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Securities Finance, Collateral and Derivatives
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Securities Finance, Collateral and Derivatives
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
How Prime Brokers Price Their Hedge Fund Clients
Product innovation: FIS on competition and channeling liquidity
Product innovation: Transcend on enterprise-wide collateral optimization
T+1 in the US and Canada for Securities Finance: A Data Challenge
Interview: Finteum’s Nolan on the path to go-live for intraday repo on DLT
Interview: TMX Datalinx’s Tran on Term CORRA and Canada’s Banker’s Acceptance market
Interview: Acadia’s Thomey on “post-UMR” collateral automation and optimization
Collateral Management Technology Vendors in 2023: A Finadium Survey
Interview: ISLA experts on navigating the ESG regulatory grey zone
Big Ideas Quarterly Q3 2023
US treasury/repo clearing mandate makes derivatives markets wary on basis trade impact
Interview: Herzog Law on the direction of travel for AI regulations
Interview: OpenGamma on buy-side liquidity planning for ISDA SIMM’s mid-year recalculation
Interview: LCH SwapAgent’s Barnes on cross-currency swap signals for repo
Interview: Cboe Clear Europe’s Patel describes the new SFT clearing service
Interview: Common Domain Model hits the “who is using it and for what?” phase
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