Posts by Josh Galper

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)

FISL 2020: Current Dynamics in the Securities Lending Industry

Analysis of Darrell Duffie’s paper on centralized clearing of US Treasuries (Premium)

What drove US and EU government repo rates last week (Premium)

Global equity market rises may be showing a breakdown in price discovery

FISL 2020: What the Next Generation of Securities Finance Professionals Thinks

The competition is on for asset manager desktop tech with robust custody integration

Do low US repo rates mean the Fed should increase asset purchases… or lay off? (Premium)

FISL 2020: Technology, Operations and Market Structure in Securities Finance

ESG in securities finance isn’t just principles – it’s also culture and compensation (Premium)

Starts and stops for Chinese bonds as global collateral (Premium)

The changing role of the hedge fund Treasury manager

Finadium: ESG is Changing Capital Markets: Services, Revenues and Outlook

DLT and the Common Domain Model are gaining momentum in securities finance (Premium)

Transforming the Global Trade Reporting Process – A Conversation with DTCC’s Val Wotton

Worried about negative US interest rates? Get smart on yield curve control (Premium)

Are primary dealers capacity constrained, and should asset managers become primary dealers too?

The Fed’s regulatory wish list: modifying Dodd-Frank’s Collins Amendment (Premium)

SFM Magazine, Spring 2020, is now online

Finadium Big Ideas Quarterly Q2 2020 now online

Equity derivatives: why scrip and rights trades have taken a hit in the crisis (Premium)

The Macro Environment, COVID-19 and Office Hours

Fed’s bond buying is now showing up in primary dealer statistics (Premium)

ECB collateral adjustments help, but the EU must still take big moves on bank balance sheets (Premium)

Client Webinar April 29: The Macro Environment, COVID-19 and Office Hours