Collateral Management

New FSB recommendations target leverage in non-bank financial intermediation

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

Deutsche Börse’s strategic intraoperability links up secfinance

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

Emerging hedge funds get secfinance options as services bundle

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

Quarter-end repo market vol raises specter of year-end liquidity event

Pension plans and sovereign wealth funds as hedge funds in 2024

Calypso deploys AI for risk calculations as Nasdaq acquisition hits year

Uganda liquidity strategy among bright spots in Absa’s Africa review

Not waiting on wCBDC: DLT already connects cash leg to Eurosystem

The next dealer axe in securities lending collateral

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

Finadium Big Ideas Quarterly Q4 2024 now online

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

Commercial viability of EU/UK consolidate tape is a balancing act

Rates & Repo in NY: the clearing mandate, agency clearing and the done away model

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

Collateral markets and global risks to watch right now

Rates & Repo in NY: UST repo clearing catalyzes market options

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

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

Rates & Repo in NY: advances in post-trade, triparty and collateral

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

Finadium: Collateral Management Outsourcing: Providers, Market Size and Business Trends

Cross Product Arbitrage in Collateral Trading

What we learned at our cross-product collateral arbitrage webinar

Securities finance results round-up for September 2024

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

BIS: multi-strategy funds led Yen carry trade leverage and cross-product investing

Cboe Clear Europe to cross product margin across stock loan and equities

Repo market players weigh access models and costs ahead of clearing mandate

Debt issuers can be market makers of their own bonds, blurring primary vs. secondary markets

Vendor hiring of collateral SMEs enters a new era

Bridge to the Future: The Practicality of Integrating DLT-based Securities with Legacy Collateral Infrastructure

Collateral market tops €25 trillion, expanding the argument for DLT solutions

Securities lending operations adjust to T+1-driven recalls automation

Data tech is changing the way hedge funds manage vol-related crises

In considering T+0 settlement, is Netted T+0 or Gross T+0 a better option?

Political stagnation on climate risk means markets are doin’ it for themselves

With existing tech stretched to the limit at T+1, intraday liquidity turns to DLT for T+0

Finadium: Filling the Talent Gap in Securities Finance and Collateral

Seclending and collateral signals: “hands to the pumps” for H2

Finadium Big Ideas Quarterly Q3 2024 now online

Securities finance results round-up for July 2024

A leveraged investor with no triparty relationship yet? Take action now to beat the repo clearing rush

Netting in Central Bank Money opens a new opportunity for balance sheet efficiency

EU’s DeFi players prod regulators as tokenization interest booms