Collateral Management

SFM Interview: Clearstream’s Searle on OSCAR collateral automation tech strategy

SFM Interview: Cassini on extreme commodities market swings and treasury optimization

SFM Interview: European legislators weigh CRR III recalibration for short term repo

Finadium: Triparty Client Satisfaction – A Finadium Survey

SFM Interview: FIA Tech on building reference data into collateral optimization

ISLA conference: traditional lending shrinking as collateral business grows

SFM Interview: Acadia’s Walsh on collateralizing a new cross-product operational reality

SFM Interview: stablecoin collateral models in spotlight after crypto’s “Lehman” event

New competition in three areas of securities finance and collateral technology

SFM Interview: Causality Link on the ESG data mess and how explainable AI fits in

SFM Interview: Eurex Repo expands buy-side access as overall volumes boom

Key takeaways from day one of the Finadium Investors in Securities Lending 2022 Conference

Finadium NYC technology event in September: can crypto revenues justify securities industry investments?

Finadium Big Ideas Quarterly Q2 2022 now online

Why are securities lending and repo markets so hard for non-participants to understand?

CCPs prepare to increase capital to meet the costs of market volatility

Euroclear creates triparty-bilateral settlement service for central bank collateral operations

What will it take for the buy-side to get serious about cross-collateral optimization?

SFM Interview: Bloomberg on wiring crypto workflow for the buy-side

PASLA: what’s driving APAC securities lending growth and beneficial owner priorities

US seclending cash collateral fees are weighed down by low benchmark rates

SFM Interview: BNY Mellon’s Gesa Benda on the ECB’s single collateral rulebook

Market participants say UMR phase 6 success includes expanding collateral schedules and limiting initial counterparties

Collateralized title transfer in the digital age: where it works and why it matters

RMA conference: how far to a US Basel III endgame?

SFM Interview: HQLAx on collateral’s progress to DLT networks

SFM Interview: LME Clearing on repo and collateral strategy

Highlights from IOSCO 2022 report on hedge fund leverage

SFM’s top 21 stories in 2021

SFM Interview: Northern Trust on green repo as part of ESG strategy

Are big players ready for bitcoin as triparty collateral?

Thursday news roundup: Turkey shorts, equity repo, collateral optimization, UN Africa repo program

SFM Interview: Clearstream’s China market strategy

NY Fed conference: buy-side wary of treasury market shocks, looks ahead to clearing reforms

Finadium announces client webinar: Innovation and Transparency in the Total Return Swaps Market

Analysis of the BNYM/Euroclear paper “Bridging the Collateral Divide”

SFM Interview: how HSBC is advancing from data storage to client self-service

What’s the future of risk capital in prime brokerage?

SFM Interview: SocGen on the DeFi future of bond refinancing

SFM Interview: Capstone’s treasurer Lupea on regulation, market disruption and ESG

Common Domain Models: Going Beyond Taxonomies

ESG Collateral Management and Trading: Preparing Today for Tomorrow’s Requirements

ISLA AGM & SFF: securities lending market takes stock of opportunities amid uncertainty

What’s happening with Tether’s collateral?

Regulations open door for crypto as HQLA collateral

How to refill the securities finance and collateral hiring pool, now at its lowest level ever

SFM Interview: ION’s Margini on Clarus acquisition as automation and data play

SFM Interview: State Street’s Ahlner on the new triparty agent and connecting the data

Blockchain collateral trading, settlement or both? What we learned at yesterday’s webinar

SFM Interview: BNY Mellon’s GMI unveils open, multi-provider tech strategy