Collateral Management

Expanding HQLA^X’s digital registry value proposition for collateral mobilisation

Interview: TMX Group’s Kevin Sampson on Canada’s new collateral service

Four securities financing takeaways from recent digital assets events

Interview: Euroclear’s Grauls on a new “pledge back” funding structure

Interview: South Africa’s Absa on equities dynamism and repo rollback

LCH: What does the future hold for General Collateral repo?

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