ISDA asks regulators to permanently exempt US Treasuries from the Supplementary Leverage Ratio – is it time? 28 Mar at 4:00 am
Video highlight: Euroclear’s Olivier Grimonpont on the three kinds of data in collateral management 27 Mar at 3:00 pm
Video highlight: State Street’s Cassandra Jones on the growth of Peer to Peer and indemnification in the repo toolkit 26 Mar at 3:00 pm
ICMA: repo market for Asia international bonds continues to deepen with more lenders26 Mar at 5:01 am
SWIFT: ISO 20022-based messaging layer will mitigate shortcomings of shared ledgers22 Mar at 10:43 am
People moves round-up: BCI, BlackRock, BNY Mellon, DTCC, D-Wave, ECB, Goldman Sachs, IIAC, LSF, NeoXam, Northern Trust, Portfolio BI, Raymond James, RBC, SIX, South Street Securities, Tifin, Virginia Retirement System21 Mar at 5:32 pm
Pointed questions are growing about the impact of T+1 on collateral and funding markets21 Mar at 4:00 am
BoJ last central bank to end negative rates, also updates collateral and seclending operations19 Mar at 5:04 am
People moves round-up: BIS, Deutsche Börse, FIX Trading, GLEIF, Labuan FSA, Pirum, SDX, Standard Chartered14 Mar at 4:47 pm
More on whether UST basis traders will really support the US Treasury market in 202414 Mar at 4:00 am
Israel details CBDC plans w/ interest bearing option, ILS-linked stablecoin approved14 Mar at 3:50 am
Fed Quantitative Tightening means lower SOMA balances, which means opportunity for Treasury lenders13 Mar at 4:00 am
BIS: Basel III capital ratios stable for large global banks, LCR increases in H1 20236 Mar at 9:46 am
BPI: Collateral Sharing Arrangements Between Federal Home Loan Banks and Federal Reserve Banks6 Mar at 4:39 am