Securities Lending

Takeaways from our Synthetic Prime Brokerage webinar last week (and replay now live)

Synthetic Prime Brokerage in 2024

ISLA is expanding to the US with short-term opportunities to improve the market

Securities finance results round-up for February 2024

Interview: Clearstream’s Sharma on the data granularity boom for fails management

Agent lenders are setting up swaps desks – how will this work?

Interview: Broadridge’s John on T+1 securities lending buildout for the buy-side

DLT in Securities Finance: building out defined use cases

Finadium Big Ideas Quarterly Q1 2024 now online

Eurex’s MSCI Total Return Futures continue global product growth trends

Higher investor interest in hedge fund credit strategies may come with financing cost surprises

SA-CCR and Basel III Endgames: Implications for AIMs

The Raymond James/Velocity deal is more interesting than you might think

Securities finance results round-up for January 2024

Interview: Redhedge’s Seminara on the basis trade opportunity and refinancing challenge

EquiLend sale opens up a new era for product innovation in securities finance

Using CME futures and OIS to forecast Fed interest rates

2024: the year of the multi-strat (again)?

T+1 countdown: 2023 in review and what’s next

Interview: TreasurySpring’s Cook on building sustainability into short-term funding

A primer on SFT minimum haircut rules in upcoming Basel III changes

Top Finadium News & Opinion stories of 2023

What European beneficial owners and agent lenders say about Basel III Endgame planning

Interview: Causality Link on what testing genAI says about future deployment

Interview: OCC’s Knapp on banks becoming clearing members

Interview: GLMX’s Giglio on expansion into equities securities lending

Finadium: European Securities Finance Planning for Basel III Endgames

Interview: CME on who’s trading AIR Total Return Futures, why, and what’s next after record volumes?

Millennium and Schonfeld: brand vs. capital deployment is coming to a head

Interview: Meritsoft’s Carpenter on mitigating costs amid T+1 prep

Smaller beneficial owners should embrace access to securities finance CCPs to stay in the game

Interview: prioritize AI regulation ahead of US bank consolidation wave

Finadium: CCP Models for Client Clearing in Securities Finance

Free from Finadium – an Excel guide to FX Swaps

Special Report: 24-hour repo/collateral trading and lessons from equities markets

Standout points from ISLA’s 2023 Post Trade conference last week

Finadium Big Ideas Quarterly Q4 2023 now online

Video Highlight: FIS’ David Lewis on what functionalities market participants need from a securities finance trading platform

Market Participants and the Value of CCP Services for Repo and Securities Finance

AFME OPTIC: markets grapple with wider T+1 issues as EU faces tough decisions

Intro to securities finance – a spreadsheet for understanding equity finance instruments

Rates & Repo Preview: repo on chain and collateral mobilization

OFR paper on short-selling restrictions finds benefits but needs attention to understand why this matters

T+1 can be a new catalyst for ISLA’s Securities Lending Performance Management goals

RMA: US Basel III Endgame operational risk changes will impact agency lending

Analysis: SEC approves securities lending transparency (10c-1) and short selling reporting rules (13f-2)

Interview: Broadridge’s Barakat on DLT network value in secfinance and collateral

Interview: Trading Apps on why this time is different for TA.Link launch

Securities loans get more competitive vs Total Return Swaps in the US Basel III Endgame proposal