tri-party

Analysis of the BNYM/Euroclear paper “Bridging the Collateral Divide”

Fed tri-party repo reporting, while accurate enough, needs an upgrade to keep pace with market structure

South African Reserve Bank Publishes Triparty Collateral Management Concept Position Paper

TriOptima’s triResolve Margin connects to tri-party agents via SWIFT

TraditionDATA launches predictive SOFR rate based on interdealer and tri-party repo data

The pledge model is taking off in European tri-party (Premium)

Chinese bonds in the global collateral system are a big deal

BNY Mellon Triparty Now Accepts Chinese Bonds as Collateral

Is tri-party the best answer for hedge fund transparency to prime brokers? (Premium)

Finadium: Global Tri-party survey shows assets at $6.15 trillion, broad increase in pledge demand

EBA allows alternative treatment of institutions’ exposures to tri-party repo

Pirum enhances JPM tri-party connectivity to facilitate Dual Matching of RQVs

SIX Launches a New Triparty Agent to Enhance Collateral and Liquidity Management

SIX about to launch custody-agnostic Collateral Cockpit

Behind the uptick in Jan 31 2019 US repo rates (Premium)

Pirum extends North American offering with US Domestic Tri-party connectivity

US repo has become a good deal for cash investors

Trends in European vs. US tri-party repo

GlobalCapital: China approves tri-party repo

An update on repo, Fed Funds and the IOER spread (Premium)

Rebuilding tri-party repo for an open architecture model

The next evolutionary step in US tri-party?

Finadium: Beyond the Bulge: Foreign Banks and Smaller Dealers in US Repo

BNY Mellon first tri-party collateral provider for China mainland-Hong Kong trading link

Finadium/DEGC repo breakfast recap: sharp insights on market structure, technology and future risks (Premium)

Pricing US bilateral, non-tri-party UST repo rates from SOFR (Premium)

We review the new European repo market survey: overall growth but uneven progress

Our thoughts on CCPs and repo market efficiencies

Finadium: The Global Tri-party Services Market in 2017: A Finadium Survey

How many tri-party agents should there be? (Premium)

WSJ article stokes fears of one US tri-party repo clearer: did they get the story right?

Finadium: Tri-party Repo in Asia: OTC Collateral Demand and Structural Change

BNY Mellon creates new subsidiary for government clearance and tri-party repo

The business case for tri-party repo flexibility

UST Repo: dealers get breathing room and make some money at end of Q1 2017 (Premium)

GlobalCollateral introduces its Inventory Managing Service (IMS): dealers speak on the opportunities and challenges

Fed launches new Tri-Party/GCF Repo analysis tool

Finadium: The US Repo Market in December 2016: What Happened and What’s Next

Spreads of 76 bps in repo indices show challenge of best execution in US repo markets (Premium)

If BNYM hits it big with DBV-X, where does that leave GCF(R) Repo? (Premium)

What’s going on in the collateral segregation market? (Premium)

Banks look to optimize vendors and service providers as well as collateral (Premium)

Monthly balance sheet optimization exercises in the US: data from the Fed suggests it is now a reality

The DTCC’s Murray Pozmanter on letting the buy-side into GCF® repo (Premium Content)

DTCC Proposes Central Clearing for the U.S. $1.6 Trillion Institutional Tri-Party Repo Market

Technology Preparations for New Collateral Infrastructure

The DTCC/Euroclear Joint Venture: the real deal or smoke and mirrors?

Ideas on pricing illiquid collateral assets (Finadium subscribers only)

Three highlights for securities finance from the 2012 US Office of Financial Research Annual Report

Disagreeing with Duffie: central US tri-party clearing utility not the right choice right now