Posts by Josh Galper

UC Berkeley and the Chicago Fed on securities finance conditions, asset prices and liquidity

Finadium: European Delta One Trader Survey

The value of a new securities lending volatility indicator (Premium)

How final are the Basel Committee’s market risk rules?

LIBOR to SOFR basis risk: challenges are defined but the industry needs action plans

The Big Migration: Moving from LIBOR to SOFR, SONIA and ESTER

Finadium: Stock Exchanges, Security Tokens and Capital Formation

Five predictions for securities lending for 2019 (Premium)

BIS report: central banks continue to explore their own cryptocurrency issuance

Could Chinese banks become an important liquidity source for Western banks? (Premium)

Update on our Frankfurt event, “The Business of Collateral Trading”, 21 February 2019

Not that dramatic: repo spikes in Europe and the US were quick and understandable

Why US banks are getting fined for ADR violations (Premium)

A proposal for securities finance and collateral management to hire more young people

The latest ICMA/GFMA repo report is a new call to regulators. Will they listen?

Finadium announces client webinar on LIBOR transitions for January 15 and 16

Should CLOs be in your collateral portfolio?

BNYM purchase of Trading Apps expands on two important agency lending trends (Premium)

The buzz on Total Return Futures (Premium)

Finadium: US Repo Market at End of 2018

Are fiduciaries risking litigation by not electing scrip dividends or rights issues? (Premium)

Macro Musings: Josh Galper on LIBOR, Overnight Lending, and the Lehman Brothers Collapse

A European challenge to the dollar highlights the breakdown of the Bretton Woods order

What we learned at yesterday’s securities finance event in Zurich (Premium)

Progress on Frankfurt as the next big banking hub

Fed survey sharpens understanding of banks and IOER

The ECB finds risk in ETF securities lending and TRS – is this real or a rehash of old stories?

Finadium: Stablecoins, Capital Markets and the Fiat/Digital Currency Divide

Why it’s time to stop quoting 30 year LIBOR (Premium)

A primer on the Fed’s proposed stress capital buffer and stress leverage buffer (Premium)

China and Japan are holding fewer US Treasuries. What happens next?

Which money fund will be first to force price improvement on repo CCPs? (Premium)

Finadium launches new event in Frankfurt, The Business of Collateral Trading, for February 2019

Finadium: 2018 Survey of Institutional Investors in Securities Finance

Implementation Strategies for SFTR

Europe readies for CRD-V (Premium)

Securities lending “controversies” from the Financial Times and Reuters, and a new lawsuit

“What Should Repo Expect from SOFR?” Our presentation from Rates & Repo 2018 (Premium)

Crypto is bypassing the securities industry

China goes after the IMF, with impacts for global finance

Finadium Big Ideas Quarterly Q4 2018 now online

Closer dealer cooperation is now a global trend in securities finance

Will the need for scale plus CCLF mean US repo dealer consolidation? (Premium)

US regulation: not a bad time to be BBH, SunTrust or Mizuho (Premium)

SBL Network shuts down

The US SA-CCR proposal on collateral: generally speaking, good news for the markets (Premium)

Finadium report on Cryptojacking: A Growing Corporate Threat

Protectionist government policies and the impact on financial markets

Hedge fund closures down in 2018, assets are up but performance is muted

Thoughts on agency securities lending (Premium)