Collateral Management

FISL Preview: agent lenders and beneficial owners mull regulatory costs to capture seclending value

Video highlight: Euroclear’s Jan Grauls on client collateral strategies, Rates & Repo Europe 2023

FISL Preview: buy-side weighs liquidity alternatives amid record seclending revenues

Rates & Repo Europe panel replays are now live

FISL preview: legal experts flag how banking stress could add to pile of regulations impacting secfinance

Securities finance market conditions in April: cautiously optimistic after March volatility

Interview: LRH’s Comotto on where SFT data is going

What’s holding Southeast Asia up on cross-border collateral integration?

Clearing for the Repo Market: The Next Chapter

Rates & Repo Europe: what’s happening with liquidity and what’s the market doing about it?

SFM Interview: LME Clear on repo market functioning

Silicon Valley Bank and Circle’s USDC show the perils of collateral security for stablecoins – we called this in a recent report

SFM Interview: HSBC’s Lebrun on prime brokerage global expansion

SFM Interview: collateral optimization won’t advance if buy-side’s anchored to faxes

SFM Interview: Wematch on its secfinance growth and future agenda

Hedge funds and counterparty exposure management

SFM Interview: Clear Street’s Volz on how fundraising will fuel expansion

SFM Interview: VERMEG’s Ben Abdeljelil on ECMS progress

Finadium: Hedge Fund Approaches to Treasury Management Systems

A key takeaway from GFF on collateral optimization

SFM Interview: Opensee on data and tech trends for secfinance

We size the global collateral markets at $25.5 trillion, up from $19.8 trillion in 2019

Planning for European collateral scarcity in 2023: Eurex and Clearstream on what you should know before GFF

Tracking correlations between Total Return Swaps trades and cash equity price movements

Interview: J.P. Morgan’s Paramanathan on EAD benefits to agent lenders from Basel III endgame

Buy-side collateral self-sufficiency to speed up in 2023

SFM’s top stories in 2022 – a look back at the year’s big trends by the numbers

SFM Interview: ETS’ Danesh on building a utility model for market tech and governance

Could HQLA^X‘s solution have helped ease market and operational disruptions during the recent UK Gilt volatility?

SFM Interviews: US year-end repo market signals and Fed forecasting

SFM Interview: reusing collateral has a trade-off in QE-fueled repo markets, what about QT?

Eurex Repo: GC Pooling stepping up again as central banks pulling out

We’re taking DeFi seriously

SFM Interview: repo markets make a splash at Africa’s COP

ABCP and structured products in secfinance are freeing up balance sheet and regulatory constraints

What secfinance should learn from the FTX collapse

SFM Interview: Murex’s Farhat on collateral and tech adaptations in secfinance

Rates & Repo 2022 recap: pressing topics include repricing liquidity, triparty for the buy-side and new settlement models

SFM special report: regional repo elevated amid deglobalization trends

Rates & Repo Preview: repo economics and settlement venues

Rates & Repo Preview: developing the triparty business model

SFM Interview: John Kiff on CBDC progress and why synthetic is better

SFM Interview: Pirum’s Morgan on automation RoI and blockchain FOMO

Interview: T. Rowe Price’s Khokhar on systemic change for buy-side collateral optimization

SFM Interview: Acadia’s Chris Walsh on hedge funds, custodians and collateral after UMR6 go-live

GFF Summit: tech investments paying off to handle vol and penalties, DLT inches forward

Videos: hear from market leaders at EquiLend, FIS and Transcend on Data and Digitization

Bimal Kadikar, Founder and CEO, Transcend on the importance of connecting sources and uses to data strategy

Bimal Kadikar, Founder and CEO, Transcend on the challenge of CCP connectivity for collateral

Bimal Kadikar, Founder and CEO, Transcend on the new data and business convergence