Collateral Management

Cross margining of derivatives: can it work?

TRS as the next financing tool? Reuters and the FT have the story and we have some conclusions (Finadium subscribers only)

More innovative products and ideas in securities finance

Citi report on hedge funds and collateral: modeling an efficient counterparty

The Economist writes about repo: “Neither liquid nor solid” and blames tight specials markets on regulatory change. Sorry, but no.

Wednesday News Roundup: repo failures, Germany collateralizes, bank benefits from collateral (Finadium subscribers only)

Finadium: Leading Asset Managers on SecLending and Collateral Management

Single Treasury Futures, the Balance Sheet Impact and Client Demand

Changing from Cash to Securities as Collateral…Not So Fast

The FHLBs are lending to REITs. Is this a good idea?

Finadium: Preparing for Risk-Based Margining of Non-Cleared Derivatives (free via Murex)

Technology Preparations for New Collateral Infrastructure

New data on why and when for collateral transformations in securities lending (Finadium subscribers only)

The Fed updates the Flow of Funds data revealing a better picture of the repo market

The Upcoming Cash vs. Non-cash Balance in Collateral Management

Finadium: Due Diligence on Tri-party Repo and Collateral Managers

Qualifying Securitisations: a kinder, better SIV?

OTC Derivatives Market Notional Tops $700 trillion. But Gross Credit Exposure — the number to watch — drops to $3 trillion.

Three things to worry about and two to ignore (Finadium subscribers only)

Will LCH.Clearnet be changing their repo central clearing model to allow non-dealers direct access?

The recent FTSE roundtable on collateral optimization: highlights and commentary

Lessons from a Harvard professor on new IT in securities finance (Finadium subscribers only)

The Bank of England on procyclicality: no great solutions

Finadium report: emerging technologies in securities finance and collateral management

The DTCC/Euroclear Joint Venture: the real deal or smoke and mirrors?

Ideas on pricing illiquid collateral assets (Finadium subscribers only)

A look at recent Required Reserves for Cleared Derivatives Trades numbers — they still look small

Collateral management, risk and trading IT: buy a front to back solution or go for best of breed?

Who Should Trade Single Treasury Futures?

The ISDA Margin Survey: rehypothecation of collateral and the BIS "one and done" proposal

A look at the new ISDA Margin Survey: cash vs. securities and who is doing the collateral optimization

Fed Q1 SCOOS report: synthetic prime brokerage in the spotlight

Trends from emerging vendors in securities finance and collateral management (Finadium subscribers only)

“Matching Collateral Supply and Financing Demands in Dealer Banks” in the NY Fed’s Economic Policy Review. They really don’t like repo netting.

Finadium report: A Buyer's Guide to Collateral Management Technology for Large Financial Institutions

Are there giant CCP buy side margin calls coming? Some contrary evidence.

Presentation: Innovating for the Basel III and Dodd-Frank World (Finadium subscribers only)

The SEC's proposed rules on CCPs: tough new requirements or just business as usual?

Collateral Management: Outsource, Insource or Cloud. Which way to go?

Introducing Single Treasury Futures

The fact is, change in seclending and repo will do some good (Finadium subscribers only)

Deutsche to cut their US balance sheet by 25%, much of it on the back of repo

Whatever happened to the collateral transformation trade? (Part 2 of 2, Finadium subscribers only)

Whatever happened to the collateral transformation trade? (Part 1 of 2)

Reflections and comments on Clearstream’s 18th annual Global Securities Financing Summit

Tri-party equity repo jumps up 40% yoy as repo desks shift to more volatile collateral in search of P&L. But will the Fed look kindly?

What fees do CCPs charge clearing members on cash & collateral held? We have the answers for ICE

Finadium: Institutions on Seclending and Collateral Management

ISDA paper on interest rate derivatives shows 90% of market is cleared

Canadian proposal aims to protect customer collateral but some matters are out of its hands