Repo

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)

Time for the buy-side to take collateral responsibility in securities finance

The BIS repo paper: one step forward but mostly an example of frustrating regulatory thinking

UST Repo: dealers get breathing room and make some money at end of Q1 2017 (Premium)

What hedge funds think about Direct/Peer to Peer platforms (Premium)

Does the Direct/Peer to Peer market need standardized contracts for success or will customized contracts be enough?

Is the failed Deutsche Boerse/London Stock Exchange merger good or bad for European repo? (Premium)

Finadium: Greenfield Opportunities in Securities Finance and Credit Businesses

Highlights and takeaways from the Finadium 2017 Industry Conference (Premium)

GlobalCollateral introduces its Inventory Managing Service (IMS): dealers speak on the opportunities and challenges

OFR publishes data on repo dealer netting with the buy-side on CCPs – is it worth the new costs? (Premium)

US and European repo markets at the end of 2016: a regional analysis (Premium)

Citi’s Jeff Bonaldi on why participate in Finadium’s Investors in Securities Lending Conference

Analysis: Pirum, IHS Markit and the challenge of SFTR (Premium)

Has the Financial Stability Board lost its bite in derivatives and securities finance? (Premium)

Who is coming to Finadium’s 2017 Industry Conference?

eSecLending’s Peter Bassler and Simon Lee on why participate in Finadium’s Investors in Securities Lending Conference

Final customer collateral segregation rules published by Canadian Securities Administrators (CSA)

J.P. Morgan’s Paul Wilson on why participate in Finadium’s Investors in Securities Lending Conference