Posts by Anna Reitman

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

MMF collateral gains traction amid reform of Europe’s short-term funding markets

FinCyber expert: if disaster plans go manual, they’re wrong

Cyber Week: FedNow is facing “scamageddon”

As US fiscal policy concerns surge, how much should repo markets worry?

GeoPolitechs: China’s new national standard on genAI service safety

Seclending volumes spike as revenues plunge – why?

Securities finance results round-up for June 2024

People moves: Citi Securities Services, Clear Street, ESMA, HSBC

ISDA leaders on genAI for collateral and trading

Special report: convergence of securities lending and repo tech on the trading desk

Interview: T2S settlement rates show penalty costs cut in half

FSB’s margin proposals could make it “more of a risk to be hedged” for NBFIs

People moves: Citadel, CLS, EACH, FDIC, FSOC, HQLA^X, LCH, OCC, US Treasury, US SEC, SIX

Interview: EquiLend’s McNulty on 10c-1a’s ambiguities and deviations

CMU manifesto: “bold top-down” strategy and more market-based finance

Interview: behind the scenes of cyber attack info sharing

People moves: CFTC, Deutsche Börse, IOSCO, ISLA, UBS

Securities finance results round-up for May 2024

Interview: Cboe Clear Europe’s Patel on designing SFT clearing structure

Interview: EquiLend’s Mantle on what to watch for as T+1 goes prime time

Interviews: Acadia’s execs on taming the “Wild West” of margining

Interview: legacy and new standards integration a priority as UPI rolls out in EU

People moves: Apex, BCBS, CFTC, Citi, DBS, Deutsche Börse, ESMA, ICMA, Morgan Stanley, SEC, Vanguard

Interviews: Repo democratization in Canada

STAC Summit: no AI winter in sight – but when’s the summer?

People moves round-up: AIMA, ECB, FSB, Goldman Sachs, Houlihan Lokey, SEC, SocGen, UBS, Wematch

Interview: SDX’s Newns on wCBDC criticality for tokenization

Repo expert: “we’re in a cross current of regulation with amazing new technology”