Posts by Josh Galper

New competition in three areas of securities finance and collateral technology

Data sharing and the modernization of beneficial owner legal agreements in agency securities lending

Finadium: US Repo Dealers, Rising Rates and Quantitative Tightening

Repo to benefit from financing demand as Japanese investors deterred from buying US Treasuries

Key takeaways from day one of the Finadium Investors in Securities Lending 2022 Conference

Finadium NYC technology event in September: can crypto revenues justify securities industry investments?

Finadium Big Ideas Quarterly Q2 2022 now online

US indictments of Archegos underscore regulatory design flaws of Total Return Swaps

Our take on the Euroclear/Bloomberg/Sunthay guaranteed repo project

Finadium launches US Treasury Repo Benchmarking

What happens when everyone knows the total physical and synthetic short exposure against individual securities?

The ongoing disconnect of US bilateral DVP repo rates vs. triparty

Why are securities lending and repo markets so hard for non-participants to understand?

Finadium: Corporate Actions Solutions for Securities Finance: A Finadium Survey

The tokenization of repo is exciting but technology only gets halfway to the goal

CCPs prepare to increase capital to meet the costs of market volatility

US regulators want uncleared bilateral repo data – here’s the best way to get it

Empty voting has overstayed its welcome in today’s securities lending industry

What will it take for the buy-side to get serious about cross-collateral optimization?

Finadium announces client webinar: Catalysts for Digital Adoption in Securities Finance and Repo

Who trades US equity repo, and how much?

What services will the buy-side need for Peer to Peer securities finance?

US seclending cash collateral fees are weighed down by low benchmark rates

Analysis: we tested Quantum Computing to predict UST repo rates

Finadium: A First Look at Central Bank Digital Currencies and the Repo Markets

What agent lenders are saying about the buy-side in securities lending

SFM Interview: BNY Mellon’s Gesa Benda on the ECB’s single collateral rulebook

Will Chinese banks abide by Western sanctions or support Sino-Russian geopolitical cooperation?

Collateralized title transfer in the digital age: where it works and why it matters

SWIFT sanctions not the most punitive tool for Russia, for good reasons

Finadium: Europe’s Capital Markets Union: Progress and Mid-Term Impacts

Our thoughts on DTCC’s new bilateral repo data product

Will Credit Suisse’s $81 million settlement in a 2017 stock loan lawsuit make a difference to the industry?

Read this ISLA Reflections of the CEO post, the most important in some time

Securities finance, the stablecoin market and planning for CBDCs

Finadium Big Ideas Quarterly Q1 2022 now online

Divergent central bank interest rate policies create an uncertain path forward

Should hedge funds be worried about securities lending and short selling transparency?

The Fed’s paper on Central Bank Digital Currencies has impacts for securities finance

Finadium: FX Swaps and the Repo Market

Securities finance should know about these two digital derivatives plays

The last days of old-style regulatory transparency initiatives

Webinar replays now live: Rates & Repo 2021; Total Return Swaps

Market commentary on rising US interest rates and securities lending revenues

As interest rates rise, how soon can repo expect wider spreads?

Finadium: Business Update on Banks in Quantum Computing

US$1.9 trillion at the Fed’s Reverse Repo Facility – a big number for sure, but one that should be taken in context

US regulators propose 5th major change for securities finance transparency this year; Finadium announces client briefing on January 11, 2022

Project Jura suggests a CBDC future for securities finance

Peer to Peer at the end of 2021: the monetary policy story