Collateral Management

ISLA chimes in on the FTT: Lots More Doom and Gloom for Sec Lending and Repo

More one-pot margining ideas: LCH in the US and Liffe on ICE Clear Europe

Tricky business: EU thinks about requiring formal consent to lend out client’s collateral

Five important points from the new BIS paper on collateral

Lending equities for equities vs. equities for repo backed by equities (Finadium subscribers only)

Book review: central bank reserve manager trends (Finadium subscribers only)

The Fed takes on cash collateral in securities lending – one important point, some weak ones and some missed opportunities

The CME's Paulhac on cross margining of futures and cleared swaps: big savings but complicated

Reviewing the Economist's article on securities lending

The NY Fed looks at collateral fire sales and tri-party repo: some good ideas, some well….

Three positive scenarios for securities finance in 2013

Important conclusions from a Bank of England paper on CCPs and financial resources

Comments on the Fed's Jeremy Stein on the Liquidity Coverage Ratio and Lender of Last Resort: a fascinating speech (Finadium subscribers only)

Finadium releases analysis of bank preparations for Basel III and impacts on securities finance

Fitch’s new paper on repo takes a hard look at tri-party & structured finance paper

Bloomberg sues the CFTC over IM rules on swap futures. Will IM preferences in swap futures disadvantage SEFs?

Who does Shadow Banking when banks can't? (Finadium subscribers only)

A new paper on the EC proposed Financial Transaction Tax: the news is all bad

Finadium: Guide to Margining for Cleared Swaps vs. Futures

Euromoney on derivatives end-users and extraterritoriality: worth a read

Recommended reading: new BIS report on central banks and collateral

Will there be demand for collateral transformation trades from insurance companies?

Finadium report: Futurization of the Swaps Market

Buy-side hit with surprise initial margin levels on CDS right before mandatory clearing starts

Our comments on the latest ICMA repo market survey (Finadium subscribers only)

ICMA releases Dec 2012 European Repo Market Survey

Should Central Banks pay interest on CCP deposits? The Fed says yes, we say not such a good idea.

Six ideas for new business opportunities created by AIFMD (Finadium subscribers only)

BCBS and IOSCO clarify non-cleared derivatives margin rules and allow broader collateral eligibility – the cake is almost baked

Should we buy into ESMA’s arguments on collateral shortages?

Clearstream releases results of conference voting surveys (collateral transformation, negative interest rates)

IMF's Singh publishes "The Changing Collateral Space" — we look at what he has to say

A bullet dodged as banks repay LTRO early

LCH.RepoClear adds an extra layer to the repo risk waterfall. Is it gilding the lily?

Who is building the best collateral management network? (Finadium subscribers only)

Basel adds corporate bonds and equities to HQLA, but the story doesn’t end here

Fed SCOOS survey results on collateral transformation and the end of TAG

Two models for risk mitigation in collateral transformation trades (Finadium subscribers only)

Ten pressing questions in securities finance for 2013

CCP interoperability? Not any time soon

What's the value of the ICAP/MTS repo indices in the market?

Comments on BNY Mellon and Rule Financial's "To Clear or not to Clear…Collateral is the question"

Finadium: Sizing Up the Collateral Transformation Trade

UBS and HSBC repo trade shows importance of collateral optimization

CCPs and the Business of Collateral Management, Nov 29 2012

Pro-cyclicality: ISDA and the FSB use the same term but want very different things

ISDA on Initial Margin for Non-Cleared Swaps – great analysis but not the most sellable conclusion

Webinar Thursday Nov 29: CCPs and Collateral Management

Some thoughts on the FSB mandating repo haircuts

Can governments really master securities lending and repo data collection and analysis? A response to the FSB proposal