Derivatives

SFM Interview: markets and regulators weigh data flow options as UPI integration looms (Premium)

SFM Interview: Optiver on ESG derivatives trading (Premium)

Repo, Total Return Swaps and collateral competition (Premium)

Finadium Big Ideas Quarterly Q4 2020 now online

Key takeaways from our webinar “UMR and Securities Finance in Europe” (Premium)

Synthetic prime brokerage revenue now bigger than physical financing revenue for the first time (Premium)

Finadium: Total Return Swaps and Bank Resource Optimization

UMR and Securities Finance in Europe

Implications of ISDA’s proposal, “Collaboration and Standardization Opportunities in Derivatives and SFT Markets” (Premium)

Preview: webinar on UMR and Securities Finance on 06 October (Premium)

Finadium, Eurex and Natixis to host webinar on UMR and securities finance on 6 October

Finadium: Leverage Ratios, SA-CCR and Securities Finance: The New Regulatory Costs of Business

LIBOR “end game” strategizes for fallbacks, compounded indexes and tough legacy contracts (Premium)

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

What’s next: Axoni on equity swaps processing using DLT and ISDA’s CDM (Premium)

Coronapocalypse: volatility makes a comeback, are markets ready? (Premium)

Global force majeure creep into the collateral world (Premium)

Higher swaps margin costs + lower RWA for CCPs = more securities finance volumes (Premium)

The door opens for an SA-CCR in securities finance

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

US adoption of SA-CCR means easing for derivatives clearers and incremental liquidity for big banks

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

SOFR linked paper issuance had a good June but questions remain on curves and pricing

LIBOR to SOFR: what will make the swaps market transition?

SGX launches Total Return Futures: why Asia, why now and what’s next (Premium)

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

Finadium Big Ideas Quarterly Q2 2019 now online

Finadium: Total Return Futures, Total Return Swaps and the Repo Market

Three ways to read the ENSO Data Insights launch (Premium)

Three ways to jump-start securities finance volumes (Premium)

Maybe term SOFR based on repo rates doesn’t really matter

Five predictions for securities lending for 2019 (Premium)

Panelists: options products will get easier to understand but process complexity will remain

The buzz on Total Return Futures (Premium)

Why it’s time to stop quoting 30 year LIBOR (Premium)

Several blows this week to London as a financial center post-Brexit (Premium)

Introducing the Semantic Blockchain in Capital Markets

It’s go time for signing stay resolution agreements in securities finance (Premium)

Rebuilding tri-party repo for an open architecture model

European roundup: some weighty news for the end of July (Premium)

Market consolidation in derivatives and financing on both sides of the Atlantic (Premium)

Top five trends in collateral management for 2018

The potential for dollar funding stress at Japanese banks is causing regulatory concern (Premium)

The BIS numbers on the size of the OTC derivatives market show continued declines in Gross Market Value

Lessons from FISL 2018: alpha generation in securities lending takes on new importance (Premium)

Manmohan Singh’s latest, “Leverage – A Broader View,” shows that build up in the banking system from off-balance sheet trades is huge

US tax code section 871m is making changes in the swaps markets

Is Asia coming of age in securities finance and collateral at last?

The ‘wriggle parameter’ in derivatives: futures pricing formula takes on new importance

SFM Magazine, Winter 2018, is now online