Posts by Josh Galper

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)

Fed nominee Shelton backs the gold standard – there are good reasons why we aren’t on it (Premium)

Can securities lending now talk about “Best Execution” for real? (Premium)

Revenues and Expenses of US Mutual Funds and ETFs in Securities Lending

Finadium report and webinar: Revenues and Expenses of US Mutual Funds and ETFs in Securities Lending

Senior London bankers report disheartenment with cultural fit, juniorization (Premium)

Does the world need an ECB repo facility for central banks?

Fed shift to afternoon repo operations helps pricing but not volumes (Premium)

Singapore’s Variable Capital Company plan is a tax play worth watching (Premium)

Client Webinar July 15: Revenues and Expenses of US Mutual Funds and ETFs in Securities Lending

Looking for better market information? Finadium runs 3-6 months ahead of the news cycle

“People are policy”: Quarles and Brainard at the Federal Reserve (Premium)

Working through the practicalities of the UK decision to cancel CSDR’s settlement discipline regime (Premium)

We review the US regulatory capital rule on excluding US Treasuries and central bank deposits from the Supplementary Leverage Ratio (Premium)

New survey data: collateral convergence on OTC derivatives and securities finance desks (Premium)

Will Basel IV’s complexity mean the end of internal market models? (Premium)

Finadium: The Impact of COVID-19 on Collateral Management

In collateral management, no news is very good news

Preparing For a Very Different Tomorrow: COVID-19 and the Collateral Ecosystem

By the numbers: the importance of algorithmic trading on equity market volatility (Premium)

How bank treasury managers allocate balance sheet and implications for repo (Premium)