FISL Europe: IHS Markit on a quantifiable risk overlay for measuring securities lending performanceAugust 28, 2019
ASIC proposes ban on the sale of binary options to retail clients, and restrictions on the sale of CFDsAugust 25, 2019
BoE: Does liquidity spill over in the credit market? The case of CDS and corporate bondsAugust 20, 2019
Private sector working group issues recommendations on the transition from EONIA to €STR for cash and derivatives productsAugust 20, 2019
Broadridge posts white paper on trade flows for Centrally Clearing Institutional Tri-PartyAugust 16, 2019
US Treasury issuance suggests more funding market stress and a push for the Standing Repo FacilityAugust 15, 2019
Frequently asked questions on the Basel III standardised approach for operational riskAugust 14, 2019
AcadiaSoft’s collateral tech is moving to cloud: what’s going to happen on-prem? (Premium)August 13, 2019
Northern Trust Develops Machine Learning Based Forecasting Engine to Drive Securities Lending RevenueAugust 12, 2019
Industry associations call for money market funds to be acceptable collateral for initial marginAugust 8, 2019
ISLA: EBA Advises Against Swift Implementation of Mandatory Haircuts for SFTs in Bank Capital RulesAugust 5, 2019
DerivSource: FIX Launches New Messages for Post-Trade Space; More to Come in Repo & Sec LendingAugust 1, 2019
ISDA finds market participants prefer historical mean/median spread adjustment for LIBOR replacementsJuly 31, 2019
Australian Securities and Investments Commission to consult market on securities lending and ‘substantial holding’ disclosureJuly 29, 2019
Basel Committee and IOSCO announce one year delay on phase 5 margin implementation for OTC derivativesJuly 23, 2019
Details on the DTCC’s plan to launch a securities lending CCP, or rather, an SFT CCP (Premium)July 23, 2019