Posts by Josh Galper

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

What US repo can expect from a Gary Gensler SEC (Premium)

Finadium releases UK SFTR analytics

SIX Repo on the SNB’s US dollar swap lines and SIX repo activity (Premium)

Finadium: International Access to China’s Securities Finance and Collateral Markets

Calls grow to revise global bank regulations, but revise what exactly? (Premium)

Senator Warren, please recognize what repo does for financial markets and the real economy

An imperfect deal on margin at NSCC’s proposed equity finance CCP is much better than no deal (Premium)

Finadium to host client webinar on FICC sponsored repo January 20, 2021

Macro Musings: Josh Galper on Dealing with Climate Risk and Its Potential Impact on US Financial Markets

When does securities finance need to pay attention to crypto financing? (Premium)

Climate risk will redefine the rules on cheapest to deliver collateral

Proposals to “fix” US repo and what problems they would really solve (Premium)

What lower net interest income means for custody banks (Premium)

Asset managers need to carefully assess how securities lending could make up for lost AUM fees (Premium)

Finadium: Saying No to Negative US Interest Rates: Policies, Detours and Securities Finance

Climate Risk Accounting

Fed and ECB balance sheets of 15 trillion? Entirely possible by 2025 (Premium)

Video: Stanford’s Darrell Duffie and Finadium’s Josh Galper discuss central clearing for US Treasuries (Premium)

CDM for securities finance gains momentum with vendors (Premium)

Does regulatory data collection negatively impact market activity? (Premium)

Momentum builds on climate risk stress tests

Trying to tie SFTR data back to existing market sources (Premium)

What the Financial Stability Board is saying about non-bank financial intermediation (Premium)

ESG is giving agent lenders something they’ve always needed (Premium)

If everyone is dodging responsibility for March’s Treasury market volatility, then what caused it?

Hedge fund financing margins and trading decisions (Premium)

Rates & Repo 2020: Electronic Trading and CCP Clearing in Repo

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