Repo

JP Morgan exits GCF Repo® clearing – what does this actually mean?

Finadium survey: Asset Managers on Collateral in Securities Finance

Fed Governor Tarullo: is repo supply linked to the demand for safe assets? (Premium)

The NSFR should be postponed pending further analysis

Fed notes that LCR could seriously disrupt bank lending and policy transmission (Premium)

Leading Asset Managers on Securities Lending Policies and Revenues: A Finadium Survey

Will securities finance products converge to one product type in the next five years? (Premium)

Finadium names Rick Stinchfield Head of Technology and US Brokerage Consulting

Brexit was not a collateral crisis but you can see one from here (Premium)

Securities Finance Monitor Magazine Edition 4 is now online

US Treasury repo rates spike on Brexit

We review the FSOC's 2016 annual report (Premium)

Finadium for Hedge Funds: Tools and Information for Alternative Investors

If BNYM hits it big with DBV-X, where does that leave GCF(R) Repo? (Premium)

Taking bets on buy-side adoption of CCPs for direct membership (Premium)

Broadridge buys 4Sight: what it means for the market (Premium)

Finadium: Impacts of MiFID and MiFIR on Securities Finance

Finadium: Agency Prime Brokerage – A Business Model

Big US banks prepare to move off of LIBOR as derivatives benchmark rate (Premium)

Lots of new securities finance and collateral consultancies – who will be their clients? (Premium)

What’s the story with collateral trading platforms DBV-X and Elixium? (Premium)

Responses to Treasury Market Structure RFI encourage repo clearing (Premium)

More anti-securities finance bias in the press: the Washington Post story on div arb

Buy-side unhappy with ESMA’s SFTR discussion paper

As part of Dodd-Frank, Fed continues to throw basic idea of defaults, collateral and buy-ins into question in securities finance

The reality of putting transaction-based rates into LIBOR and EURIBOR (Premium)

Getting down to business in measuring counterparty credit exposure

The Fed’s analysis of March 2016 UST fails shows "reopenings" as a main cause

Funds Transfer Pricing and the Quest for Term Funding: Working Towards New Solutions

US$50 billion for DTCC repo clearing? With new blockchain project and more netting, maybe the figure is US$25 billion (Premium)

Dealers speak their minds on US bond and repo market liquidity (Premium)

In blockchain for repo initiative, DTCC goes head-to-head against Fedwire securities settlement services (Premium)

What’s going on in the collateral segregation market? (Premium)

At last, a LIBOR based (mostly) on market transactions (Premium)

Finadium 2016 Conference roundup and our presentation slides (Premium)

The Finadium 2016 Conference is Tuesday March 15

Finadium: survey of banks on securities finance technology

Why direct repo and securities lending may be the best thing that has happened for asset holders in a long while (Premium)

Finadium: The Repo/LIBOR Flip and what it means for the markets

Our reading of the ICMA’s latest European Repo Survey (Premium)

Holding steady in a ‘hurry up and wait’ environment – an interview with Clearstream (Premium)

GSF Summit: What the shift to collateral driven markets means for repo (Premium)

4Sight’s Jonathan Cooper on cross-product technology integration and margin rules for uncleared derivatives

Finadium’s Big Ideas Quarterly Q1 2016 presentation is now online

Securities Finance Monitor Magazine Edition 3 (Tech Special) is now online

Falling US Treasury liquidity: what do securities lending rates show? (Premium)

Optimizing securities lending collateral management across cash and non-cash

GSF Summit kicks off with cautious optimism for the future of securities finance markets (Premium)

Regulators, please adjust the rules to preference the underlying markets, not the derivatives markets

SFT-R compliance and operational readiness (Premium)