Posts by Josh Galper

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

Finadium: US Mutual Fund and ETF Revenues from Securities Lending Cash Collateral Pools

What needs to happen for US repo to regain spreads? (Premium)

Finadium: The User Experience of Electronic Repo Trading in Europe

The steepening slope of financial deregulation (Premium)

A primer on Modern Monetary Theory for securities finance and collateral (Premium)

Monday News Roundup: new data, fast moving regulations, repo trends and more (Premium)

Analysis of the Fed’s decision to exempt US Treasuries from the Supplementary Leverage Ratio

Forecasting a great central bank debt eradication program

The Euro project is also under attack from COVID-19 (Premium)

Six charts you should see this week (Premium)

Initial securities lending impacts from the coronavirus (Premium)

What’s illiquid? Tracking the credit crunch impact on money market funds

Coronavirus puts another dent in dollar’s role as reserve currency (Premium)

Closing exchanges, short selling bans and circuit breakers: what works and why (Premium)

Tracking US repo stress as part of dollar funding demand (Premium)

Decoding the ECB’s policy moves to combat coronavirus impacts (Premium)

Federal Reserve cuts rates and six central banks thunder in with dollar liquidity

Central banks can’t solve the coronavirus but are succeeding in a key area

Finadium: Best Practices in Risk Management for Securities Finance

Competitive analysis of the top securities borrowers from US mutual funds and ETFs (Premium)

Is US repo heading for trouble? Here’s the story in five charts (Premium)

Finadium updates: new mutual fund seclending data, SOFR Averages, events and review of market predictions

Coronavirus: US funding news update

Global force majeure creep into the collateral world (Premium)

Have we hit a tipping point of buy-side firms taking responsibility for their own collateral? (Premium)

Central banks and the danger of a lasting global recession from the coronavirus (Premium)