Collateral Management

The Macro Environment, COVID-19 and Office Hours

Repo Liquidity as a Solution to (Un)cleared Derivatives Cash Margin Requirements

The Next Level in Building Data-Driven Operational Efficiency

Turquoise NYLON on the move to clearing for Total Return Swaps (Premium)

Six charts you should see this week (Premium)

Global force majeure creep into the collateral world (Premium)

Have we hit a tipping point of buy-side firms taking responsibility for their own collateral? (Premium)

Benchmarking cash collateral management fees in US securities lending (Premium)

Securities finance impacts from Japan’s recession, buy-side mergers and UMR collateral demand (Premium)

Collateral as data: State Street and UBS on “shift-left” and multi factor security (Premium)

An Intro to Collateralized Transactions for Students and New Professionals

We size the global collateral markets at $19.8 trillion (Premium)

Collateral convergence: J.P. Morgan’s Ed Corral on how triparty is changing (Premium)

Is there offshore demand for Chinese bonds as collateral? (Premium)

The representative model: a key UMR solution to support sell-side pledging to the buy-side

Finadium Big Ideas Quarterly Q4 2019 now online

A pan-Asian collateral stablecoin? Why it may be worth taking seriously (Premium)

Clients of collateral technology vendors are working to solve new problems

Treasury Collateral Balances Soar

SFM Magazine, Fall 2019, is now online

Finadium: Collateral Management Technology Vendors in 2019: A Finadium Survey

Connected Data: The Opportunity for Collateral and Liquidity Optimization

Finadium: Leading Asset Managers on Securities Lending: A Finadium Survey

AcadiaSoft’s collateral tech is moving to cloud: what’s going to happen on-prem? (Premium)

An opportunity for market-led reform in equity-for-equity collateral exchanges

How collateral harmonization is progressing in Europe (Premium)

Fintech trends with implications for securities finance and collateral (Premium)

Is there any value in uncleared margin rules for phase 5 market participants?

FISL NYC 2019: changes in non-cash collateral and cash reinvestments (Premium)

Benchmarking US cash collateral management fees in securities lending (Premium)

SFM Magazine, Spring 2019, is now online

In five years, 90% of funding will be done by machines

Finadium: Scenarios for a Cyber Collateral Attack

Securities Lending 101

Business of Collateral Trading 2019 roundup and conference materials (Premium)

On the buy-side, “if you have no collateral strategy, you’re dead”

The Eurosystem Collateral Management System (ECMS) and tri-party: good, bad or indifferent? (Premium)

Review: RMA and EquiLend’s LatAm guide

Review of the second annual Asian Prime Collateral Forum

Could Chinese banks become an important liquidity source for Western banks? (Premium)

Update on our Frankfurt event, “The Business of Collateral Trading”, 21 February 2019

A proposal for securities finance and collateral management to hire more young people

Should CLOs be in your collateral portfolio?

Progress on Frankfurt as the next big banking hub

Finadium launches new event in Frankfurt, The Business of Collateral Trading, for February 2019

Finadium: 2018 Survey of Institutional Investors in Securities Finance

Implementation Strategies for SFTR

The US SA-CCR proposal on collateral: generally speaking, good news for the markets (Premium)

Finadium’s event calendar: a webinar on SFTR implementation, events in Zurich and Frankfurt, Rates & Repo and more

Regulatory Changes and the Need for Collateral Flexibility