Posts by Finadium Team

An Introduction to Collateralized Transactions for Students and New Professionals

Financial Bite: Building out the layers of repo electronification with Tradeweb

Rates & Repo 2022: Where is Repo Liquidity Today and Where is it Going?

Rates & Repo 2022: Developing the Triparty Business Model

Rates & Repo 2022: Repo Economics and Settlement Venues

Finadium databases on securities lending, repo, hedge funds and OTC equity derivatives

Bimal Kadikar, Founder and CEO, Transcend on the importance of connecting sources and uses to data strategy

Bimal Kadikar, Founder and CEO, Transcend on the challenge of CCP connectivity for collateral

Bimal Kadikar, Founder and CEO, Transcend on the new data and business convergence

Gary Klahr, Director, Strategic Initiatives, EquiLend on futureproofing DLT solutions

Igor Salzgeber, Head of Product, Securities Finance and Collateral, FIS on interoperability of DLT platforms in securities finance

Gary Klahr, Director, Strategic Initiatives, EquiLend on EquiLend’s 1Source initiative

Gary Klahr, Director, Strategic Initiatives, EquiLend on information processing and T+1

Igor Salzgeber, Head of Product, Securities Finance and Collateral, FIS on the cost of replatforming securities finance to DLT

Igor Salzgeber, Head of Product, Securities Finance and Collateral, FIS on opening up legacy architectures

Atlas VPN: cloud servers rise to top cyberattack entry point

BrokerTec European repo ADNV up 21% yoy to €343.7bn in August

ESG Data Services for Securities Finance and Collateral Markets

FISL 2022: The View from the Trading Desk

FISL 2022: Progress in Technology, Data and Transparency for Beneficial Owners

FISL 2022: Prime Broker Borrowers, Balance Sheet and Client Relations

FISL 2022: What’s Next for Collateral in 2022?

FISL 2022: New Developments in the Securities Lending Market

FISL 2022: Operationalizing ESG in Securities Lending: Data, Products and Outcomes

Catalysts for Digital Adoption in Securities Finance and Repo

Financial Bite: Future-Proofing the U.S. Treasury Market

Making Sense of US Securities Finance Transparency Proposals

Financial Bite: STP Solutions for Repo – what’s new for 2022

Innovation and Transparency in the Total Return Swaps Market

Financial Bite: SFDR and the implications for securities finance

Rates & Repo 2021: Trading Platforms and Peer to Peer

Rates & Repo 2021: U.S. Market Conditions

Rates & Repo 2021: Data & Infrastructure

Financial Bite: Can crypto align with sustainability goals?

Financial Bite: Dive into US Treasury Clearing with FICC

Broadridge Interview: Jerome Cardon on Partnering on Repo and Infrastructure Solutions

JP Morgan Interview: Ed Corral on the Triparty Market and JP Morgan’s Role as Agent

Financial Bite: Can Tether Reach Mainstream?

Standard Chartered Interview: Sunil Daswani on ESG, industry change and flexibility

DataLend Interview: Nancy Allen on Revenue attribution, performance measurement and alternative uses of securities lending data

Building the Revenue Opportunity from Front-to-Back Collateral Technology

Help wanted: buy-side firm seeks CCP business model for securities lending

Envisioning the next evolution of the securities finance industry

The Move to Cloud Born Microservices in Collateral Management

MiFID II and Best Execution in SFTs: A Happy Ending After All?

The US Securities Finance Market Structure and Vendor Landscape

There is Still Significant Money to be Saved in More Efficient Collateral Exposure Management

4Sight: Solving Collateral: BCBS IOSCO Uncleared Margin Rules – How to Adapt

4sight and DerivAsia Webinar Feb 18 – Collateral Management in Asia: The Transition Towards a Holistic Model

Highlights from comment letters: the FSB’s proposal on Trade Repositories in securities finance (Premium Content)