Posts by Josh Galper

US$50 billion for DTCC repo clearing? With new blockchain project and more netting, maybe the figure is US$25 billion (Premium)

Finadium report: a primer on the Expected Shortfall Method, part of the FRTB

Tuesday Regulatory Roundup: Basel, IOSCO, the Bank of England and the Fed on bank complexity and stress tests (Premium)

Ethereum: the next thing you need to know in digital currencies (Premium)

What’s going on in the collateral segregation market? (Premium)

Finadium report: Opportunities in Cash and Non-cash Collateral for Asset Holders

OFR starts a securities lending data gathering pilot project. Where will this leave the data vendors?

At last, a LIBOR based (mostly) on market transactions (Premium)

Finadium 2016 Conference roundup and our presentation slides (Premium)

DataLend: The Asia-Pacific securities finance industry (infographic)

The Finadium 2016 Conference is Tuesday March 15

Finadium: survey of banks on securities finance technology

Basel Committee takes further steps to reduce model variability in operational risk (Premium)

Banks on Securities Finance Technology: A Finadium Survey

US$27 billion in cost from collateral settlement fails? Hmm, let’s take a look at that number.

Why direct repo and securities lending may be the best thing that has happened for asset holders in a long while (Premium)

Finadium: The Repo/LIBOR Flip and what it means for the markets

Blockchain and settlements: are there real savings or is this hype? (Premium)

The Repo/LIBOR Flip: What It Means for the Markets

The FSB looks at measuring collateral re-use: we post the important parts

Our reading of the ICMA’s latest European Repo Survey (Premium)

Monday news update: Central Banks on liquidity; the Lender of Last Resort; CSD-R

Finadium report: ETF Risk in the New Regulatory Environment

The highs and lows of IMN’s 2016 US beneficial owners in securities lending conference (Premium)

ETF Risk in the New Regulatory Environment

Finadium’s Big Ideas Quarterly Q1 2016 presentation is now online

Securities Finance Monitor Magazine Edition 3 (Tech Special) is now online

Securities Lending in 2016: Challenges and Opportunities for Agent Lenders

Optimizing securities lending collateral management across cash and non-cash

Regulators, please adjust the rules to preference the underlying markets, not the derivatives markets

EquiLend NGT: a case study with user feedback

Finadium report: The Capital Cost Calculator

Collateral management news update – vendors, products and events (Premium)

Notes on the Brookings conference on blockchain in capital markets

Finadium releases analysis of Basel revisions to credit risk rules

The Big Short: ancient history or modern warning on derivatives?

Great FT article on seclending but Finadium data were misquoted the first time around

Finadium announces 2016 annual conference date, releases agenda

Should we be worried about equity ETFs as the next big potential crisis? (Premium)

Monday news roundup: repo settlement; variation margin at CCPs; the Open Ledger Project and more (Premium)

Basel III regulation gives a specific reason for why blockchain will save banks billions in regulatory costs (Premium)

Changes in hedge fund leverage according to IOSCO

Finadium: Regulatory Costs of OTC Derivatives vs. Securities Finance Transactions

Finadium’s blockchain and collateral IT client webinar presentation (Premium)

LCR, NSFR, HQLA? The technical reasons for why that FT article was off base

The FT suggests that collateral transformations amount to regulatory arbitrage

Finadium: Survey of Collateral Management Outsourcing Providers

Why the Leverage Ratio doesn’t reduce risk, it just moves it around (Premium Content)

An interesting twist in returns from cash and non-cash collateral in securities lending (Premium Content)

Regulators, please note: the focus on Shadow Banking regulation must be on the smart allowance of risk (Premium Content)