Collateral Management

The battle of the clearinghouses is on: LCH.Clearnet versus the CME

Looking at new ways to manage margin: a central depository

Bloomberg: Basel Group to Consider Fine Tuning of Draft Bank Liquidity-Rule Changes

Finadium: corporate bonds and equities gaining as high quality assets

What does Liquidity mean for repo-style transactions? An appeal to readers for help

BIS: dealers have enough collateral for initial margin on centrally cleared OTC derivatives

CCPs and Legally Separated Operationally Commingled collateral: one step forward, one step backwards

Fed says not so fast to Fitch's research saying riskier assets making a come back in repo

ECB freezes Greek bonds as collateral while ISDA may meet on CDSs: has the time finally come?

Reuters: ECB LTRO ready to close up shop

“Leverage and Asset Prices: An Experiment”: A new paper from the Federal Reserve Bank of New York

AcadiaSoft gains ground with its MarginSphere tool

From the ERC a new paper, "Haircuts and initial margins in the repo market"

Some musings about the IMN Beneficial Owners Securities Lending Conference

The no-spread treasury trade in securities lending

"Collateral Crises": a new research paper examines the impact of small shocks that create big problems

More on collateral upgrades and collateral mismatch

US plan sponsors look to alternative repo – SLT

EU may allow European asset-backed securities to be included as liquid assets for the liquidity coverage ratio. France & Germany push for delay to 2018, much to the chagrin of the UK.

Is the collateral upgrade trade a red herring?

Nine takeaways from the Clearstream Global Securities Financing conference regulatory panel

Lombard up, Algorithmics down in collateral management IT

When every bps counts, securities lending and collateral management take on a new meaning

Now everyone is a repo trader

Has MF Global Revealed a Fatal Flaw in CCP Margin Procedures? An Analysis of MF Global’s Margin Failure

A Serious Conversation About Sovereigns Posting Collateral, At Last

Financial taxes, seclending and haircuts in the repo market

The Latest on ETFs, Securities Lending and Collateral

What Too Big to Fail Means in the Tri-party Repo Market

Repo in 2012: high quality paper scarce, risker paper increasingly harder to fund

Successful strategies for collateral management in the age of CCPs: report

FT Alphaville: One man’s haircut is another man’s unsecured risk

Satyajit Das, author ‘Extreme Money: The Masters of the Universe and the Cult of Risk’ talks to the FT on CCPs

Lombard Risk gets good press – look for others in the collateral management space as well

Do corporate bonds make good collateral?

Misguided conclusions: Moody's, AIG and risk in securities lending

Fed: Remaining Risks in the Tri-Party Repo Market

On AIG, paper losses and why make a return to securities lending

How was MF Global able to leverage themselves so much? The answer lies in the repo market.

Disclosure in ETF collateral holdings: the battle heats up

Derivsource: Collateral Transformation, Silver Bullet or Smoke and Mirrors?

FT: Bank collateral drying up in rush for security

UK regulators scrutinizing collateral upgrade trades

Great blog post on Finextra: collateral management and systematic risk

CME's Donahoe: more collateral upgrades needed for OTC derivatives

BlackRock to publish collateral holdings on ETF securities loans

Comments from SIBOS: DTCC's Bodson says CCPs not necessarily safer for OTC clearing

Finadium conference highlights

CCP interoperability will not resolve fragmentation in the OTC markets, say panelists at ISDA Europe conference in London

Industry Prepares for Buy-Side Clearing