Regulatory

New FSB recommendations target leverage in non-bank financial intermediation

Deutsche Börse’s strategic intraoperability links up secfinance

Saudi data in demand as seclending docs and tech progress

Advances in financial quantum drive cyber threat debate

Monday commentary: EU on repo clearing; BRICS Clear vs. SWIFT; hedge funds vs. the SEC; risk transfer networks

Securities lending indemnification practices in focus: what we heard from agent lenders on a recent webinar

Emerging hedge funds get secfinance options as services bundle

US conservatives want to ditch Basel III, but what comes next?

Special report: how post-trade data is moving from risk to alpha

Quarter-end repo market vol raises specter of year-end liquidity event

The US SEC’s securities finance agenda is doomed but UST repo clearing will grow anyhow

Uganda liquidity strategy among bright spots in Absa’s Africa review

Not waiting on wCBDC: DLT already connects cash leg to Eurosystem

Private-public markets move to parity on regulatory and tech trends

What’s in scope of the GMRA/GMSLA digital assets annex and why?

Commercial viability of EU/UK consolidate tape is a balancing act

Rates & Repo in NY: the clearing mandate, agency clearing and the done away model

Rates & Repo in NY: market conditions and the data-driven future

Rates & Repo in NY: UST repo clearing catalyzes market options

AFME OPTIC: T+1 shift not a success for foreign investors

Rates & Repo in NY: advances in post-trade, triparty and collateral

What crypto needs now is traditional prime with “evolved views of risk”

What we learned at our cross-product collateral arbitrage webinar

For discussion: central banks as CCP members for repo clearing

T. Rowe’s Khokhar on CSA flexibility for collateral optimization

QuantStrats: “Comfort zones are where ambitions go to die”

BIS: multi-strategy funds led Yen carry trade leverage and cross-product investing

Cboe Clear Europe to cross product margin across stock loan and equities

The UK’s latest Basel 3.1 proposals: analysis on what’s changed from the 2022 consultation paper

Repo market players weigh access models and costs ahead of clearing mandate

Finadium: Strategies for Synthetic Risk Transfer Trades

Evidence of behavior change at the SEC in securities finance rule making

Securities lending operations adjust to T+1-driven recalls automation

Political stagnation on climate risk means markets are doin’ it for themselves

With existing tech stretched to the limit at T+1, intraday liquidity turns to DLT for T+0

US authorities should boost bank-fintech partnership model, not overregulate it

ESG and DEI without bonus incentives are set for failure

We haven’t hit peak nanny state yet, and that’s not good

T+1 at 2 months: what are experts flagging up?

Netting in Central Bank Money opens a new opportunity for balance sheet efficiency

ESMA warns neobrokers on “gamification”, backs seclending amid retail push

EU’s DeFi players prod regulators as tokenization interest booms

Basel Committee decision on repo in stablecoins creates bank business opportunities and greater crypto market legitimacy

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

FinCyber expert: if disaster plans go manual, they’re wrong

Cyber Week: FedNow is facing “scamageddon”

The basis trade is global – regulators are now talking about risk spillovers

As US fiscal policy concerns surge, how much should repo markets worry?

Video Highlight: J.P. Morgan’s Rebecca Goldenberg on the impact of securities finance regulations on clients and product development, FISL 2024

ISDA leaders on genAI for collateral and trading