Repo

"Puts in the Shadow", a new paper by Manmohan Singh is worth a read

Liberty Street Economics Blog on bilateral and tri-party repo haircut differences: they can't explain it. We can.

Do government SIFI liquidation programs make bank or CCP counterparties safer?

Single Stock Futures and Repo Futures volumes are up – is this a sign of broad acceptance?

Collateral, collateral transformation and CCPs: a close look at the crazy numbers

Bloomberg article on collateral transformation: more questions than answers

Finadium Conference on October 30 in NYC: updated agenda and registration

Lord Turner and the FSA on Shadow Banking: Its Not Pretty

EC Consultation Paper on LIBOR: smarter than we thought it would be

Thursday’s News: Fed and ECB actions impacting the securities finance markets

A new Liberty Street Economics blog post looks at the PDCF

Reuters: BrokerTec, MTS to launch euro zone repo index series

Tuesday roundup: repo index transparency, FSA on LIBOR, ESMA on seclending fees, RMA conference

Finadium: Repo Indices, OIS and Other Alternatives to LIBOR

The new ICMA European Repo Market Survey has been released. We look at some of the numbers.

US Treasury Borrowing Advisory Committee, in an about face, throws support to GCF Repo Indices as benchmark for UST Floaters

US Tri-Party Repo Reform: "Everyday you are still rolling the dice"

Fitch publishes “Repos: A Deep Dive in the Collateral Pool”, an update to the tri-party repo market for less liquid collateral

The US Office of Financial Research expects to have 275 employees by 2015

Analysis: ESMA's securities lending guidelines for ETFs

Three highlights for securities finance from the 2012 US Office of Financial Research Annual Report

Data Explorers on corporate bond borrowing: demand is up

Singh and Stella on the velocity of collateral: banks just don't trust each other. We think there is more to it.

Aftershocks of the LIBOR scandal, including market movements on alternatives

The demise of LIBOR: the pricing scandal is only part of the problem

Liberty Street Economics blog post: the US repo market is a lot smaller than we thought

Finadium: Impact of Moody's Downgrades on Securities Lending, Repo and Collateral Management

OCC comes out with rules on legal lending limits; includes repo, sec lending and derivatives

Fitch: Collateral Transformation Drives Central Clearing Risks

Fed Governor Tarullo Beats the Drum on Shadow Banking: We Break Down his Speech for Clues on Future Regulatory Action

Disagreeing with Duffie: central US tri-party clearing utility not the right choice right now

Shadow Banking not that Shadowy, says Cantor

Artfully Dodging the Liquidity Coverage Ratio in Securities Lending and Repo.

More factors to consider on the direction of collateral transformation trades

“Replumbing Our Financial System: Uneven Progress” by Darrell Duffie: turn tri-party clearing into a "dedicated regulated utility"

Bank of New York Mellon targets DTC-cleared paper in the next step in tri-party reform. This one is going to hurt.

Moody's Downgrade Watch: What Will the Buy-Side Do?

The coming Moody's bank downgrades: funding and collateral will feel the heat

Pro-cyclicality and repo: do regulators understand how haircuts are determined?

BofE's Tucker may turn the tri-party repo market upside-down

Comments on the FSB interim report on repo and securities lending

Getting to the meat and potatoes of Shadow Banking regulation

LCH.Clearnet to buy International Derivatives Clearing Group, putting another piece in the clearing puzzle

Repo Futures: DTCC and NYSE Liffe come together to create a winner

Does the recent NYPC/LCH.Clearnet deal inch towards a global CCP?

Betting on a trade repository in securities lending and repo

The CME is now accepting corporate bonds as collateral for OTC derivatives…we have some questions

Finadium: Shadow Banking is US$17 trillion industry, not US$60 trillion. Money market funds are not Shadow Banks.

The Supply of Safe Assets: the Other Side of the Equation

The IMF's Global Financial Stability Report looks at coming collateral shortages