Posts by Josh Galper

Derivatives trades have moved from the US to Europe: has counterparty risk management kept up? (Premium Content)

Finadium: Liquid Alternatives, Leverage and Prime Brokers

Finadium podcast on Airex: “Examining Liquid Alternatives”

Updates on netting, CCPs and the Leverage Ratio (Premium Content)

GlobalCollateral: a global infrastructure for a new world (Part 1)

Will Basel III rules mean that seclending and repo get swallowed up by OTC derivatives? (Premium Content)

Finadium podcast on Airex: “The Stuff They Don’t Teach You in School”

Finadium’s Big Ideas Quarterly Q3 2015 presentation is now online

Utilities in securities finance: taking an old dog for a new walk (Premium Content)

BNPP: what’s next in risk management for asset owners? Its a Big Data problem.

The Enterprise Cloud Model + transparency + regulation = new opportunities (Premium Content)

Measuring the impact of LCR and other liquidity regulation on banks – a new study by the Bank of England

Finadium: Decoding the US Regulatory Agenda on Securities Financing, Collateral and Leverage

Report: what really happened to Treasury Bond liquidity on October 15, 2014? (Premium Content)

Asset managers on the future of General Collateral lending (Premium Content)

Finadium survey: asset managers on securities lending and collateral management

Who gets the business when prime custody maxes out? (Premium Content)

Monday news roundup on regulatory reach and no-risk markets (Premium Content)

China Securities Finance in the middle of Beijing’s plan to prop up market (Premium Content)

Regulators make work plans on market liquidity but to what end?

Why has liquidity decreased in the markets? Daniel Tarullo says he isn’t sure.

Securities Finance Monitor Magazine Edition 1 is now online

How should CCP risk be evaluated? (Premium Content)

New data on securities lending fee splits (Premium Content)

Central banks as market makers: an incredibly bad idea

Podcast series on T2S, collateral and liquidity with Clearstream

Finadium: Realities of Repo Clearing for the Buy-side

Market responses to FSB and IOSCO consultation on non-bank SIFI designations

What we learned at our Clearing and Market Infrastructure for Repo, Funding and Liquidity event (Premium Content)

Synthetic Financing Webinar: Operating Model Principles and Technology Challenges

Finadium: A New Look at Securities Lending Operations and Technology

Event recaps: T2S, collateral and liquidity in Frankfurt, London and Paris (Premium Content)

What we know about cross-product, risk-based netting and CCPs (Premium Content)

T2S, the ECB and Quantitative Easing

Finadium: Prime Brokerage: Towards a New Target Operating Model for Financing

Can bank financial statements tell us anything about collateral efficiency? (Premium Content)

T2S, Equities and Collateral

T2S, Collateral and Business Model Change

Considerations on securities finance market evolution (Premium Content)

Onboarding and Integration with the Lending CCP

Strategies for Securities Finance Businesses

What trueEX can teach us about the future of securities finance (Premium Content)

Finadium: T2S, Collateral and Liquidity: Building a Strategy for Growth

Do US Treasuries need dealers or is there enough liquidity already?

4Sight: The application of mathematical models to measure collateral concentration risk

Finadium’s Big Ideas Quarterly Q2 2015 presentation is now online

Do this, not that: five recommendations to thrive in an uncertain securities finance environment (Premium Content)

Derivatives on peer to peer loans? A tough sell but good lessons

Who will close the gap between short-term securities loans and the LCR? (Premium Content)

Finadium announces June events on clearing for repo and funding; T2S, Collateral and Liquidity