Repo

Special report: how post-trade data is moving from risk to alpha

Quarter-end repo market vol raises specter of year-end liquidity event

The US SEC’s securities finance agenda is doomed but UST repo clearing will grow anyhow

Uganda liquidity strategy among bright spots in Absa’s Africa review

Not waiting on wCBDC: DLT already connects cash leg to Eurosystem

What’s in scope of the GMRA/GMSLA digital assets annex and why?

Finadium Big Ideas Quarterly Q4 2024 now online

How ugly will the US repo clearing paperwork get?

Rates & Repo North America 2024 recap – a record crowd and high value speakers

Securities finance results round-up for October 2024

How Quantitative Tightening should drive demand for intraday funding activity

From SEFs to Repo Clearing: Industry Lessons for Streamlining Adoption

Commercial viability of EU/UK consolidate tape is a balancing act

Rates & Repo in NY: the clearing mandate, agency clearing and the done away model

Rates & Repo in NY: market conditions and the data-driven future

Rates & Repo in NY: UST repo clearing catalyzes market options

Rates & Repo in NY: advances in post-trade, triparty and collateral

What crypto needs now is traditional prime with “evolved views of risk”

Finadium: Collateral Management Outsourcing: Providers, Market Size and Business Trends

What we learned at our cross-product collateral arbitrage webinar

For discussion: central banks as CCP members for repo clearing

Securities finance results round-up for September 2024

Repo and securities lending data consolidation opens new doors for funding and financing optimization

T. Rowe’s Khokhar on CSA flexibility for collateral optimization

The future state of US Treasury repo data requirements

BIS: multi-strategy funds led Yen carry trade leverage and cross-product investing

Finadium launches client GUI for hedge fund exposures and counterparties data

Repo market players weigh access models and costs ahead of clearing mandate

Vendor hiring of collateral SMEs enters a new era

Bloomberg on taking genAI from demo to buy-side delivery

Securities finance results round-up for August 2024

Data tech is changing the way hedge funds manage vol-related crises

Political stagnation on climate risk means markets are doin’ it for themselves

With existing tech stretched to the limit at T+1, intraday liquidity turns to DLT for T+0

Finadium Big Ideas Quarterly Q3 2024 now online

Securities finance results round-up for July 2024

A leveraged investor with no triparty relationship yet? Take action now to beat the repo clearing rush

Netting in Central Bank Money opens a new opportunity for balance sheet efficiency

Basel Committee decision on repo in stablecoins creates bank business opportunities and greater crypto market legitimacy

MMF collateral gains traction amid reform of Europe’s short-term funding markets

The basis trade is global – regulators are now talking about risk spillovers

US repo balance sheets tightened at end of June – what does that mean for the rest of 2024?

As US fiscal policy concerns surge, how much should repo markets worry?

Securities finance results round-up for June 2024

ISDA leaders on genAI for collateral and trading

Projecting repo volatility from FICC DVP data, tax season and the Wall of Cash

Special report: convergence of securities lending and repo tech on the trading desk

FSB’s margin proposals could make it “more of a risk to be hedged” for NBFIs

CMU manifesto: “bold top-down” strategy and more market-based finance

Securities finance results round-up for May 2024