Posts by Anna Reitman

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

SNB and SIX working with banks for new liquidity support framework

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

Trade-off strategy in full swing as firms weigh US SEC’s repo exemption under clearing rules

Limit checks for on-risk cleared repo underway, says OSTTRA

What can we know about securities lending state-of-play at Q2?

Securities finance results round-up for March 2025

Broadridge to launch “AI workers” that can prevent predicted fails

Agent lenders see new routes as seclending and repo converge

Hedge funds are poised for “agentic AI” in risk and financing

Rates & Repo Europe Preview: remaking and rewiring global market liquidity

ETFs boom globally as securities lending revenues spike

Rates & Repo Europe Preview: where is European market structure heading?

What’s behind fixed income lending revenue strength?

Securities finance results round-up for February 2025

Crypto gets in the collateral mix at SIX’s triparty agent

Buy-side desks can save 80% on margin costs with stress analytics tools

“Organized chaos” of regs create urgency on T+1 and DORA, but tokenization a bright spot for secfinance

“Automation is no panacea” for Europe’s T+1 shift, says ISITC

Derisking the global financial system depends on digital standards

“Too early in the year to be pessimistic” on secfinance trends

Securities finance results round-up for January 2025

AI in post-trade is like “guardian angel” for regulatory reporting

Collateral on DLT can avoid new regulations but firms must overhaul legal agreements

Top Finadium News & Opinion feature articles in 2024

Cboe Clear Europe to ramp up SFT clearing in Q1 2025

Securities finance results round-up for year-end 2024

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

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

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?