Regulatory

Rates & Repo Preview: what do clients get out of clearing?

SFM Interview: LME Clear on repo market functioning

SFM Interview: ICI on the opposition to swing pricing/hard close in the US

Is the UK short selling proposal on public disclosures fit for purpose?

SFM Interview: HSBC’s Lebrun on prime brokerage global expansion

SFM Interview: collateral optimization won’t advance if buy-side’s anchored to faxes

Look to the Treasury General Account balance to impact the Fed’s Reverse Repo Facility in Q2 2023

Accelerated settlement debate spills across Europe after the US/Canada and India

Back to the US SLR for US Treasuries

Asset servicing feeling the heat over blockchain RoI

SFM Interview: VERMEG’s Ben Abdeljelil on ECMS progress

Cybertech: third-party cyber hygiene in the spotlight for financial services

Experts: wholesale cross-border markets are best candidate for CBDC + DLT

SFM Interview: Opensee on data and tech trends for secfinance

Planning for European collateral scarcity in 2023: Eurex and Clearstream on what you should know before GFF

SFM Interview: Bloomberg on localizing the global repo market

SFM Interview: EIB’s Xavier Leroy on issuing bonds on the blockchain

SFM Interview: J.P. Morgan’s Paramanathan on EAD benefits to agent lenders from Basel III endgame

SFM Interview: FINOS on what’s next for CDM and open source trends

SFM’s top stories in 2022 – a look back at the year’s big trends by the numbers

SFM Interview: ICMA’s Jarratt on capital market priorities for fintech

SFM Interview: ETS’ Danesh on building a utility model for market tech and governance

SFM Interview: SocGen’s Marochini on digitalized markets progress

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?

Assessing climate risk on bank balance sheets is no easy matter

LCH RepoClear: Reducing Uncertainty and Counterparty Risk in Volatile Market Conditions

SFM Interview: GLEIF advances tech and woos global partners to boost LEI adoption

Would the SEC’s proposal to change 15c3-3a for UST repo clearing change market behavior without a full mandate?

Two central bank working papers could have short-term impacts on financial regulation

ABCP and structured products in secfinance are freeing up balance sheet and regulatory constraints

SFM Interview: Meritsoft’s Carpenter on the urgency and limits of CSDR fails analytics

SFM Interview: Debevoise’s Xu on regulatory pace for digital assets and CBDC

What secfinance should learn from the FTX collapse

What transparency on leverage is needed after Archegos and LDI-driven Gilt volatility?

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

China’s selling of US Treasuries: dumping vs. FX volatility management

SFM special report: regional repo elevated amid deglobalization trends

SFM Interview: Stanford’s Duffie on US treasury markets clearing reforms

Rates & Repo Preview: repo economics and settlement venues

Gilt lessons: CCPs and market confidence in secured financing markets

An argument for expanding access to the Fed’s Standing Repo Facility, and a rebuttal

SFM Interview: John Kiff on CBDC progress and why synthetic is better

Federal Reserve eyes balance sheet flexibility for banks – is a return to the UST exemption on the table?

SFM Interview: T. Rowe Price’s Khokhar on systemic change for buy-side collateral optimization

OPTIC: T+1 is the antidote to mandatory buy-ins and should be part of CSDR Refit

SFM Interview: Acadia’s Chris Walsh on hedge funds, custodians and collateral after UMR6 go-live

GFF Summit: tech investments paying off to handle vol and penalties, DLT inches forward

In Europe, capping agency lending fees at 10% would be the wrong choice