Posts by Josh Galper

ICMA’s green repo paper: some definitions but it’s still repo in the end

What we learned at last week’s webinar on European repo data, best ex and D2C (Premium)

European Repo – data, best ex and dealer to client (D2C) trading

Regulators are getting serious about data standardization too (Premium)

Chinese bonds in the global collateral system are a big deal

Finadium: Agent Lender Survey shows outlook for 2021, product development and data trends

Is tri-party the best answer for hedge fund transparency to prime brokers? (Premium)

What we learned on TRS from the FT Comments section

Prime brokerage risk concerns make a comeback (Premium)

Notes from Janet Yellen’s first FSOC meeting as Chair (Premium)

An Archegos lesson: for market transparency, cash financing beats equity swaps every time

Bumps on the road to collateral digitization and bank balance sheet savings (Premium)

Citi/Sharegain deal should spark a new round of middle market engagement in seclending (Premium)

Archegos equity swap losses may hit $6 billion

Thursday idea roundup: digitization and settlement; Fed paper on UST market making; the value of clearing, and more (Premium)

Will the Fed’s removal of SLR relief matter that much? (Premium)

US House GameStop II hearing shows misunderstandings about securities lending but a few decent ideas anyhow

Democratic Senators again propose a US 0.1% Financial Transactions Tax

Everyone’s talking about product convergence but may not mean the same thing (Premium)

Does securities lending “promote” sustainable goals under Europe’s SFDR? (Premium)

Negative US Treasury DVP repo poses marketing challenge to SOFR (Premium)

Finadium: Global Tri-party survey shows assets at $6.15 trillion, broad increase in pledge demand

Take a break with these three fun music videos on inflation and finance

Negative US repo rates all but demand a Federal Reserve response

Bank of England working paper: How do secured funding markets behave under stress? Evidence from the gilt repo market

ISDA’s Andy Dyson encourages engagement with regulators on ESG and securities lending

UK FCA announces end of EU and Japanese LIBOR for December 31, 2021

Repo market opinions on the Fed moving IOER or changing term repo rates (Premium)

An inside look at Schwab’s ONE BOX securities lending initiative (Premium)

Growth patterns in the Continental European cleared repo market (Premium)

Hong Kong’s stamp tax increase proposal offers FTT lessons to Europe and the US (Premium)

The contribution of securities lending to US repo volumes and SOFR integrity

First hearing on GameStop yields insights on margin and settlement rules (Premium)

US mutual funds’ low non-cash collateral use sparks concerns on competitiveness (Premium)

Can prime brokerage financing work without credit intermediation? (Premium)

ECB steps in front of the climate change/monetary policy debate

Review of the Financial Transaction Tax proposals from New Jersey and New York

Finadium: Repo and CCP Client C­learing

US SEC asks companies to report when raising capital in volatile periods

Interview: Eurex to close Lending CCP as buy-side repo growth accelerates (Premium)

SFM Interview: Broadridge on the value of becoming an NSCC SFT Submitter (Premium)

SFT professionals and the push for central clearing in 2021 (Premium)

Finadium Big Ideas Quarterly Q1 2021 now online

Financial Bite: The Impact of Artificial Intelligence on Corporate Social Responsibility with Peter Seele, USI Lugano

The role of short selling and securities lending in supporting market efficiency, liquidity and economic growth

Six early impacts of the “GameStop effect” for securities finance (Premium)

Analysis of the Basel consultation on minimum haircut floors for SFTs (Premium)

FICC Sponsored Repo in 2021: Product Development and Market Structure

What happens to securities finance client conferences post COVID-19? (Premium)

Securities finance should support central bank debt forgiveness plans