Should declining liquidity in the US Treasury markets push haircuts on UST repo up? We think there is a good case.
Highlights from comment letters on the “Regulatory Framework for Haircuts on Non-Centrally Cleared Securities Financing Transactions”
A rare black eye in the peer to peer repo space shows the need for careful due diligence (Premium Content)
Part II: The Fed releases rules on capital for GSIBs, includes extra requirements for securities financing trades
Part I: The Fed releases rules on capital for GSIBs, includes extra requirements for securities financing trades
The FSB on securities finance data collection and aggregation: a good start but there are some tough points to resolve
Corporates: how to invest their cash? Is non-intermediated access to centrally cleared tri-party repo coming?
European rules on investment managers reporting securities financing to trade repositories — will they scare away lenders?
Fed's Potter outlines how they will raise rates….using higher IOER as a magnet. We think RRP is a better tool.
Pimco Total Return Fund reduces cash & repo in favor of futures exposure. Are they feeling the lack of liquidity in repo?
What we learned at the Finadium Zurich Securities Lending and Repo Update last week (Premium Content)