Collateral Management

Agent lenders see new routes as seclending and repo converge

Hedge funds are poised for “agentic AI” in risk and financing

Video: Repo clearing in context: funding, financing and collateral optimization

Rates & Repo Europe Preview: where is European market structure heading?

Saudi Forum spotlights securities financing and derivatives progress

What’s behind fixed income lending revenue strength?

Securities finance results round-up for February 2025

What we learned about collateral optimization from the GFF Summit’s Collateral Evolution panel

Crypto gets in the collateral mix at SIX’s triparty agent

Buy-side desks can save 80% on margin costs with stress analytics tools

Key questions from our webinar yesterday on buy-side portfolio finance (and replay now live)

“Organized chaos” of regs create urgency on T+1 and DORA, but tokenization a bright spot for secfinance

Three regulatory reports on margin practices propose new costs and benefits

Video Highlight: Transcend’s Bimal Kadikar on how optimization is moving to the front office, Rates & Repo North America 2024

Collateral on DLT can avoid new regulations but firms must overhaul legal agreements

Top Finadium News & Opinion feature articles in 2024

Cboe Clear Europe to ramp up SFT clearing in Q1 2025

New FSB recommendations target leverage in non-bank financial intermediation

Manama Dialogues in Bahrain: de-risking global economy a priority

Deutsche Börse’s strategic intraoperability links up secfinance

Securities lending indemnification practices in focus: what we heard from agent lenders on a recent webinar

Secfinance confronts existential questions in “radical” AI data era

Emerging hedge funds get secfinance options as services bundle

Special report: how post-trade data is moving from risk to alpha

Quarter-end repo market vol raises specter of year-end liquidity event

Pension plans and sovereign wealth funds as hedge funds in 2024

Calypso deploys AI for risk calculations as Nasdaq acquisition hits year

Uganda liquidity strategy among bright spots in Absa’s Africa review

Not waiting on wCBDC: DLT already connects cash leg to Eurosystem

The next dealer axe in securities lending collateral

What’s in scope of the GMRA/GMSLA digital assets annex and why?

Finadium Big Ideas Quarterly Q4 2024 now online

Securities finance results round-up for October 2024

Pre-trade connectivity in securities finance vs. exchange platforms: how it works and what’s the difference

Commercial viability of EU/UK consolidate tape is a balancing act

Rates & Repo in NY: the clearing mandate, agency clearing and the done away model

Rates & Repo in NY: market conditions and the data-driven future

Collateral markets and global risks to watch right now

Rates & Repo in NY: UST repo clearing catalyzes market options

Synthetic Risk Transfer structures can become a regular part of the securities finance playbook

AFME OPTIC: T+1 shift not a success for foreign investors

Rates & Repo in NY: advances in post-trade, triparty and collateral

What crypto needs now is traditional prime with “evolved views of risk”

Finadium: Collateral Management Outsourcing: Providers, Market Size and Business Trends

Cross Product Arbitrage in Collateral Trading

What we learned at our cross-product collateral arbitrage webinar

Securities finance results round-up for September 2024

T. Rowe’s Khokhar on CSA flexibility for collateral optimization

BIS: multi-strategy funds led Yen carry trade leverage and cross-product investing

Cboe Clear Europe to cross product margin across stock loan and equities