Posts by Josh Galper

Every firm needs a triparty client strategy, even with only one triparty agent

Survey finds collateral technology vendors hunkering down on data management, collateral processing

Liquidity tops US repo market concerns as year end approaches

Finadium: Financial Resource Optimization: From Compliance to Strategic AI Advantage

Finadium Big Ideas Quarterly Q4 2025 now online

Tech is outpacing capital markets with potentially serious consequences

Who is coming to Rates & Repo next week

Should Yield Exchange be Canada’s triparty front end?

Building the Business Case for Securities Finance Trade Execution 2.0

What does a smarter buy-side mean for dealer funding and financing desks?

A big year for securities lending tech, and ISLA Americas

Finadium: Collateral Management Technology Vendors in 2025: A Finadium Survey

Collateral-in-Lieu as an answer to limits in US repo client clearing

Finadium: Client Pricing Strategy in Funding and Financing

From Paris, two key factors for the success of European repo clearing for clients

Hedge fund leverage is reaching new highs in 2025

Mandatory US and UK repo clearing increases the likelihood of short-term liquidity disruptions

Nasdaq offers seclending a game changing moment by making all securities tradable on DLT

US equity Total Return Swap trading volumes are double 2024 figures

Analysis of the Court decision to halt US SEC short selling and securities lending rules

A primer on crypto reference rates and custody for securities finance participants

A primer on crypto smart contracts for securities finance participants

Behind the data: why Finadium’s prime brokerage equity finance revenues are higher than other estimates

Finadium: Prime Brokerage Equity Finance Revenues in 2025

A Synthetic Risk Transfer deal in prime brokerage shows the balance sheet benefit

Finadium Big Ideas Quarterly Q3 2025 now online

With Trading Apps, EquiLend gets redundancy for NGT but competitors remain active

A new $12 trillion US repo market estimate refocuses the conversation about repo clearing capacity

Finadium: Leaving Legacy Architecture: The State of Play for Capital Markets

Can Basel III Endgames weather the US-led storm?

The winners and more winners from ESMA’s clarification of pledge acceptance for UCITS funds

Stablecoins as a competitor to fiat currency for securities and collateral

The financing argument for hedge funds to set up accounts with retail brokers

Finadium: The International Expansion of Fully Paid Securities Lending

Scoping the size and exposures of US equity repo

The hot trade in shorting inverse leveraged ETFs

Broad adoption of DLT for repo and collateral needs this critical input

Spreads on GCF to US Treasury tenors are wide – why isn’t there arbitrage?

At CASLA, frustration with a lack of data standards for securities finance has a potential path forward

Portfolio finance is growing up at pensions and sovereign wealth funds

GC Pooling: a liquid market for a range of economic conditions

Finadium: Innovation in APAC Secured Funding and Financing Markets

At FISL, the retailization of the US securities lending market

Can the CME/FICC cross-margining deal save the basis trade (and the US Treasury market)?

Repo and securities lending rates continue to show a lack of convergence

Finadium Big Ideas Quarterly Q2 2025 now online

Relative Value trades in UST repo runs missing in action

Is non-DLT intraday repo clearing and settlement a better way to go?

US beneficial owners in an age of securities lending consolidation

Finadium: Where’s the DLT Tipping Point? A Finadium Survey