Posts by Anna Reitman

Manama Dialogues in Bahrain: de-risking global economy a priority

Deutsche Börse’s strategic intraoperability links up secfinance

People moves: Absa, Acadia, Andreessen, BlackRock, Broadridge, BNP Paribas, BNY, Cantor, CFTC, Deutsche Börse, DTCC, EquiLend, eSecLending, ESMA, FINBOURNE, Finteum, Frontclear, MarketAxess, Northern Trust, NY Fed, R.J. O’Brien, Santander, SIX, TP ICAP, US SEC, WISF

BIS tells banks to count close out costs in final CCR guidelines

Advances in financial quantum drive cyber threat debate

Securities lending indemnification practices in focus: what we heard from agent lenders on a recent webinar

Secfinance confronts existential questions in “radical” AI data era

Securities financing revenue trends adrift in choppy waters

Securities finance results round-up for November 2024

Emerging hedge funds get secfinance options as services bundle

Special report: how post-trade data is moving from risk to alpha

Quarter-end repo market vol raises specter of year-end liquidity event

Calypso deploys AI for risk calculations as Nasdaq acquisition hits year

SIX to acquire Aquis for £207mn in all cash deal

Uganda liquidity strategy among bright spots in Absa’s Africa review

Not waiting on wCBDC: DLT already connects cash leg to Eurosystem

Private-public markets move to parity on regulatory and tech trends

What’s in scope of the GMRA/GMSLA digital assets annex and why?

Securities lending revenues set for lift off in Q4, if…

Securities finance results round-up for October 2024

Pre-trade connectivity in securities finance vs. exchange platforms: how it works and what’s the difference

Commercial viability of EU/UK consolidate tape is a balancing act

Rates & Repo in NY: the clearing mandate, agency clearing and the done away model

Rates & Repo in NY: market conditions and the data-driven future

Rates & Repo in NY: UST repo clearing catalyzes market options

AFME OPTIC: T+1 shift not a success for foreign investors

Rates & Repo in NY: advances in post-trade, triparty and collateral

What crypto needs now is traditional prime with “evolved views of risk”

What we learned at our cross-product collateral arbitrage webinar

Securities finance results round-up for September 2024

T. Rowe’s Khokhar on CSA flexibility for collateral optimization

QuantStrats: “Comfort zones are where ambitions go to die”

BIS: multi-strategy funds led Yen carry trade leverage and cross-product investing

Cboe Clear Europe to cross product margin across stock loan and equities

Repo market players weigh access models and costs ahead of clearing mandate

Debt issuers can be market makers of their own bonds, blurring primary vs. secondary markets

Bloomberg on taking genAI from demo to buy-side delivery

Securities finance results round-up for August 2024

People moves: ABN Amro, Broadridge, Houlihan, Kayenta, State Street

Securities lending operations adjust to T+1-driven recalls automation

Data tech is changing the way hedge funds manage vol-related crises

Political stagnation on climate risk means markets are doin’ it for themselves

With existing tech stretched to the limit at T+1, intraday liquidity turns to DLT for T+0

Seclending and collateral signals: “hands to the pumps” for H2

US authorities should boost bank-fintech partnership model, not overregulate it

T+1 at 2 months: what are experts flagging up?

Securities finance results round-up for July 2024

ESMA warns neobrokers on “gamification”, backs seclending amid retail push

S&P Global’s O’Neill on Ethereum as a settlement layer

EU’s DeFi players prod regulators as tokenization interest booms