FISL Preview: securities lending markets, routes, and structures set for 2024 shake-up 23 Apr at 4:00 am
Pointed questions are growing about the impact of T+1 on collateral and funding markets21 Mar at 4:00 am
Interview: Redhedge’s Seminara on the basis trade opportunity and refinancing challenge31 Jan at 4:00 am
Interview: FIA Tech on derivatives data analytics and “full speed ahead” for CDM in collateral24 Jan at 4:00 am
Interview: T. Rowe’s Khokhar on advancing collateral and operational analytics to front office16 Jan at 4:00 am
A new cross-product intraday repo project on DLT looks to solve the interoperability problemNovember 6, 2023
Cash as an Asset Class: Risk and Profitability at the European Collateral Management System (ECMS) October 12, 2023
BIS: repo structural shifts during 2023 banking stresses won’t stave off next shockSeptember 21, 2023
Interview: Linklaters’ Le Vesconte on crypto’s legal frameworks and the impact on collateralAugust 30, 2023
Interview: OpenGamma on buy-side liquidity planning for ISDA SIMM’s mid-year recalculationJuly 20, 2023
Video highlight: Fidelity Agency Lending®’s Yuri Brightly on configuration and customization in securities finance technology, FISL 2023 July 20, 2023
The Regulated Liability Network looks pretty interesting for overlaying DLT onto capital marketsJuly 12, 2023
Video highlight: GLMX’s Sal Giglio on building a single point of connectivity to the market, FISL 2023 July 10, 2023