Regulatory

CCP margin model disclosure will shed light on opaque practices but there are drawbacks

CDM at inflection point amid competing standardization priorities and hurdles

Rates & Repo North America 2025: “What’s happening in repo market policy and regulation?” A conversation with BNY’s Nate Wuerffel

Big questions on bank disintermediation as Fed mulls master accounts for stablecoin issuers

Data mobility is the business end of quantum secure communications

Absa Africa review: market reforms boost progress; central banks weigh USD vs. RMB and pan-Africa financing options

Rates & Repo preview: repo adapts to global trading and market structure upheavals

Rates & Repo 2025 preview: reenvisioning repo from front to back

Rates & Repo 2025 preview: questions abound on repo clearing options as decision go-time nears

We called it: Fed analysis supports our market research findings from early 2025

T+1 countdown in Europe: seclending market players grapple with tech decisions

What happens to seclending if US shifts to semi-annual earnings reports?

Seclending revenue optimism leaps as global dealmaking revives

Who needs to do what right now for repo clearing mandate readiness

Dividend arbitrage makes headlines again, is this time different?

Mandatory US and UK repo clearing increases the likelihood of short-term liquidity disruptions

BoE proposal offers great cross-border opportunity for repo clearing

Cleared Repo in Europe Preview: Building a Better Market

Analysis of the Court decision to halt US SEC short selling and securities lending rules

The case for recalibrating the Basel treatment of cryptoasset exposures

A market crash with more crypto could go horribly wrong

Special report: 2025 conference season revisited – what’s the buzz?

Coinbase’s growing threat to TradFi in securities trading

Who will use ECB’s Pontes solution for DLT settlement?

Repo clearing models and new CRR/CRD rules are reshaping European banking

Buy-side faces high stakes rulemaking on non-bank leverage overhaul

UTI gets new lease on life as firms tackle accelerated settlement

Can Basel III Endgames weather the US-led storm?

What we learned from Finadium’s “stablecoins as a competitor to fiat” webinar

Cboe Clear Europe paves way for funds in EU and US for SFT clearing

Middle East seclending boom attracts new players to adapt familiar structures

The winners and more winners from ESMA’s clarification of pledge acceptance for UCITS funds

UK’s new alternative asset manager rules get support but adjustments needed

Mid-sized traditional custody faces off against hefty competition for fund manager business

A new view on Synthetic Risk Transfers, repo and arbitrage financing for trading strategies

US financial deregulation puts firms on compliance backfoot

Europe weighs T+0 as next logical step after T+1

ISDA floats stress protocol for dynamic collateral eligibility

CIRO’s close-out proposals raise ire of Canada’s seclending market

The state of play with Basel III globally – insights from the ISDA AGM

What’s next after SFT exemptions from Europe’s T+1

Stablecoin volumes are small compared to wider markets – so why all the fuss?

UK gilt market volatility and US tariffs – what can we learn?

Causality Link on fixing what genAI can’t do (yet)

FISL preview: “set and forget” becoming “total liquidity planning” in seclending

Geopolitics boosts urgency of crypto regulation, say experts

European cleared repo volumes reach turning point in April

“Unbundled” repo clearing gaining steam globally including in smaller markets, says Nasdaq

DTCC on casting a wider net for cross-margining UST cash, repo and futures

Trade-off strategy in full swing as firms weigh US SEC’s repo exemption under clearing rules