You can find a list of tools that can be used for sanctions/PEP/negative news screening. Remember that in case of free tools, the most reliable are the ones provided by government/international orgnaizations.
https://www.opensanctions.org – useful tool for sanctions screening, PEP screening and adverse media screening, however it is a non-governmental site. More information about opensanctions here.
https://www.sanctionsmap.eu/#/main – site run under the European Commission which is a primary source for EU sanctions
https://sanctionssearch.ofac.treas.gov – OFAC run site for US sanctions screening
https://main.un.org/securitycouncil/en/content/un-sc-consolidated-list – website for UN sanctioned persons search – allows either individidual search or download of a consolidated list
https://search-uk-sanctions-list.service.gov.uk – UK governmenal list for searching in UK sanctions lists
https://www.seco.admin.ch/seco/en/home/Aussenwirtschaftspolitik_Wirtschaftliche_Zusammenarbeit/Wirtschaftsbeziehungen/exportkontrollen-und-sanktionen/sanktionen-embargos/sanktionsmassnahmen/suche_sanktionsadressaten.html – official site for search of Swiss sanctioned persons
https://www.dfat.gov.au/international-relations/security/sanctions/consolidated-list – consolidated sanctions list of Australia
https://www.international.gc.ca/world-monde/international_relations-relations_internationales/sanctions/consolidated-consolide.aspx?lang=eng – Consolidated Canadian Autonomous Sanctions List which includes individuals and entities subject to specific sanctions regulations made under the Special Economic Measures Act (SEMA) and the Justice for Victims of Corrupt Foreign Officials Act (JVCFOA)