Posts by Josh Galper

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

Event recap: Collateral Management and Craft Beer in Chicago (Premium Content)

The SEC’s ADV data: hedge fund edition (Premium Content)

Finadium: The Securities Lending Industry in 2015

Good to see central bankers looking closely at their own role in the collateral markets

Clarifying the WSJ article on seclending and repo term changes (Premium Content)

The IMF on non-leveraged asset manager risk: for heaven’s sake, where can people safely invest?

Finadium: Central Securities Depositories and the Evolution of Collateral Management

Direct repo hits the spotlight; are investors ready? (Premium Content)

Its time to build a collateral and liquidity strategy

Widespread media coverage of end of quarter UST repo rate hikes, but this is the new normal

How far will the market go for centrally cleared funding products? (Premium Content)

4Sight: Is Collateral Optimisation a Big Data Problem?

The Oliver Wyman/Morgan Stanley survey of wholesale markets: something new or just the same old stuff?

Finadium: Trade Repositories for Securities Lending and Repo

Finadium 2015 Conference presentation materials (Premium Content)

Will credit counterparty limit rules help third party agent lenders? (Premium Content)

Monday regulatory roundup: asset managers as SIFIs; CCP stress tests; two from the Bank of England (Premium Content)

The Finadium 2015 Conference is Thursday March 19 in NYC

Finadium: Custody for long/short funds

With all the talk of less repo, what are US money funds doing with their cash? (Premium Content)