Securities Finance, Collateral and Derivatives

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

The Global Triparty Services Market in 2023: A Finadium Survey

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

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

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?

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