Securities Finance, Collateral and Derivatives

Asset Managers on Securities Lending 2024: A Finadium Survey

Uganda liquidity strategy among bright spots in Absa’s Africa review

Big Ideas Quarterly Q4 2024

Collateral Management Outsourcing: Providers, Market Size and Business Trends

Strategies for Synthetic Risk Transfer Trades

Filling the Talent Gap in Securities Finance and Collateral

Big Ideas Quarterly Q3 2024

The Global Triparty Services Market in 2024: A Finadium Survey

Agent Lender Survey 2024

Interview: Cboe Clear Europe’s Patel on designing SFT clearing structure

Interviews: Acadia’s execs on taming the “Wild West” of margining

User Views of Securities Finance Execution Platforms: A Finadium Survey

Big Ideas Quarterly Q2 2024

Supporting Beneficial Owners in Securities Finance for 2024-2027

Predicting US Equity Stock Price Movements Using Swaps Data and AI

Interview: Wematch’s Raccat on the global shake-up in secfinancing

Interview: GLMX’s Havlicek on the need for an Asian hub

Interview: PASLA’s Howard on growing secfinance access in APAC

Takeaways from PASLA|RMA conference on Asian securities lending

Rates & Repo Europe Preview: Mandatory Clearing for UST Repo – Impact for Europe

Rates & Repo Preview: Market Conditions in the UK and Europe

Rates & Repo Europe Preview: Big Data, Big Technology, Big Opportunities

Interview: Clearstream’s Sharma on the data granularity boom for fails management

How Far Can the Marginal Buyer Take US Treasury Repo in 2024?

Interview: Regis-TR’s Steimann warns on EMIR Refit prep as deadlines loom

Big Ideas Quarterly Q1 2024

How regulators are thinking about leverage limits for non banks

Interview: Transcend’s Kadikar on global traction and the Citi investment

Interview: Redhedge’s Seminara on the basis trade opportunity and refinancing challenge

CFTC’s TAC meeting reveals AI-DeFi-cyber regulatory quagmire

Interview: FIA Tech on derivatives data analytics and “full speed ahead” for CDM in collateral

Using CME futures and OIS to forecast Fed interest rates

Sizing the Collateral Management Services and Technology Market

Eurex Repo: “Paving the way for new paradigms”

Fed’s Waller on pace of interest rate cuts and draining the balance sheet

Interview: T. Rowe’s Khokhar on advancing collateral and operational analytics to front office

2024: the year of the multi-strat (again)?

Interview: Causality Link on what testing genAI says about future deployment

Interview: GLMX’s Giglio on expansion into equities securities lending

European Securities Finance Planning for Basel III Endgames

Interview: CME on who’s trading AIR Total Return Futures, why, and what’s next after record volumes?

Interview: Meritsoft’s Carpenter on mitigating costs amid T+1 prep

CCP Models for Client Clearing in Securities Finance

Special Report: 24-hour repo/collateral trading and lessons from equities markets

Big Ideas Quarterly Q4 2023

Hedge Fund Treasury Technology Vendors in 2023: A Finadium Survey

Traders at a crossroads between risk models and morals

Decoding Basel III Endgames for Securities Finance and Collateral

Special report: how ready is the industry for SecFinGPT?

Interview: hedge funds recalculate strategies amid repricing risk