Posts by Josh Galper

Really, what happens if US dealers run out of balance sheet for funding? (Premium)

Finadium: Leading Asset Managers on Securities Lending: A Finadium Survey

Infographic: electronic repo market volumes July 2019

US Treasury issuance suggests more funding market stress and a push for the Standing Repo Facility

Our views on the QS Holdco lawsuit dismissal (Premium)

It’s the Fed vs. The Clearing House on US real-time payments (Premium)

Finadium Big Ideas Quarterly Q3 2019 now online

LSEG gets bigger in the battle of the repo platforms (Premium)

Review of responses to ESMA consultation on SFTR reporting

Is there a culture gap in hedge funds building treasury divisions? (Premium)

Hedge fund volume on FICC sponsored repo is spiking – here are the numbers (Premium)

One idea for rebuilding the specials market in securities finance (Premium)

Details on the DTCC’s plan to launch a securities lending CCP, or rather, an SFT CCP (Premium)

Lessons from gaming: Google’s Stadia and Microsoft’s xCloud show a potential fintech business model

Key takeaways from Hazeltree’s 3rd annual buy-side treasury and portfolio finance event (Premium)

Finadium: Declining Securities Finance Volumes: Pricing, Problems and Solutions

Understanding Deutsche Bank’s “radical transformation”

Can Japan get out of its deflationary spiral? (Premium)

Winners and losers from the Basel Committee’s Leverage Ratio changes on margin and window-dressing

What’s next as the SEC addresses more unfinished Dodd-Frank business (Premium)

New report warns of skilled labor shortage in UK financial sector

Fintech trends with implications for securities finance and collateral (Premium)

The agent lender queue may no longer be in the client’s best interest (Premium)

BNYM clears the first Eurex Lending CCP client trade – have the floodgates opened?

ECB reports euro gaining ground on US dollar as a reserve currency

Finadium: ESG Funds in Securities Lending: A Statistical and Program Analysis

Beyond Meat (BYND) highlights dysfunction in securities finance pricing (Premium)

The Powell Put: pros and cons to the Fed’s intervention to sustain the US expansion

Is there any value in uncleared margin rules for phase 5 market participants?

Thursday News Roundup: analytics for hedge funds, the rumor mill, seclending pricing and more (Premium)

US bank balance sheets show capacity – at what point would policymakers react?

Battle of the European repo RFQ platforms (Premium)

A methodology for measuring the impact of fund fees in securities lending using public data (Premium)

Finadium: ISDA’s Common Domain Model and the Digitization of Collateral

Plans for our institutional investor securities lending conference in Paris, 24 September 2019

We review ESMA’s consultation on SFTR reporting (Premium)

Time for an SA-CCR in securities finance

Targeting benchmarks to the right audience: the case of Ameribor (Premium)

New paper from Fed researchers finds concrete link between securities lending, trade volumes and price discovery

The value of the repo CCP in Canada

Benchmarking US cash collateral management fees in securities lending (Premium)

We review the Better Finance report criticizing EU asset manager seclending fee splits (Premium)

Finadium: The US SA-CCR, Derivatives and Securities Finance Competition

Should US repo be priced off of OBFR, SOFR or IOER? (Premium)

Finadium Big Ideas Quarterly Q2 2019 now online

SFM Magazine, Spring 2019, is now online

Key takeaways from FISL NYC 2019 (Premium)

Mastering the Client Side of SFTR

Smaller clients, new opportunities in securities finance should be pursued

Does the European pledge model solve all ills? (Premium)