Josh Galper – Page 7

Tuesday roundup: repo index transparency, FSA on LIBOR, ESMA on seclending fees, RMA conference

Finadium: Repo Indices, OIS and Other Alternatives to LIBOR

The UK Investment Management Association wants to talk about clearing and segregation of client assets

Media still reporting inaccuracies in ESMA UCITS guidelines for securities lending

US Tri-Party Repo Reform: "Everyday you are still rolling the dice"

IOSCO/CPSS consultation: what happens when a CCP fails?

State Street: more survey data on asset managers and collateral

The US Office of Financial Research expects to have 275 employees by 2015

Analysis: ESMA's securities lending guidelines for ETFs

Three highlights for securities finance from the 2012 US Office of Financial Research Annual Report

Were regulators right to step back from 2008's LIBOR warnings?

Federal Reserve and Bank of England emails on LIBOR from 2008

Euroclear vs. Clearstream vs. Banks: whose model works best for collateral management?

Finadium: 2012 asset manager survey highlights CCPs, indemnification, collateralization for non-cleared derivatives

Another shoe drops: Basel Committee and IOSCO issue consultation paper on margin for non-cleared derivatives

How banks are talking about Basel III and liquidity

Aftershocks of the LIBOR scandal, including market movements on alternatives

Finadium: Building a Culture of Collateral Management at US Asset Managers (free via SunGard)

Finadium: Impact of Moody's Downgrades on Securities Lending, Repo and Collateral Management

EquiLend launches securities lending data service

Does it make sense to loosen the requirements of the Liquidity Coverage Ratio?

OMGEO nails it on collateral optimization, joins SunGard and 4Sight

Fitch: Collateral Transformation Drives Central Clearing Risks

News on Basel III, money markets, Asian banks and more

Germany may steer the future of the Euro: five impacts for financial markets

Disagreeing with Duffie: central US tri-party clearing utility not the right choice right now

Finadium: The Future of Indemnification in Securities Lending

ESMA's focus for the rest of 2012

More factors to consider on the direction of collateral transformation trades

Three lessons for a trade repository in securities lending from the Interest Rate Derivatives market

Will bank downgrades spur on CCPs in securities lending?

Central Securities Depositories and the business of collateral management

Should the EU hide short sale reporting in member-state debt but allow it for everything else?

Our take on Wells Fargo's acquisition of Merlin Securities

A follow up on cooperation between agent lenders and prime brokers

Getting to the meat and potatoes of Shadow Banking regulation

Intraday Securities Lending Data and the Agent Lender/Prime Broker Relationship

Does the recent NYPC/LCH.Clearnet deal inch towards a global CCP?

Betting on a trade repository in securities lending and repo

Finadium: Shadow Banking is US$17 trillion industry, not US$60 trillion. Money market funds are not Shadow Banks.

The wickedly slippery slope of new collateral acceptance

Intraday Securities Lending Data and a Securities Lending Ticker

ISLA's smart comments on proposed EU UCITS securities lending reforms

Prime brokers vs. custodians as Basel III raises costs for leverage

Cleaning up repo-to-maturity accounting (and adding liquidity risk reporting too)

Posts by Josh Galper