Regulatory

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?

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

SFM Interview: SIX’s Demir on servicing UMR’s last phase in the Swiss market

SFM Interview: Federated Hermes’ Lusk on money market priorities in a new regime

SFM Interview: Citi’s Topa on the state of the CSDR review

EquiLend and Transcend: DLT, data strategy in focus at Finadium’s NYC tech conference on Sept 13

Panelists preview AFME’s new OPTIC conference on post-trade and technology

Interview: David Andolfatto on a critical review of the Fed’s standing repo facility

SFM Interview: Rabobank’s Every on the BIS’ RMBLA facility

SFM Interview: how can banks expect Russian sanctions to evolve?

SFM Interview: DTCC’s Lind on empirical data for pricing the new world order

SFM special report: securities lending, ESG and a death knell for omnibus structures

Interview: Transcend on ESG and collateral integration trends

Who is Michael Barr, the Fed’s new vice-chair for supervision?

Cybersecurity conference: new reporting of breaches, blockchain ROI

SFM Interview: data will define the parameters of the institutional crypto market

Should the SEC’s securities lending transparency proposal apply to the repo market?

The SEC’s 10c-1 rule on reporting available assets to lend is not fit for purpose

SFM Interview: Cassini on extreme commodities market swings and treasury optimization

Interview: European legislators weigh CRR III recalibration for short term repo

ESMA says that UCITS fee splits in securities lending require more investigation and analysis

Interview: FIA Tech on building reference data into collateral optimization

ISLA conference: traditional lending shrinking as collateral business grows

ASIFMA: China inches forward on bond market reforms as defaults and Covid weigh

SFM Interview: Acadia’s Walsh on collateralizing a new cross-product operational reality