Repo

Term Repo: supported by clearing, Europe outweighs the US in activity for end of 2024

New FSB recommendations target leverage in non-bank financial intermediation

Manama Dialogues in Bahrain: de-risking global economy a priority

Deutsche Börse’s strategic intraoperability links up secfinance

Video Highlight: State Street’s Travis Keltner on the expected costs to clients in the done away model, Rates & Repo North America 2024

Finadium: Market Insights on Electronic Repo Trading

Rates & Repo North America 2024: Advances in post-trade, triparty and collateral

Rates & Repo North America 2024: Dealer to client repo trading platforms in a digital age

Rates & Repo North America 2024: Market conditions in US repo

Video Highlight: BNY’s Ted Leveroni on how market participants are responding to the US repo clearing mandate so far, Rates & Repo North America 2024

Monday commentary: EU on repo clearing; BRICS Clear vs. SWIFT; hedge funds vs. the SEC; risk transfer networks

LCH RepoClear: Optimising access to cleared repo in the LCH model

Video Highlight: DTCC’s Jim Hraska on the two main access models for repo clearing from FICC, Rates & Repo North America 2024

Securities lending indemnification practices in focus: what we heard from agent lenders on a recent webinar

Video Highlight: Curvature Securities’ Scott Skyrm on how cash providers and hedge funds are gravitating to different clearing models, Rates & Repo North America 2024

Rates & Repo North America 2024: The clearing mandate, agency clearing and the done away model

DeFi and the economics of change in repo

Emerging hedge funds get secfinance options as services bundle

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