporate Actions: Providing data on 103,000 equity securities from 90,000 issuers across 200+ key venues in 110 nations. The footprint fully covers the FTSE Russell Global Equity Markets Index Series constituent lists.
• Debt Corporate Actions: Tracking 80+ government and corporate bond markets, which covers 43,000+ issuers and more than one million debt instruments. We support 27 corporate action notification types at the issuer, security and market levels. 

Corporate action data is available as intraday updates on a 15-minute cycle, meeting the demands of use cases where lower latency is an important attribute. 

With LSEG’s Corporate Actions data, firms no longer need to devote resources to building direct connections to the wide variety of different source types around the globe and then normalise that complex data. Instead, they can reallocate those resources to value-generating activities.  

Over 2026 and beyond, LSEG’s Corporate Actions data will continue to augment coverage of both event types and asset classes. In addition, LSEG is continuing to leverage the use of AI and other technologies to simplify and streamline the overall workflow from data sourcing to data delivery.