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Liquidity Management
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Liquidity Management
Interview: GLMX’s Havlicek on the need for an Asian hub
Takeaways from PASLA|RMA conference on Asian securities lending
Rates & Repo Europe Preview: Mandatory Clearing for UST Repo – Impact for Europe
Rates & Repo Preview: Market Conditions in the UK and Europe
Rates & Repo Europe Preview: Big Data, Big Technology, Big Opportunities
Interview: Clearstream’s Sharma on the data granularity boom for fails management
Interview: Broadridge’s John on T+1 securities lending buildout for the buy-side
How regulators are thinking about leverage limits for non banks
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
Using CME futures and OIS to forecast Fed interest rates
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
2024: the year of the multi-strat (again)?
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
Interviews: repo market experts on year-end positioning
Interview: CME on who’s trading AIR Total Return Futures, why, and what’s next after record volumes?
Interview: BNY Mellon’s Squire on what’s happening in triparty
Interview: Meritsoft’s Carpenter on mitigating costs amid T+1 prep
Interview: prioritize AI regulation ahead of US bank consolidation wave
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: repo on chain and collateral mobilization
Rates & Repo Preview: market conditions in US repo
Rates & Repo Preview: mandatory clearing of UST repo
Interview: Broadridge’s Barakat on DLT network value in secfinance and collateral
Interview: Trading Apps on why this time is different for TA.Link launch
Interview: ION Treasury’s Kolman on reengineering for “CFO office convergence”
Traders at a crossroads between risk models and morals
Interview: NeoXam’s Versteeg on data management in China
Special report: how ready is the industry for SecFinGPT?
BIS: repo structural shifts during 2023 banking stresses won’t stave off next shock
Interview: hedge funds recalculate strategies amid repricing risk
Product innovation: FIS on competition and channeling liquidity
Interview: EquiLend’s Mantle on how T+1 is being managed
Product innovation: Transcend on enterprise-wide collateral optimization
Interview: LRH’s Comotto on SFTR for data-driven secfinance
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
Interview: S&P Global on secfinance arbitrage during market shake-ups
Interview: Acadia’s Thomey on “post-UMR” collateral automation and optimization
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
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