NY Fed finds foreign banks in the US most responsible for Interest on Reserves arbitrageJanuary 12, 2023
Interview: J.P. Morgan’s Paramanathan on EAD benefits to agent lenders from Basel III endgameJanuary 12, 2023
ICMA: end of year European repo pricing dislocation muted, improved in final weeks of 2022January 11, 2023
Boston Fed and MIT complete feasibility study for CBDC, augment open-source codebaseDecember 23, 2022
Fed’s Q4 SCOOS shows 1/2 of dealers see tightening of funding terms for HY corporate and non-agency RMBSDecember 22, 2022
Eurex Repo’s Gast breaks down November volumes, reports spot open LCR30d traded for first timeDecember 16, 2022
Could HQLAX‘s solution have helped ease market and operational disruptions during the recent UK Gilt volatility? December 15, 2022
S&P’s Chessum in Pensions and Investments: ETPs more popular for securities lending and collateralDecember 14, 2022
Bank of England to focus on non-bank financial intermediaries and LDI risk managementDecember 13, 2022
SFM Interview: reusing collateral has a trade-off in QE-fueled repo markets, what about QT?December 12, 2022
BCBS clarifies how climate-related financial risks may be captured in the existing Basel FrameworkDecember 8, 2022
Ukraine central bank reports that international reserves exceed pre-war volumes at $28bnDecember 8, 2022
DTCC survey shows geopolitics, inflation and cyber as top 2023 risks, funding liquidity concerns riseDecember 7, 2022
Barbados CSD becomes 100th ANNA member, DRC central bank and India’s IFSC confirmed partnersDecember 7, 2022
LCH RepoClear: Reducing Uncertainty and Counterparty Risk in Volatile Market Conditions December 1, 2022
DTCC publishes findings on supporting a US Central Bank Digital Currency in securities settlementNovember 30, 2022
Would the SEC’s proposal to change 15c3-3a for UST repo clearing change market behavior without a full mandate? November 29, 2022