Repo

Finadium: hedge funds on leverage, repo and prime custody

The Fed proposes tracking bank Fed Funds, Eurodollar, and CD activity but leaves out repo

Basel Committee consultation on the Leverage Ratio specifies treatment of collateral and securities finance transactions

Update on the non-cash and collateral transformation issue at CCPs (Finadium subscribers only)

The Finadium Repo Panel and Networking Event: a look at a couple issues we discussed

ISLA chimes in on the FTT: Lots More Doom and Gloom for Sec Lending and Repo

The Fed is gearing up to tackle more shadow banking issues (Finadium subscribers only)

Tricky business: EU thinks about requiring formal consent to lend out client’s collateral

Five important points from the new BIS paper on collateral

The WSJ misses the mark with recent article on repo and shadow banking

Lending equities for equities vs. equities for repo backed by equities (Finadium subscribers only)

Monday roundup: CASLA docs, Finadium’s repo event, RWA standardization

Hedge funds fill the vacuum in fixed income when banks exit

The NY Fed looks at collateral fire sales and tri-party repo: some good ideas, some well….

Tarullo: short-term funding the next great unsolved challenge

Three positive scenarios for securities finance in 2013

The FSOC 2013 Annual Report: taking a look at “Fire Sale and Risk Run Vulnerabilities”

Finadium releases analysis of bank preparations for Basel III and impacts on securities finance

Finadium to host NYC repo panel and reception June 11 2013

Regulators arguing over jurisdiction suggests something isn’t right

Fitch’s new paper on repo takes a hard look at tri-party & structured finance paper

FRB SCOOS report highlights some interesting trends in securities finance terms and client demand

ICMA European Repo Council calls for exemption of repo transactions from FTT

A new paper on the EC proposed Financial Transaction Tax: the news is all bad

How are Liffe’s repo futures faring?

Lessons for securities lending and repo from OTC derivatives data repositories

Helping regulators understand that banks and securities finance are part of the real economy

Our comments on the latest ICMA repo market survey (Finadium subscribers only)

ICMA releases Dec 2012 European Repo Market Survey

EquiLend partners with Finadium and FinTuition for Global Training Program

Whoa Mr. Gensler, don’t trash LIBOR just yet – repo futures and OIS are not ready for prime time

Our methodology for sizing the repo market (Finadium subscribers only)

Finadium releases survey of institutional investors in the repo market

Six ideas for new business opportunities created by AIFMD (Finadium subscribers only)

BCBS and IOSCO clarify non-cleared derivatives margin rules and allow broader collateral eligibility – the cake is almost baked

Should we buy into ESMA’s arguments on collateral shortages?

Clearstream releases results of conference voting surveys (collateral transformation, negative interest rates)

The debate between liquidity and transparency

Dudley’s speech on how to fix wholesale funding floats some controversial ideas about tri-party

Fitch reports on MMFs holdings; we look behind the data

A look at the RMA response to the FSB paper on shadow banking (Finadium subscribers only)

FASB plans to update the repo to maturity rules, but will they go too far and impact liquidation risk?

LCH.RepoClear adds an extra layer to the repo risk waterfall. Is it gilding the lily?

Going to the Clearstream Global Securities Financing Summit?

Fed SCOOS survey results on collateral transformation and the end of TAG

Two models for risk mitigation in collateral transformation trades (Finadium subscribers only)

The IMF looks at policies for regulating shadow banking

Ten pressing questions in securities finance for 2013

What's the value of the ICAP/MTS repo indices in the market?

Finadium: Sizing Up the Collateral Transformation Trade