Posts by Josh Galper

Finadium to host webinar on climate risk accounting – December 8

Our roadmap for the US Office of Financial Research in a Biden administration (Premium)

Finadium: US Repo Participants on Market Conditions and Prospects for 2021

Repo, Total Return Swaps and collateral competition (Premium)

Early hints of what a Biden presidency means for US capital markets

Finadium Big Ideas Quarterly Q4 2020 now online

A crypto prime broker appears in hedge fund SEC fillings (Premium)

Can securities lending pull itself out of its own revenue rut? (Premium)

Finadium: Climate Risk Analysis for Treasury and Collateral Managers

What’s new in the US NSFR final rule (Premium)

SFTR’s inclusion of buy-side data brings new trends and questions (Premium)

Is Eurex’s Lending CCP succeeding in expanding the size of the market?

SFM Magazine, Fall 2020, is now online

Key takeaways from our webinar “UMR and Securities Finance in Europe” (Premium)

How asset managers consider counterparty exposure on FICC sponsored repo (Premium)

Synthetic prime brokerage revenue now bigger than physical financing revenue for the first time (Premium)

Finadium: Total Return Swaps and Bank Resource Optimization

As asset managers consolidate, who wins and loses in securities lending? (Premium)

UMR and Securities Finance in Europe

The numbers on excess reserves at the Fed

Implications of ISDA’s proposal, “Collaboration and Standardization Opportunities in Derivatives and SFT Markets” (Premium)

Solving a structural problem at beneficial owners for securities lending competitiveness (Premium)

Natixis’s Bertrand Bordais, Government Bond Repo Head for GSF, on EU repo market conditions and the outlook for the coming year

In US repo, an end of year print at 27 bps means uncertainty is afoot (Premium)

Preview: webinar on UMR and Securities Finance on 06 October (Premium)

Charts on funding activity from US Treasuries, Fed assets and money funds

ECB helps bank Leverage Ratios but doesn’t address the bigger Basel challenge (Premium)

A contrarian argument for tighter liquidity in US repo through year end (Premium)

A consultant user’s view of ISLA’s new Securities Lending Performance Measurement guidance (Premium)

Finadium goes live with SFTR database, adds OFR repo to Repo Analytics tool

Finadium: Planning for Securities Finance After COVID-19

The big advances in OFR’s new repo data sets (Premium)

The bombshell CFTC report on asset repricing based on climate change risk (Premium)

Finadium, Eurex and Natixis to host webinar on UMR and securities finance on 6 October

Who benefits from growth in peer to peer securities lending revenues (Premium)

Doors open for international access to China’s huge securities finance markets

Finadium launches SFTR database, invites clients for beta test

The Fed’s new monetary policy plan has big impacts for securities lending (Premium)

Reader feedback on our report, “Leverage Ratios, SA-CCRs and Securities Finance” (Premium)

Finadium: US Pension Plans in Securities Lending: A Corporate Governance Perspective

As 30 year Treasury yields rise, the options are intervention or market stress (Premium)

A first look at original SFTR data reports (Premium)

Finadium: Leverage Ratios, SA-CCR and Securities Finance: The New Regulatory Costs of Business

Assessing the benefits of loosening Dodd-Frank’s Collins Amendment (Premium)

Finadium Big Ideas Quarterly Q3 2020 now online

The UK’s CRD V proposal: does it stick to the EU plan? (Premium)

An argument to encourage other currencies to gain prominence over the US dollar

The social element of securities finance and collateral as COVID-19 continues (Premium)

The CCP argument for collateral standardization and sponsored clearing post-COVID-19 (Premium)

A renewed focus on hedge fund risk in US Treasury repo, options and the basis trade (Premium)