Posts by Josh Galper

Three lessons learned and the data from US repo in the last days of 2019 (Premium)

Macro Musings: Josh Galper on the Current State of Repo Markets, Key Bottlenecks, and a Balanced Proposal to Restore Stability

Why we’re here: an argument for capital markets

Webinar: Introduction to Collateralized Transactions for Students and New Professionals

Should you listen to Ray Dalio? (Premium)

FIA: OTC derivatives clearing is making interest rate swaps look like futures

Assessing the importance of GSIB scores on year end financial stability

Registration Live: Finadium Investors in Securities Lending, New York, May 13-14, 2020

What we learned at our Zurich 2019 event (Premium)

Finadium: US Repo at Year-End 2019: The Hard Choices Ahead

Finadium launches repo analytics database, invites clients for beta test

Did Japan’s Government Pension Investment Fund make the right decision in exiting equity lending? (Premium)

If the Swiss National Bank can trade repo on SIX, why can’t the Fed trade repo on FICC? (Premium)

Are US negative interest rates even possible?

CSDR buy-in rules and possible lessons from US Rule 204T (Premium)

China’s digital currency project: why you should pay attention now (Premium)

Zero fee fund managers have incentives to improve securities finance market structure

US adoption of SA-CCR means easing for derivatives clearers and incremental liquidity for big banks

The impact of direct agency lending programs for asset owners, hedge funds and market structure (Premium)

Finadium: Local Currency Repo in Asia: Collateral Growth and the Path to Mass Adoption

Is there offshore demand for Chinese bonds as collateral? (Premium)

Media worries about sponsored repo miss the mark (Premium)

Preview: Zurich Securities Finance Roundtable, 4 December 2019

What we learned at Rates & Repo 2019 (Premium)

Finadium Big Ideas Quarterly Q4 2019 now online

As Europe’s negative rates hurt bank revenues, the ECB looks at breaking the cycle

Should the Fed skip the small talk and become a quasi-primary dealer?

The future of global regulatory agencies in an era of fragmentation

A move towards ultrashort cash collateral vehicles has some worried about liquidity risk (Premium)

What to expect at Rates & Repo 2019 next week

A pan-Asian collateral stablecoin? Why it may be worth taking seriously (Premium)

The Fed and the ECB are getting backed into a corner on digital currencies (Premium)

Finadium database of hedge fund/prime brokerage relationships now live

Green Bonds are a ready-made opportunity for repo desks both in Asia and around the world

Clients of collateral technology vendors are working to solve new problems

Getting from a bigger Fed balance sheet to calm repo markets (Premium)

Extreme specials: great for the winners, bad for the markets (Premium)

See who is coming to Rates & Repo 2019

Finadium: Assessing the European Client Securities Finance Market

Where does the SEC stand on no action letters for asset managers in securities lending? (Premium)

The data show whether the Fed has tamed US repo rates for now (Premium)

SFM Magazine, Fall 2019, is now online

Asset manager thinking on counterparty default indemnification including CCPs (Premium)

The Fed does the right thing for repo by offering term liquidity through quarter end (Premium)

Investors in Securities Lending conference launches tomorrow in Paris

Fed’s liquidity provision on Friday Sept 20 meets almost all market demand

US repo markets show capacity limits – what happens next (Premium)

Finadium: Collateral Management Technology Vendors in 2019: A Finadium Survey

Monday News Update, risk edition: bond markets, possible negative US rates, trading and more (Premium)

Finadium launches database on hedge fund/prime broker relationships; invites beta testers for online access