Collateral Management

What we learned on TRS from the FT Comments section

Prime brokerage risk concerns make a comeback (Premium)

Bumps on the road to collateral digitization and bank balance sheet savings (Premium)

Everyone’s talking about product convergence but may not mean the same thing (Premium)

Finadium: Global Tri-party survey shows assets at $6.15 trillion, broad increase in pledge demand

Interview: evolving views on margin risks, collateral and tech post-pandemic

Building the Revenue Opportunity from Front-to-Back Collateral Technology

Finadium: International Access to China’s Securities Finance and Collateral Markets

Climate risk will redefine the rules on cheapest to deliver collateral

Hedge fund financing margins and trading decisions (Premium)

Designing the right blockchain for cross-border securities settlements

Finadium: Climate Risk Analysis for Treasury and Collateral Managers

SFM Magazine, Fall 2020, is now online

Synthetic prime brokerage revenue now bigger than physical financing revenue for the first time (Premium)

Finadium: Total Return Swaps and Bank Resource Optimization

Collateral Optimization as a Competitive Weapon

SFTR experts on data quality and preparing for buy-side go-live (Premium)

Finadium Big Ideas Quarterly Q3 2020 now online

The social element of securities finance and collateral as COVID-19 continues (Premium)

The CCP argument for collateral standardization and sponsored clearing post-COVID-19 (Premium)

Margin and the hedge fund Treasury manager

Senior London bankers report disheartenment with cultural fit, juniorization (Premium)

Looking for better market information? Finadium runs 3-6 months ahead of the news cycle

New survey data: collateral convergence on OTC derivatives and securities finance desks (Premium)

Finadium: The Impact of COVID-19 on Collateral Management

In collateral management, no news is very good news

Starts and stops for Chinese bonds as global collateral (Premium)

EquiLend Delves into Collateral Trading and Exposure Management

FISL 2020: securities lending industry stabilizes, braces for future (Premium)

SFM Magazine, Spring 2020, is now online

Introducing the Digital Collateral Protocol: the right blockchain for global settlements

The Macro Environment, COVID-19 and Office Hours

Repo Liquidity as a Solution to (Un)cleared Derivatives Cash Margin Requirements

The Next Level in Building Data-Driven Operational Efficiency

Turquoise NYLON on the move to clearing for Total Return Swaps (Premium)

Six charts you should see this week (Premium)

Global force majeure creep into the collateral world (Premium)

Have we hit a tipping point of buy-side firms taking responsibility for their own collateral? (Premium)

Benchmarking cash collateral management fees in US securities lending (Premium)

Securities finance impacts from Japan’s recession, buy-side mergers and UMR collateral demand (Premium)

Collateral as data: State Street and UBS on “shift-left” and multi factor security (Premium)

An Intro to Collateralized Transactions for Students and New Professionals

We size the global collateral markets at $19.8 trillion (Premium)

Collateral convergence: J.P. Morgan’s Ed Corral on how triparty is changing (Premium)

Is there offshore demand for Chinese bonds as collateral? (Premium)

The representative model: a key UMR solution to support sell-side pledging to the buy-side

Finadium Big Ideas Quarterly Q4 2019 now online

A pan-Asian collateral stablecoin? Why it may be worth taking seriously (Premium)

Clients of collateral technology vendors are working to solve new problems

Treasury Collateral Balances Soar