Securities Finance, Collateral and Derivatives

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

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

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