Posts by Anna Reitman

Securities finance results round-up for November 2025

CDM at inflection point amid competing standardization priorities and hurdles

Collateral in the front office means an overhaul of operating models for big buy-side firms

Advanced AI is trickling up from retail to wholesale deployment

Data mobility is the business end of quantum secure communications

Collateral analytics now a matter of RoI for advanced buy-side

Securities finance results round-up for October 2025

Rates & Repo preview: repo adapts to global trading and market structure upheavals

Rates & Repo 2025 preview: reenvisioning repo from front to back

Rates & Repo 2025 preview: questions abound on repo clearing options as decision go-time nears

Banks see surge in AI maturity and use case disclosures

T+1 countdown in Europe: seclending market players grapple with tech decisions

Financial quantum battles RoI pessimism amid “readiness” edicts

Seclending revenue optimism leaps as global dealmaking revives

Securities finance results round-up for September 2025

Canada’s triparty repo gears up for corporate and buy-side entrants

Dividend arbitrage makes headlines again, is this time different?

Collateral optimization advances with “pseudo” interoperability

Trad-De-Fi convergence is a two-way street for 24/7 collateral

Cleared Repo in Europe Preview: Building a Better Market

Securities finance results round-up for August 2025

Broadridge launching intraday repo as DLR ledger matures

Special report: 2025 conference season revisited – what’s the buzz?

After bumper H1 revenues, seclending markets between bubble and squeeze

Fed’s Waller suggests “maturity-matching strategy” for central bank balance sheet

Securities finance results round-up for July 2025

AI for seclending: ALD and GMSLA management follow path of OTC derivatives

Fed seeks “integrated review” of capital frameworks for large banks

Collateral on DLT is advancing under the banner of open source

Buy-side faces high stakes rulemaking on non-bank leverage overhaul

UTI gets new lease on life as firms tackle accelerated settlement

Cboe Clear Europe paves way for funds in EU and US for SFT clearing

Middle East seclending boom attracts new players to adapt familiar structures

Securities finance results round-up for June 2025

Mid-sized traditional custody faces off against hefty competition for fund manager business

A new view on Synthetic Risk Transfers, repo and arbitrage financing for trading strategies

Better hard-to-borrow sourcing is about process as much as tech

US financial deregulation puts firms on compliance backfoot

Collateral analytics show how markets are adapting to trading dynamics

Securities finance results round-up for May 2025

CIRO’s close-out proposals raise ire of Canada’s seclending market

What’s next after SFT exemptions from Europe’s T+1

Causality Link on fixing what genAI can’t do (yet)

FISL preview: new creativity in seclending solutions for buy-side clients

FISL preview: “set and forget” becoming “total liquidity planning” in seclending

FISL preview: agents ride market turmoil as seclending options boom

European cleared repo volumes reach turning point in April

Securities finance results round-up for April 2025

“Unbundled” repo clearing gaining steam globally including in smaller markets, says Nasdaq

DTCC on casting a wider net for cross-margining UST cash, repo and futures