Repo

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

Interview: Cboe Clear Europe’s Patel on designing SFT clearing structure

The JPM Coin/Broadridge DLR deal: why digital cash is a missing link for repo tokenization

Could repo compression work for the industry?

Interviews: Repo democratization in Canada

What to make of the new OFR rule on bilateral repo data reporting

Interview: SDX’s Newns on wCBDC criticality for tokenization

Repo expert: “we’re in a cross current of regulation with amazing new technology”

Finadium Big Ideas Quarterly Q2 2024 now online

FISL Preview: the most effective securities lending innovations benefit all players

Securities finance results round-up for April 2024

The CCPs to take seriously for US Treasury and UST repo mandatory clearing

FISL Preview: where is the SEC heading with securities finance regulation?

Rates & Repo Europe: experts dish on AI and DLT pitfalls

Video Highlight: LSEG’s Corentine Poilvet-Clediere on the importance of openness and working together in financial markets

Video Highlight: LSEG Post Trade’s Olivier Nin on the massive savings on legal costs with a CCP

Interview: FINOS’ Gavronsky on CDM traction for collateral and secfinance

FICC wants to clean up its FCM and done away repo clearing model, but will it connect with the market?

The case for balance sheet efficiency: Guaranteed Repo transactions are excluded from the GSIB Surcharge, LCR and NSFR

Rates & Repo Europe 2024 panel replays are now live