Securities Finance, Collateral and Derivatives

Total Return Futures: Regional Growth and Financing Replacement Opportunities

SFM Interview: FIX developments for securities lending and repo – T+1 and end-to-end automation

European Repo Conditions and Market Structure in 2023

FISL Preview: building out securities finance technology for long-term success

Big Ideas Quarterly Q2 2023

FISL Preview: buy-side weighs liquidity alternatives amid record seclending revenues

DeFi for the Securities Industry

SFM Interview: Redhedge on AT1 rotation amid banking turmoil

SFM Interview: what happens when market infrastructures fail?

Rates & Repo Preview: what do clients get out of clearing?

SFM Interview: LME Clear on repo market functioning

Liquidity at Stake: Analysis of the Mandatory Clearing Proposal for US Treasury Repo

SFM Interview: collateral optimization won’t advance if buy-side’s anchored to faxes

SFM Interview: EquiLend’s Allen on new datasets and tech

SFM Interview: Wematch on its secfinance growth and future agenda

Asset servicing feeling the heat over blockchain RoI

SFM Interview: VERMEG’s Ben Abdeljelil on ECMS progress

Hedge Fund Approaches to Treasury Management Systems

SFM Interview: Opensee on data and tech trends for secfinance

Big Ideas Quarterly Q1 2023

Planning for European collateral scarcity in 2023: Eurex and Clearstream on what you should know before GFF

SFM Interview: FINOS on what’s next for CDM and open source trends

US Repo Conditions and Market Structure in 2023

SFM Interview: ICMA’s Jarratt on capital market priorities for fintech

SFM Interview: ETS’ Danesh on building a utility model for market tech and governance

Agent Lender Survey 2022

SFM Interview: Meritsoft’s Carpenter on the urgency and limits of CSDR fails analytics

Asset Managers on Securities Lending 2022: A Finadium Survey

Rates & Repo 2022 recap: pressing topics include repricing liquidity, triparty for the buy-side and new settlement models

Big Ideas Quarterly Q4 2022

Bank Stablecoins vs. Central Bank Digital Currencies for Capital Markets

Rates & Repo Preview: where is repo liquidity today and where is it going?

SFM Interview: T. Rowe Price’s Khokhar on systemic change for buy-side collateral optimization

Equity Prime Brokerage Revenues from Synthetic and Physical Financing

SFM Interview: SIX’s Demir on servicing UMR’s last phase in the Swiss market

Inside the HQLA^X agency seclending transaction – small steps, big implications

SFM Interview: Federated Hermes’ Lusk on money market priorities in a new regime

EquiLend and Transcend: DLT, data strategy in focus at Finadium’s NYC tech conference on Sept 13

SFM Interview: DTCC’s Lind on empirical data for pricing the new world order

Modeling Short Equity Market Exposures with New Datasets

SFM Interview: Appia Ventures’ Stracquadanio on investing in securities finance technology

Big Ideas Quarterly Q3 2022

SFM Interview: Northern Trust on FICC sponsored repo liquidity distribution

SFM Interview: Transcend on ESG and collateral integration trends

Securities Lending Trends for Beneficial Owners and Hedge Funds

SFM Interview: repo innovation and cross margin optimization from Eurex’s Derivatives Forum

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

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