Collateral Management

New regulatory proposals on counterparty credit exposure point to DLT solutions

MMF collateral gains traction amid reform of Europe’s short-term funding markets

Finadium: Survey of Triparty Agents 2024

Simplifying T+1 in collateral management

Securities finance results round-up for June 2024

ISDA leaders on genAI for collateral and trading

Video Highlight: J.P. Morgan’s Chad Papson on cross-silo product and revenue opportunities for clients, FISL 2024

Special report: convergence of securities lending and repo tech on the trading desk

FSB’s margin proposals could make it “more of a risk to be hedged” for NBFIs

Video Interview: Murex’s Marc Natale, Head of Presales, Marketing and Go-to-Market, on the market move to T+1 in securities finance and collateral

How much should non-banks prepare for collateral liquidity shocks?

Securities finance results round-up for May 2024

Interview: Cboe Clear Europe’s Patel on designing SFT clearing structure

Interview: EquiLend’s Mantle on what to watch for as T+1 goes prime time

Interviews: Acadia’s execs on taming the “Wild West” of margining

ETF Composition and Flow Data: New Applications for the Leveraged and Non-Leveraged Markets

Interviews: Repo democratization in Canada

Interview: SDX’s Newns on wCBDC criticality for tokenization

Repo expert: “we’re in a cross current of regulation with amazing new technology”

Securities finance results round-up for April 2024

FISL Preview: solving challenges in balance sheet and operations management

Buy-side firms, triparty and a new look at generating alpha

Rates & Repo Europe: experts dish on AI and DLT pitfalls

Interview: FINOS’ Gavronsky on CDM traction for collateral and secfinance

Rates & Repo Europe: what are market nightmare scenarios?

Pointed questions are growing about the impact of T+1 on collateral and funding markets

Rates & Repo Europe: rapidly evolving market conditions will reshape competition

Interview: GLMX’s Havlicek on the need for an Asian hub

Takeaways from PASLA|RMA conference on Asian securities lending

Rates & Repo Europe Preview: Mandatory Clearing for UST Repo – Impact for Europe

Are those Russian assets in your collateral basket?

Rates & Repo Preview: Market Conditions in the UK and Europe

Rates & Repo Europe Preview: Big Data, Big Technology, Big Opportunities

Interview: Clearstream’s Sharma on the data granularity boom for fails management

Finadium Big Ideas Quarterly Q1 2024 now online

Interview: Transcend’s Kadikar on global traction and the Citi investment

Higher investor interest in hedge fund credit strategies may come with financing cost surprises

Interview: SSImple’s Meenaghan on the T+1 smart game

SA-CCR and Basel III Endgames: Implications for AIMs

Clearstream GFF: a new openness to central clearing from both dealers and clients

Repo clearing: the key to resource efficiency

Interview: Redhedge’s Seminara on the basis trade opportunity and refinancing challenge

EquiLend sale opens up a new era for product innovation in securities finance

Interview: LCH RepoClear SA’s Nin on collateral’s 2024 velocity

Interview: FIA Tech on derivatives data analytics and “full speed ahead” for CDM in collateral

Finadium: Sizing the Collateral Management Services and Technology Market

Eurex Repo: “Paving the way for new paradigms”

Fed’s Waller on pace of interest rate cuts and draining the balance sheet

Interview: T. Rowe’s Khokhar on advancing collateral and operational analytics to front office

Prime broker wallet optimization: an alternative to RoA and RoRWA replication