Posts by Josh Galper

Finadium: Total Return Futures, Total Return Swaps and the Repo Market

Korea lets a blockchain seclending platform into the sandbox – should you care?

Industry responds to SEC proposals on ETF custom basket creation/redemption (Premium)

Three ways to read the ENSO Data Insights launch (Premium)

For SFTs, is there information value in RTS 28 reports? (Premium)

US and European repo market structure for H1 2019 in five charts (Premium)

Three ways to jump-start securities finance volumes (Premium)

Finadium: Custodians and Client Facing Technology

Finadium launches enhanced analytics for US mutual funds and ETFs in securities lending; invites beta testers for online access

Thursday news roundup: SOFR end of March, Modern Monetary Theory, Brexit liquidity risk (Premium)

Finadium securities lending conference in NYC May 2-3 spotlights asset manager, hedge fund, bank and vendor experts

Markets warned on populism eroding central bank independence

Emerging markets are building out securities lending. Will investors show up?

Maybe term SOFR based on repo rates doesn’t really matter

Finadium: Scenarios for a Cyber Collateral Attack

Buy-side trading dynamics on FICC sponsored repo

Does securities lending matter for Salt Financial’s negative fee ETF?

A Standing Repo Facility as the new ceiling on US overnight rates (Premium)

A Common Domain Model for securities finance

Big news for the Finadium Investors in Securities Lending Conference in New York, May 2-3 2019

Finadium: The Present and Future of Securities Finance Market Data

Securities Lending 101

Evidence that short selling does not harm equity prices

Uncertainty in reporting for CSDR settlement fails rules

One year later, Direct Repo® is thriving

An argument that more PB internalization will lead to more direct securities lending (Premium)

Can independent custody on the blockchain make sales? We don’t see it.

We propose a template for US pension plan securities lending reporting

Finadium: US Pension Plans in Securities Lending

How to grow in the prime brokerage market for 2019 (Premium)

Business of Collateral Trading 2019 roundup and conference materials (Premium)

Federal Reserve paper shows securities lending benefits to OTC market liquidity

For US banks, is CCAR or the Leverage Ratio the binding constraint on securities finance

ECB papers highlight the state approach to solving market problems

What’s in the US OFR’s new repo data collection rules (Premium)

US mutual fund and ETF seclending data causing trouble already (Premium)

Opportunities for SFTR data in the private sector (Premium)

Finadium: Trust, Technology and Advances in Crypto Privacy

Finadium training: Securities Lending 101 client webinar, March 5, 2019

On the buy-side, “if you have no collateral strategy, you’re dead”

Finadium Big Ideas Quarterly Q1 2019 now online

DFAST and CCAR scenarios for 2019: what’s the worst that could happen?

Comments on whether the US NSFR will be a binding constraint on securities finance

The Eurosystem Collateral Management System (ECMS) and tri-party: good, bad or indifferent? (Premium)

Behind the uptick in Jan 31 2019 US repo rates (Premium)

Bloomberg dips its toe into securities lending and repo trading (Premium)

Review: RMA and EquiLend’s LatAm guide

US repo has become a good deal for cash investors

Analysis of ICE’s proposed unsecured US bank yield benchmark (Premium)

Review of the second annual Asian Prime Collateral Forum