Collateral Management

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)

BCBS, IOSCO and IAIS release joint report on risk management. They address collateral shortages and illiquid margin.

Connecting corporate cash with repo. Why has it been so hard?

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)

Strategies for Securities Finance Businesses

Finadium: T2S, Collateral and Liquidity: Building a Strategy for Growth

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

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)

Finadium: The Securities Lending Industry in 2015

Repo clearing is coming for HQLA. Should we declare victory and go home? Not really.

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

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

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

4Sight: Is Collateral Optimisation a Big Data Problem?

Managing LCR turns out to be hard for banks

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

Finadium 2015 Conference presentation materials (Premium Content)

The Finadium 2015 Conference is Thursday March 19 in NYC

Will automatic stays on securities financing trade defaults really help? We doubt it.

Equity collateral in US securities lending – has the time finally come?

A new LCR-compliant basket for European repo trading

4sight: Buy Side Collateral Management: Challenges and Opportunities

Why did SmartStream buy Algo’s Collateral Assets? (Premium Content)

Is the market moving towards collateral management utilities? (Premium Content)

Should declining liquidity in the US Treasury markets push haircuts on UST repo up? We think there is a good case.

Our key takeaways from Clearstream’s GSF Summit 2015 (Premium Content)

Finadium announces annual conference: March 19, 2015 in New York

Finadium: Institutional Investors on Securities Finance

Part I: What’s to come for Chinese Securities Finance in 2015 (Premium Content)

Finadium: Perspectives on Direct Borrowing and Lending

Getting real in 2015: why use a securities lending CCP?

Highlights from comment letters on the “Regulatory Framework for Haircuts on Non-Centrally Cleared Securities Financing Transactions”

A rare black eye in the peer to peer repo space shows the need for careful due diligence (Premium Content)

Straight-through Processing and the Application of Technology in Collateral Management

CCP files to creates a committed non-bank liquidity facility (Premium Content)

Two from Finadium: Modern Custodial Banks; Investing in Collateral Management

Finadium launches Finadium for Investors, a new subscription series

Nomura wins Insurance Risk award for innovation in collateral transformation