Posts by Josh Galper

What we learned at our Data and Digitization in SecFinance event last week

Revenues and Policy Choices for US Mutual Funds in Securities Lending

Since July 2022, DLR Total Return Swap positions look to be in the money by 50%-80%

CCP collateral at the centre of energy crisis in Europe

European bond liquidity conditions show up in securities finance data

Circle’s USDC reserve assets have US$101 million in repo value

ISDA’s survey of UST repo clearing seems like a missed opportunity

We’re leaning towards bank-issued stablecoins as a better solution than central bank digital currencies

Finadium: Modeling Short Equity Market Exposures with New Datasets

Finadium Big Ideas Quarterly Q3 2022 now online

Academic paper argues that OTC securities lending fees are non-competitive for good reasons

Will our experience of extreme heat result in more ESG collateral ratings?

The best recommendations we’ve heard lately for beneficial owners

“Full-reserve” stablecoins offer near-term opportunities for digitized securities finance businesses

Who is Michael Barr, the Fed’s new vice-chair for supervision?

EquiLend’s 1Source Initiative for DLT and the ripple effect in securities finance

EquiLend launches 1Source, DLT-driven initiative to end reconciliations in securities finance

Finadium: Securities Lending Trends for Beneficial Owners and Hedge Funds

Who should pay for triparty in the age of ESG?

Chanos & Co. plans to short digital REITs – how will they do it?

Finadium is looking for a Team Player in Europe

Six things we learned at our webinar, “ESG Data Services for Securities Finance and Collateral Markets”

Arguments grow for consolidation of industry associations in securities finance and OTC derivatives

The SEC’s 10c-1 rule on reporting available assets to lend is not fit for purpose

Finadium: Triparty Client Satisfaction – A Finadium Survey

Brazil’s CBDC plan models how banks can maintain their balance sheets in a new era of money

ESMA says that UCITS fee splits in securities lending require more investigation and analysis

For repo traders, recent commentary on FX volatility is worth a look

Finadium resources on DTCC’s NSCC SFT CCP

CBDC planning is heating up… but not yet in capital markets

Lessons on buy-side seclending preferences from our live FISL 2022 receptions this month

Analysis of the Fed’s new primary dealer repo clearing venue data

New competition in three areas of securities finance and collateral technology

Data sharing and the modernization of beneficial owner legal agreements in agency securities lending

Finadium: US Repo Dealers, Rising Rates and Quantitative Tightening

Repo to benefit from financing demand as Japanese investors deterred from buying US Treasuries

Key takeaways from day one of the Finadium Investors in Securities Lending 2022 Conference

Finadium NYC technology event in September: can crypto revenues justify securities industry investments?

Finadium Big Ideas Quarterly Q2 2022 now online

US indictments of Archegos underscore regulatory design flaws of Total Return Swaps

Our take on the Euroclear/Bloomberg/Sunthay guaranteed repo project

Finadium launches US Treasury Repo Benchmarking

What happens when everyone knows the total physical and synthetic short exposure against individual securities?

The ongoing disconnect of US bilateral DVP repo rates vs. triparty

Why are securities lending and repo markets so hard for non-participants to understand?

Finadium: Corporate Actions Solutions for Securities Finance: A Finadium Survey

The tokenization of repo is exciting but technology only gets halfway to the goal

CCPs prepare to increase capital to meet the costs of market volatility

US regulators want uncleared bilateral repo data – here’s the best way to get it

Empty voting has overstayed its welcome in today’s securities lending industry