Posts by Josh Galper

Pension plans and sovereign wealth funds as hedge funds in 2024

The US SEC’s securities finance agenda is doomed but UST repo clearing will grow anyhow

Finadium: Asset Managers in Securities Lending Survey 2024

Can UCITS funds really not accept pledge in securities lending?

The next dealer axe in securities lending collateral

Finadium Big Ideas Quarterly Q4 2024 now online

How ugly will the US repo clearing paperwork get?

Rates & Repo North America 2024 recap – a record crowd and high value speakers

How Quantitative Tightening should drive demand for intraday funding activity

Finadium to host webinar on securities lending indemnification, free for the buy-side globally

Collateral markets and global risks to watch right now

Synthetic Risk Transfer structures can become a regular part of the securities finance playbook

Should securities finance aim for automation, artificial intelligence or both?

Finadium: Collateral Management Outsourcing: Providers, Market Size and Business Trends

Getting from Loanet to Loanext: What’s It Worth to the Market?

For discussion: central banks as CCP members for repo clearing

Repo and securities lending data consolidation opens new doors for funding and financing optimization

Euroclear improves end-to-end collateral schedule workflows

How securities finance can join the private markets rush

The future state of US Treasury repo data requirements

Finadium launches client GUI for hedge fund exposures and counterparties data

Finadium: Strategies for Synthetic Risk Transfer Trades

Vendor hiring of collateral SMEs enters a new era

Evidence of behavior change at the SEC in securities finance rule making

Collateral market tops €25 trillion, expanding the argument for DLT solutions

In considering T+0 settlement, is Netted T+0 or Gross T+0 a better option?

Finadium: Filling the Talent Gap in Securities Finance and Collateral

TRS trading volumes again foreshadowed recent equity price volatility

Finadium Big Ideas Quarterly Q3 2024 now online

ESG and DEI without bonus incentives are set for failure

We haven’t hit peak nanny state yet, and that’s not good

A leveraged investor with no triparty relationship yet? Take action now to beat the repo clearing rush

A new generation of US Fully Paid securities lending has hit the market

Netting in Central Bank Money opens a new opportunity for balance sheet efficiency

Basel Committee decision on repo in stablecoins creates bank business opportunities and greater crypto market legitimacy

New regulatory proposals on counterparty credit exposure point to DLT solutions

Get smart about FIS’s Securities Finance Matching Platform with these Finadium resources

Finadium: Survey of Triparty Agents 2024

The basis trade is global – regulators are now talking about risk spillovers

US repo balance sheets tightened at end of June – what does that mean for the rest of 2024?

Key themes on OMSs and liquidity in securities lending from our recent webinar on execution venues (and replay now live)

Have non-indemnified securities lending volumes topped out?

CRD VI and CRR III text published in the Official Journal of the European Union

Projecting repo volatility from FICC DVP data, tax season and the Wall of Cash

Finadium: Agent Lender Survey 2024

How can securities lending data be made easier to analyze?

The Texas Exchange is a return to regionalism in US financial markets

Video Interview: Murex’s Marc Natale, Head of Presales, Marketing and Go-to-Market, on the market move to T+1 in securities finance and collateral

How much should non-banks prepare for collateral liquidity shocks?

A beneficial owner asks: “As smart bucketing usage increases, what options are agents considering to manage the assets of those who will be disadvantaged by that selection criteria?”