Regulators, please adjust the rules to preference the underlying markets, not the derivatives markets
Basel III regulation gives a specific reason for why blockchain will save banks billions in regulatory costs (Premium)
The big yawn – why a Fed rate hike no longer really matters for cash collateral in securities lending (Premium)
Regulators, please note: the focus on Shadow Banking regulation must be on the smart allowance of risk (Premium Content)
Finadium: Balance Sheet Optimization Strategies (Self-Funding) for Hedge Funds and Other Alternative Asset Managers
Inter-clearer FICC tri-party trading at DTCC will come to an end in July, 2016. Did the Fed just get impatient?
An analysis of the BCBS consultation paper “Haircut floors for non-centrally cleared securities financing transactions” (Premium Content)
Derivatives, Securities Financing and the Law of Conservation: Transforming Counterparty Risk into Liquidity Risk
The latest ICMA European Repo Council Survey is out; behind the headlines are some interesting trends
Fed Governor Tarullo speaks on regulating insurers liability sensitive activities, including sec lending, repo, and collateral management
The SEC wants to make sure mutual funds and ETFs are liquid for investors. This isn’t going to be as simple as it sounds.
Five reasons why prime brokers say different things about balance sheet scarcity to their hedge fund clients (Premium Content)
Finadium report: Guarantees vs. Collateral: Risk in ABCP, Collateralized Commercial Paper and New Structured Products
Monthly balance sheet optimization exercises in the US: data from the Fed suggests it is now a reality
