Posts by Anna Reitman

Interview: BNY Mellon’s Squire on what’s happening in triparty

Interview: Meritsoft’s Carpenter on mitigating costs amid T+1 prep

Cleveland Fed conference: which secfinance-related risk indicators are being watched?

Interview: prioritize AI regulation ahead of US bank consolidation wave

Interview: ANNA and DTIF on progress of institutional-grade crypto standards

Interview: Baton Systems’ Knight on assets mobility and accelerated settlement

Special Report: 24-hour repo/collateral trading and lessons from equities markets

AFME OPTIC: markets grapple with wider T+1 issues as EU faces tough decisions

Special Report: ESG is working through conflicts on way to becoming core data

Rates & Repo Preview: repo on chain and collateral mobilization

Rates & Repo Preview: market conditions in US repo

Rates & Repo Preview: mandatory clearing of UST repo

Interview: DSB’s Kalliomaki on UPI service go live

Interview: Broadridge’s Barakat on DLT network value in secfinance and collateral

Interview: Trading Apps on why this time is different for TA.Link launch

Interview: ION Treasury’s Kolman on reengineering for “CFO office convergence”

Traders at a crossroads between risk models and morals

Interview: NeoXam’s Versteeg on data management in China

Special report: how ready is the industry for SecFinGPT?

BIS: repo structural shifts during 2023 banking stresses won’t stave off next shock

Interview: hedge funds recalculate strategies amid repricing risk

Interview: Bloomberg’s Falina on buy-side’s T+1 prep

Product innovation: FIS on competition and channeling liquidity

Interview: EquiLend’s Mantle on how T+1 is being managed

Back to School? WFE thinks big with educational initiative on market infrastructures

Product innovation: Transcend on enterprise-wide collateral optimization

Interview: LRH’s Comotto on SFTR for data-driven secfinance

Interview: Linklaters’ Le Vesconte on crypto’s legal frameworks and the impact on collateral

Interview: Finteum’s Nolan on the path to go-live for intraday repo on DLT

Interview: TMX Datalinx’s Tran on Term CORRA and Canada’s Banker’s Acceptance market

Interview: S&P Global on secfinance arbitrage during market shake-ups

Interview: Acadia’s Thomey on “post-UMR” collateral automation and optimization

Interview: ISLA experts on navigating the ESG regulatory grey zone

Interview: ION’s Markman on ISO 20022 migration from FX to securities

US treasury/repo clearing mandate makes derivatives markets wary on basis trade impact

Interview: Herzog Law on the direction of travel for AI regulations

Interview: OpenGamma on buy-side liquidity planning for ISDA SIMM’s mid-year recalculation

Interview: LCH RepoClear SA sees 50-60% IM reduction with merged collateral pool

Interview: Meritsoft’s Carpenter on CSDR Refit agreement and where seclending benefits

Interview: LCH SwapAgent’s Barnes on cross-currency swap signals for repo

Interview: Wematch on what banks are doing to handle the TRS boom

Interview: Cboe Clear Europe’s Patel describes the new SFT clearing service

Four big takeaways from ISLA’s 2023 annual conference

Interview: Eurex advances on clearing the full euro yield curve

Interview: Common Domain Model hits the “who is using it and for what?” phase

Interview: Clear Street’s Subbu on securities lending market progress and expansion

Special report: interoperable fintech is altering the workplace from siloed to open concept office

Interview: CCMA on the T+1 countdown, top market priorities and forecasting fails

SFM Interview: TMX Group’s Kevin Sampson on Canada’s new collateral service

SFM Interview: S&P’s Kabin George on advancing seclending performance benchmarks