Repo

Interview: Cboe Clear Europe’s Patel on designing SFT clearing structure

The JPM Coin/Broadridge DLR deal: why digital cash is a missing link for repo tokenization

Could repo compression work for the industry?

Interviews: Repo democratization in Canada

What to make of the new OFR rule on bilateral repo data reporting

Interview: SDX’s Newns on wCBDC criticality for tokenization

Repo expert: “we’re in a cross current of regulation with amazing new technology”

Finadium Big Ideas Quarterly Q2 2024 now online

FISL Preview: the most effective securities lending innovations benefit all players

Securities finance results round-up for April 2024

The CCPs to take seriously for US Treasury and UST repo mandatory clearing

FISL Preview: where is the SEC heading with securities finance regulation?

Rates & Repo Europe: experts dish on AI and DLT pitfalls

Video Highlight: LSEG’s Corentine Poilvet-Clediere on the importance of openness and working together in financial markets

Video Highlight: LSEG Post Trade’s Olivier Nin on the massive savings on legal costs with a CCP

Interview: FINOS’ Gavronsky on CDM traction for collateral and secfinance

FICC wants to clean up its FCM and done away repo clearing model, but will it connect with the market?

The case for balance sheet efficiency: Guaranteed Repo transactions are excluded from the GSIB Surcharge, LCR and NSFR

Rates & Repo Europe 2024 panel replays are now live

BIS and central banks launch cross-border tokenization project

Securities finance results round-up for March 2024

Rates & Repo Europe: what are market nightmare scenarios?

Calming down the expectation of a US repo funding crisis in Q2 2024

Video highlight: Euroclear’s Olivier Grimonpont on the three kinds of data in collateral management

Video highlight: State Street’s Cassandra Jones on the growth of Peer to Peer and indemnification in the repo toolkit

Interview: Wematch’s Raccat on the global shake-up in secfinancing

Guaranteed Repo as regulatory arbitrage? Not at all, says Sunthay’s Rao

Rates & Repo Europe: rapidly evolving market conditions will reshape competition

Interview: GLMX’s Havlicek on the need for an Asian hub

Interview: PASLA’s Howard on growing secfinance access in APAC

More on whether UST basis traders will really support the US Treasury market in 2024

Takeaways from PASLA|RMA conference on Asian securities lending

Rates & Repo Europe Preview: Mandatory Clearing for UST Repo – Impact for Europe

Rates & Repo Preview: Market Conditions in the UK and Europe

Rates & Repo Europe Preview: Big Data, Big Technology, Big Opportunities

Securities finance results round-up for February 2024

Interview: Clearstream’s Sharma on the data granularity boom for fails management

Finadium: How Far Can the Marginal Buyer Take US Treasury Repo in 2024?

US Treasury Repo at Year End 2023: High Level Stability with Pockets of Volatility

How regulators are thinking about leverage limits for non banks

Interview: Transcend’s Kadikar on global traction and the Citi investment

Connecting the SEC’s new UST dealer and mandatory clearing rules

Higher investor interest in hedge fund credit strategies may come with financing cost surprises

SA-CCR and Basel III Endgames: Implications for AIMs

Repo clearing: the key to resource efficiency

Securities finance results round-up for January 2024

Interview: Redhedge’s Seminara on the basis trade opportunity and refinancing challenge

Guaranteed Repo – Excluded from the US Treasury Clearing Mandate – Is a More Efficient Alternative

Interview: LCH RepoClear SA’s Nin on collateral’s 2024 velocity

Using CME futures and OIS to forecast Fed interest rates