Repo

Interview: J.P. Morgan’s Paramanathan on EAD benefits to agent lenders from Basel III endgame

Interview: FINOS on what’s next for CDM and open source trends

Finadium: US Repo Conditions and Market Structure in 2023

SFM’s top stories in 2022 – a look back at the year’s big trends by the numbers

SFM Interview: ICMA’s Jarratt on capital market priorities for fintech

SFM Interview: ETS’ Danesh on building a utility model for market tech and governance

The private benefits of repo CCPs are proven, but what about the public benefits?

SFM Interview: SocGen’s Marochini on digitalized markets progress

SFM Interviews: US year-end repo market signals and Fed forecasting

Zurich Secfinance and Repo Roundtable – notes and our slides

SFM Interview: reusing collateral has a trade-off in QE-fueled repo markets, what about QT?

Eurex Repo: GC Pooling stepping up again as central banks pulling out

Financial Bite: Building out the layers of repo electronification with Tradeweb

LCH RepoClear: Reducing Uncertainty and Counterparty Risk in Volatile Market Conditions

Would the SEC’s proposal to change 15c3-3a for UST repo clearing change market behavior without a full mandate?

Rates & Repo 2022 webinar replays are online

Two central bank working papers could have short-term impacts on financial regulation

SFM Interview: repo markets make a splash at Africa’s COP

ABCP and structured products in secfinance are freeing up balance sheet and regulatory constraints

Not always exciting but very important, the digitization of documentation in securities finance picks up steam

Mandatory clearing of UST repo is a fine idea but expect a hit to market liquidity

SFM Interview: Murex’s Farhat on collateral and tech adaptations in secfinance

Rates & Repo 2022 recap: pressing topics include repricing liquidity, triparty for the buy-side and new settlement models

SFM special report: regional repo elevated amid deglobalization trends

Finadium Big Ideas Quarterly Q4 2022 now online

SFM Interview: Stanford’s Duffie on US treasury markets clearing reforms

GLMX: building technology to access global money markets

Rates & Repo Preview: repo economics and settlement venues

Gilt lessons: CCPs and market confidence in secured financing markets

An argument for expanding access to the Fed’s Standing Repo Facility, and a rebuttal

Rates & Repo Preview: developing the triparty business model

Rates & Repo Preview: where is repo liquidity today and where is it going?

SFM Interview: Pirum’s Morgan on automation RoI and blockchain FOMO

Getting ready for Rates & Repo on November 2-3, 2022

Gilt collateral is operationally intense but orderly this week, say market participants

GFF Summit: tech investments paying off to handle vol and penalties, DLT inches forward

RRP use tears upwards – what will break the trend?

Finadium: OTC equity derivatives database; client webinar on using Finadium databases

SFM Interview: ION’s Tyndale-Biscoe on repo liquidity and the rise to the cloud

GFF Summit: European traders think 10-11% repo rates could return at year-end

The SEC’s UST repo clearing proposal suggests winners and losers

SFM Interview: SIX’s Demir on servicing UMR’s last phase in the Swiss market

Inside the HQLA^X agency seclending transaction – small steps, big implications

SFM Interview: Federated Hermes’ Lusk on money market priorities in a new regime

T+1 settlement for repo: new challenges and solutions in post-trade processing

SFM Interview: Citi’s Topa on the state of the CSDR review

EquiLend and Transcend: DLT, data strategy in focus at Finadium’s NYC tech conference on Sept 13

Panelists preview AFME’s new OPTIC conference on post-trade and technology

Interview: David Andolfatto on a critical review of the Fed’s standing repo facility

Circle’s USDC reserve assets have US$101 million in repo value