Posts by Anna Reitman

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

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

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

Four securities financing takeaways from recent digital assets events

Interview: Euroclear’s Grauls on a new “pledge back” funding structure

Interview: South Africa’s Absa on equities dynamism and repo rollback

SFM Interview: FIX developments for securities lending and repo – T+1 and end-to-end automation

FISL Preview: seclending clearing model like “DMA for beneficial owners”

FISL Preview: building out securities finance technology for long-term success

FISL Preview: optimization demands across market players and products reveal changing dynamics

SFM Interview: SSImple’s Meenaghan on automating SSI management

Interview: Evident on benchmarking financial AI maturity

FISL Preview: agent lenders and beneficial owners mull regulatory costs to capture seclending value

FISL Preview: buy-side weighs liquidity alternatives amid record seclending revenues

SFM Interview: Rapid7 flags first-party cyber risk in UK financial services

“All eyes on Basel” as banking stress fallout meets tight timelines for changes

SFM Interview: Mosaic leverages “space assets” for repo analytics expansion

FISL preview: legal experts flag how banking stress could add to pile of regulations impacting secfinance

Securities finance market conditions in April: cautiously optimistic after March volatility

SFM Interview: Redhedge on AT1 rotation amid banking turmoil

Interview: LRH’s Comotto on where SFT data is going

Pico on the data globalization boom amid localized constraints