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Cash management
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Cash management
Interview: GLMX’s Havlicek on the need for an Asian hub
Interview: Transcend’s Kadikar on global traction and the Citi investment
Interview: Redhedge’s Seminara on the basis trade opportunity and refinancing challenge
Interview: LCH RepoClear SA’s Nin on collateral’s 2024 velocity
Eurex Repo: “Paving the way for new paradigms”
Fed’s Waller on pace of interest rate cuts and draining the balance sheet
Interview: T. Rowe’s Khokhar on advancing collateral and operational analytics to front office
Prime broker wallet optimization: an alternative to RoA and RoRWA replication
T+1 countdown: 2023 in review and what’s next
Interview: TreasurySpring’s Cook on building sustainability into short-term funding
Fnality seeks repo partners as it builds out on-chain wholesale settlement
Interview: GLMX’s Giglio on expansion into equities securities lending
Interview: BNY Mellon’s Squire on what’s happening in triparty
Interview: Meritsoft’s Carpenter on mitigating costs amid T+1 prep
Interview: Baton Systems’ Knight on assets mobility and accelerated settlement
Special Report: 24-hour repo/collateral trading and lessons from equities markets
AFME OPTIC: markets grapple with wider T+1 issues as EU faces tough decisions
Rates & Repo Preview: market conditions in US repo
Rates & Repo Preview: mandatory clearing of UST repo
Interview: ION Treasury’s Kolman on reengineering for “CFO office convergence”
Interview: hedge funds recalculate strategies amid repricing risk
Interview: Finteum’s Nolan on the path to go-live for intraday repo on DLT
Interview: TMX Datalinx’s Tran on Term CORRA and Canada’s Banker’s Acceptance market
Higher interest rates give hedge funds reasons to focus on cash sweep account returns
US treasury/repo clearing mandate makes derivatives markets wary on basis trade impact
Interview: OpenGamma on buy-side liquidity planning for ISDA SIMM’s mid-year recalculation
Interview: LCH SwapAgent’s Barnes on cross-currency swap signals for repo
Interview: Wematch on what banks are doing to handle the TRS boom
FISL Preview: agent lenders and beneficial owners mull regulatory costs to capture seclending value
Securities finance market conditions in April: cautiously optimistic after March volatility
Look to the Treasury General Account balance to impact the Fed’s Reverse Repo Facility in Q2 2023
Interview: T. Rowe Price’s Khokhar on systemic change for buy-side collateral optimization
SFM Interview: Federated Hermes’ Lusk on money market priorities in a new regime
Interview: David Andolfatto on a critical review of the Fed’s standing repo facility
SFM Interview: Rabobank’s Every on the BIS’ RMBLA facility
SFM Interview: DTCC’s Lind on empirical data for pricing the new world order
SFM Interview: Northern Trust on FICC sponsored repo liquidity distribution
SFM Interview: Finteum on its intraday liquidity strategy for repo
SFM Interview: Redhedge on repo liquidity challenges
SFM Interview: Euroclear on expanding the Collateral Highway and adapting triparty structure
SFM Interview: repo innovation and cross margin optimization from Eurex’s Derivatives Forum
SFM Interview: Clearstream’s Searle on OSCAR collateral automation tech strategy
Euroclear creates triparty-bilateral settlement service for central bank collateral operations
State Street symposium: positioning securities lending for unusual times
SFM Interview: SWIFT on “track and trace” for cash and securities transactions
SFM Interview: automation and legacy innovation boosting low code tech
SFM Interview: LME Clearing on repo and collateral strategy
SFM Interview: Clearstream’s China market strategy
NY Fed conference: buy-side wary of treasury market shocks, looks ahead to clearing reforms
SFM Interview: SocGen on the DeFi future of bond refinancing
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