This brief highlights the importance of market integrity and its significance in the development of regional financial and capital markets, explores necessary building blocks, examines challenges, lessons learned, and identifies new frontiers. Market integrity is a multifaceted concept with many potentially varying components, including soundness, fairness, transparency, accountability , efficiency, and safety, among others. Maintaining it is a shared responsibility among market institutions and participants, requiring vigilance, due care, collaboration, and ethical resolve. The modern economic and monetary system exhibits unprecedented complexity and immediacy. In this environment, the continuous assurance of market integrity is critically important. As part of the overall work of ABMF, this brief aims to contribute to the robust integrity of regional financial and capital markets.