What's the right margin for collateral in securities lending? 102%? 105%? 120%? (Finadium subscribers only)
The FSB announces the 2nd phase of their study on securities financing; this time its all about haircuts
Eurex interview with Finadium: “Market participants are most concerned about netting of counterparty exposures”
White paper argues up to 97% savings from using a securities lending CCP, but best to look a little closer before repeating those figures
Tuesday news roundup: SunGard+Pirum; the mechanics of a US default, mutual funds cry foul at US Office of Financial Research
Why gross up exposures for fully collateralized transactions? The ICMA and ISLA respond to new Leverage Ratio proposals.
Wednesday news roundup: capital shortages; indemnification and agent lender competition; Asian hedge funds and collateral management
Comparing pension plan vs. asset manager and insurance company requirements for collateral management
Strategies for differentiation in prime brokerage and agency securities lending (Finadium subscribers only)
Webinar invitation: OTC derivatives end-users on clearing and collateral, Wed July 24 11:00 EST/16:00 GMT
Do asset managers think that securities lending is opaque or transparent, and why does it matter? (Finadium subscribers only)
Basel Committee consultation on the Leverage Ratio specifies treatment of collateral and securities finance transactions
The Fed takes on cash collateral in securities lending – one important point, some weak ones and some missed opportunities
