Repo

Finadium: The Global Tri-party Services Market in 2017: A Finadium Survey

What we heard and said at the first Asian Prime Collateral Forum

What’s better, legacy or enterprise technology in securities finance and collateral management?

How robust is the argument for term LIBOR vs. overnight repo benchmarks? (Premium)

Is the European repo market in recovery? The latest ICMA survey suggests some direction

Finadium: Repo Benchmarks as a LIBOR Replacement

Rates & Repo event update: who is coming and featured panels

Our analysis of the US Treasury October 2017 report on Capital Markets (Premium)

How many tri-party agents should there be? (Premium)

Our slides from the Oct 3 London event, “Market Competition, Europe and US regulations” (Premium)

An ECB Reverse Repo Facility is a painful idea, even if it may be necessary

What happens when tapering decreases the amount of availability on the Reverse Repo Facility? (Premium)

Merging financing desks: what do clients get out of it?

ASIFMA and ICMA publish a pilot survey on Asian repo; we compare their findings against our own surveys (Premium)

Credit Suisse’s Zoltan Pozsar on sterilization, repo and FX Swaps (Premium)

The layering of regulatory cost on Securities Financial Transactions

A framework for build, buy or network in a changing market environment

SFM Magazine, Fall 2017, is now online

Will mandatory stays on defaults decrease confidence in securities finance? (Premium)

Applications for artificial intelligence in securities finance and collateral management

The fate of non-cleared bilateral repo for US Treasuries as the Fed prepares to publish repo benchmark rates (Premium)

WSJ article stokes fears of one US tri-party repo clearer: did they get the story right?

NEX European repo volumes up 35% yoy in July

Finadium Big Ideas Quarterly Q3 2017 now online

Our analysis of the CME decision to launch derivatives on US Treasury repo rates (Premium)

Finadium’s strategic plan for 2017-2018

A scenario is emerging where Japanese banks could lose access to GCF Repo(R) (Premium)

Surmounting the onboarding challenge in All to All lending markets

Finadium: Tri-party Repo in Asia: OTC Collateral Demand and Structural Change

We offer a proposal for Simple, Transparent and Comparable securities finance

Get ahead on key issues with Finadium research: an example from the BIS Annual Report

Finadium announces Rates & Repo Conference in NYC Nov 1

Here’s what no US Treasuries in the Leverage Ratio means for US banks and US repo (Premium)

Repo approved as an alternative to LIBOR – what does this actually mean?

Lessons for Peer to Peer in securities financing from Peer to Peer in cash fixed income (Premium)

Title Transfer Collateral Arrangements – European and US rules

The Five Cs of Bank and Client Success in Securities Finance

Securities Finance Market Structure (slides only)

SFM Magazine, Summer 2017, is now online

Synthetic Securities Finance can Unlock the Key to more Financing Supply… If Inventory is Well Managed

Are hedge funds really that risky as counterparties in collateralized trading?

Collateral Opportunities for Investors

Thursday Roundup – comedy and good news edition (Premium)

Next Steps for Hedge Funds in Cost Management

Collateralised Financing for the Real Economy

The business case for tri-party repo flexibility

Finadium: Scenarios for the Next Collateral Crisis – download a free excerpt

Different approaches to SFTR bring healthy competition to the securities finance market

Finadium Big Ideas Quarterly Q2 2017 now online

How much should government be involved in the securities financing markets? (Premium)