Regulatory

Finadium: Decoding Basel III Endgames for Securities Finance and Collateral

Traders at a crossroads between risk models and morals

RWAs and the new repo formulas in the US Basel III Endgame Notice of Proposed Rulemaking

Interview: NeoXam’s Versteeg on data management in China

Special report: how ready is the industry for SecFinGPT?

BIS: repo structural shifts during 2023 banking stresses won’t stave off next shock

Interview: hedge funds recalculate strategies amid repricing risk

Interview: Bloomberg’s Falina on buy-side’s T+1 prep

Financial Stability Board considers a Leverage Ratio for hedge funds

IOSCO reintroduces the “responsible person”, this time to DeFi

Interview: EquiLend’s Mantle on how T+1 is being managed

Interview: LRH’s Comotto on SFTR for data-driven secfinance

Interview: Linklaters’ Le Vesconte on crypto’s legal frameworks and the impact on collateral

Interview: Finteum’s Nolan on the path to go-live for intraday repo on DLT

Interview: TMX Datalinx’s Tran on Term CORRA and Canada’s Banker’s Acceptance market

US regulatory dissent on Basel III Endgame votes hints at upcoming revisions

Interview: Acadia’s Thomey on “post-UMR” collateral automation and optimization

Why are US regulators taking opposite positions on the expected rules for UST repo haircuts?

Interview: ISLA experts on navigating the ESG regulatory grey zone

Interview: ION’s Markman on ISO 20022 migration from FX to securities

The US Basel III endgame proposal is in, and it’s a big one

US treasury/repo clearing mandate makes derivatives markets wary on basis trade impact

Interview: Herzog Law on the direction of travel for AI regulations

Interview: OpenGamma on buy-side liquidity planning for ISDA SIMM’s mid-year recalculation

SIFMA Roundtable: US Basel III a net negative for collateral businesses

As criticisms of the Fed’s Basel III plans mount, which make the most sense?

Interview: Meritsoft’s Carpenter on CSDR Refit agreement and where seclending benefits

Interview: Wematch on what banks are doing to handle the TRS boom

Interview: Cboe Clear Europe’s Patel describes the new SFT clearing service

Four big takeaways from ISLA’s 2023 annual conference

Interview: Eurex advances on clearing the full euro yield curve

Interview: CCMA on the T+1 countdown, top market priorities and forecasting fails

What the European repo market thinks about mandated clearing of government bond repo

Four securities financing takeaways from recent digital assets events

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

SFM Interview: FIX developments for securities lending and repo – T+1 and end-to-end automation

How DeFi solves the problem of complex settlement risk in securities finance

FISL Preview: building out securities finance technology for long-term success

SFM Interview: SSImple’s Meenaghan on automating SSI management

NY Fed blog gives implicit support for central clearing of US Treasury repo

A US debt default could create a tidal wave of capital reductions at banks worldwide

Interview: Evident on benchmarking financial AI maturity

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

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

“All eyes on Basel” as banking stress fallout meets tight timelines for changes

Finadium: DeFi for the Securities Industry

Central banks are watching private sector repo market capacity, but some more than others

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

Revisions to bank capital rules following SVB and Credit Suisse are ill suited to solve the core problem

What would happen if the Fed lowered the Reverse Repo Facility rate?