A look at the new ISDA Margin Survey: cash vs. securities and who is doing the collateral optimization
Trends from emerging vendors in securities finance and collateral management (Finadium subscribers only)
“Matching Collateral Supply and Financing Demands in Dealer Banks” in the NY Fed’s Economic Policy Review. They really don’t like repo netting.
Finadium report: A Buyer's Guide to Collateral Management Technology for Large Financial Institutions
Tri-party equity repo jumps up 40% yoy as repo desks shift to more volatile collateral in search of P&L. But will the Fed look kindly?
“The roots of shadow banking” by Enrico Perotti: placing the blame for market collapse on repo's safe harbor provisions.
DTCC throws hat more fully into the collateral management ring. What happens now? (Finadium subscribers only)
Wednesday News Roundup: everyone can be a SIFI, the staying power of regulatory arbitrage (Finadium subscribers only)
New York Portfolio Clearing to be consolidated into ICE Clear Europe…Is there more to it than cost savings?
What's the right margin for collateral in securities lending? 102%? 105%? 120%? (Finadium subscribers only)
Tuesday news roundup: modeling risk assets, illiquid collateral, EU money markets and CCP transparency
Three conditions for pre-trade liquidity and collateral analysis tools hitting the market (Finadium subscribers only)
Evidence on whether the collateral transformation trade is slowly grinding to life (Finadium subscribers only)