Securities Lending

Rates & Repo Europe Preview: remaking and rewiring global market liquidity

At PASLA, Asian institutions are heading their own way in building the markets

ETFs boom globally as securities lending revenues spike

Saudi Forum spotlights securities financing and derivatives progress

What’s behind fixed income lending revenue strength?

Securities finance results round-up for February 2025

Optimism, collaboration and progress at the “Capital Markets and the Kingdom of Saudi Arabia” conference in Riyadh

Crypto gets in the collateral mix at SIX’s triparty agent

Securities finance and repo execution platforms: directory, data and other resources

“Organized chaos” of regs create urgency on T+1 and DORA, but tokenization a bright spot for secfinance

Will Donald Trump Make Securities Lending Great Again and other insights from the GFF Summit

Speaking with portfolio managers about securities lending, collateral and liquidity

“Automation is no panacea” for Europe’s T+1 shift, says ISITC

Finadium Big Ideas Quarterly Q1 2025 now online

“Too early in the year to be pessimistic” on secfinance trends

Securities finance results round-up for January 2025

AI in post-trade is like “guardian angel” for regulatory reporting

Top Finadium News & Opinion feature articles in 2024

Cboe Clear Europe to ramp up SFT clearing in Q1 2025

Securities finance results round-up for year-end 2024

Manama Dialogues in Bahrain: de-risking global economy a priority

Deutsche Börse’s strategic intraoperability links up secfinance

The State of Indemnification in Securities Lending: a webinar for the global buy-side

Saudi data in demand as seclending docs and tech progress

Securities lending indemnification practices in focus: what we heard from agent lenders on a recent webinar

Secfinance confronts existential questions in “radical” AI data era

Securities financing revenue trends adrift in choppy waters

Emerging hedge funds get secfinance options as services bundle

Special report: how post-trade data is moving from risk to alpha

The US SEC’s securities finance agenda is doomed but UST repo clearing will grow anyhow

Finadium: Asset Managers in Securities Lending Survey 2024

Can UCITS funds really not accept pledge in securities lending?

The next dealer axe in securities lending collateral

Private-public markets move to parity on regulatory and tech trends

What’s in scope of the GMRA/GMSLA digital assets annex and why?

Finadium Big Ideas Quarterly Q4 2024 now online

Securities lending revenues set for lift off in Q4, if…

Securities finance results round-up for October 2024

Pre-trade connectivity in securities finance vs. exchange platforms: how it works and what’s the difference

Finadium to host webinar on securities lending indemnification, free for the buy-side globally

Rates & Repo in NY: market conditions and the data-driven future

Synthetic Risk Transfer structures can become a regular part of the securities finance playbook

Should securities finance aim for automation, artificial intelligence or both?

AFME OPTIC: T+1 shift not a success for foreign investors

What crypto needs now is traditional prime with “evolved views of risk”

Getting from Loanet to Loanext: What’s It Worth to the Market?

What we learned at our cross-product collateral arbitrage webinar

Securities finance results round-up for September 2024

Repo and securities lending data consolidation opens new doors for funding and financing optimization

T. Rowe’s Khokhar on CSA flexibility for collateral optimization