Regulatory

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?

Interview: LRH’s Comotto on where SFT data is going

SFM Interview: what happens when market infrastructures fail?

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

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

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?