Finadium: Can the Blockchain Work for Securities Finance, OTC Derivatives and Other Collateralized Transactions?
How the Fed will really raise rates, and immediate impacts on securities finance and rates businesses (Premium Content)
Monthly balance sheet optimization exercises in the US: data from the Fed suggests it is now a reality
Will Basel III rules mean that seclending and repo get swallowed up by OTC derivatives? (Premium Content)
Fed Governor Jerome H. Powell spoke on the factors behind disappearing US Treasury liquidity. Its not just regulation.
Measuring the impact of LCR and other liquidity regulation on banks – a new study by the Bank of England
The Fed’s Senior Credit Officer Opinion Survey (SCOOS) on Dealer Financing Terms shows some hints of repo markets to come
Bloomberg article: “Who Will Save the Repo Market? Barclays Has a Few Ideas”. Some ideas might have been missed.
OFR Financial Stability Monitor tracks drivers behind markets. We take a close look at Funding/Liquidity.
The Fed updates on Tri-Party Repo Reform. What is left to do: cross-clearer GCF and post-default fire sales.
What we learned at our Clearing and Market Infrastructure for Repo, Funding and Liquidity event (Premium Content)
Will the OFR and NY Fed Repo tracking project capture financing outside of traditional repo products? Not likely.
BCBS, IOSCO and IAIS release joint report on risk management. They address collateral shortages and illiquid margin.
The Fed releases proposed rules on using Muni bonds for LCR requirements. But the devil is in the details.
Tri-Party Repo: Liberty Street Economics blog looks at the history and BNYM announces the end of secured credit exposure (aka “unwind”/”rewind”)
The Systemic Risk Council publishes an interactive tool for looking at bank stats. We especially like “Short Term Noncore Funding as a Percent of Total Assets”.
