Repo

SFM Interview: DTCC’s Lind on empirical data for pricing the new world order

ISDA’s survey of UST repo clearing seems like a missed opportunity

What needs to happen for Fed reverse repo usage to decrease?

Finadium Big Ideas Quarterly Q3 2022 now online

SFM Interview: Northern Trust on FICC sponsored repo liquidity distribution

SFM Interview: Finteum on its intraday liquidity strategy for repo

SFM Interview: Redhedge on repo liquidity challenges

SFM Interview: Euroclear on expanding the Collateral Highway and adapting triparty structure

Who should pay for triparty in the age of ESG?

SFM Interview: repo innovation and cross margin optimization from Eurex’s Derivatives Forum

Should the SEC’s securities lending transparency proposal apply to the repo market?

Convergence – Are Securities Lending, Repo and Derivatives Trading Really Going to Converge?

SFM Interview: Clearstream’s Searle on OSCAR collateral automation tech strategy

Arguments grow for consolidation of industry associations in securities finance and OTC derivatives

SFM Interview: Cassini on extreme commodities market swings and treasury optimization

Interview: European legislators weigh CRR III recalibration for short term repo

Finadium: Triparty Client Satisfaction – A Finadium Survey

ISLA conference: traditional lending shrinking as collateral business grows

For repo traders, recent commentary on FX volatility is worth a look

Finadium resources on DTCC’s NSCC SFT CCP

ASIFMA: China inches forward on bond market reforms as defaults and Covid weigh

Analysis of the Fed’s new primary dealer repo clearing venue data

SFM Interview: OSTTRA’s modeling its new repo service on IRD processing – what can the market expect?

New competition in three areas of securities finance and collateral technology

Finadium: US Repo Dealers, Rising Rates and Quantitative Tightening

Repo to benefit from financing demand as Japanese investors deterred from buying US Treasuries

SFM Interview: Eurex Repo expands buy-side access as overall volumes boom

Finadium Big Ideas Quarterly Q2 2022 now online

Our take on the Euroclear/Bloomberg/Sunthay guaranteed repo project

Explainer: how the Fed’s ACAP is changing for repo and securities lending

Finadium launches US Treasury Repo Benchmarking

State Street/Finadium: Repo Execution and Pricing Models – A Case Study of Balance Sheet Constraints, Innovation and Client Preferences

The ongoing disconnect of US bilateral DVP repo rates vs. triparty

Why are securities lending and repo markets so hard for non-participants to understand?

The tokenization of repo is exciting but technology only gets halfway to the goal

SFM Interview: FIX-ing securities lending and repo for regulatory and data benefits

US regulators want uncleared bilateral repo data – here’s the best way to get it

What will it take for the buy-side to get serious about cross-collateral optimization?

LCH: Repo CCPs and the New Market Dynamic

Finadium announces client webinar: Catalysts for Digital Adoption in Securities Finance and Repo

Who trades US equity repo, and how much?

What services will the buy-side need for Peer to Peer securities finance?

Analysis: we tested Quantum Computing to predict UST repo rates

Finadium: A First Look at Central Bank Digital Currencies and the Repo Markets

SFM Interview: BNY Mellon’s Gesa Benda on the ECB’s single collateral rulebook

Collateralized title transfer in the digital age: where it works and why it matters

Our thoughts on DTCC’s new bilateral repo data product

Financial Bite: Future-Proofing the U.S. Treasury Market

Interview: SDX says that repo is “logical next step” for central bank digital currencies

Finadium: Tokenized Repo for Cash Providers: Solving Settlement Problems