Securities Finance, Collateral and Derivatives

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

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

Interview: Northern Trust on FICC sponsored repo liquidity distribution

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

Interview: FIA Tech on building reference data into collateral optimization

ISLA conference: traditional lending shrinking as collateral business grows

ASIFMA: China inches forward on bond market reforms as defaults and Covid weigh

US Repo Dealers, Rising Rates and Quantitative Tightening

Big Ideas Quarterly Q2 2022

SFM Interview: what the S&P/IHS Markit data consolidation means for secfinance

Corporate Actions Solutions for Securities Finance: A Finadium Survey

PASLA: what’s driving APAC securities lending growth and beneficial owner priorities

A First Look at Central Bank Digital Currencies and the Repo Markets

Market participants say UMR phase 6 success includes expanding collateral schedules and limiting initial counterparties

Interview: J.P. Morgan and GLEIF on the digitalization of reference data

Europe’s Capital Markets Union: Progress and Mid-Term Impacts

Tokenized Repo for Cash Providers: Solving Settlement Problems

Big Ideas Quarterly Q1 2022

SFM Interview: ION’s Tyndale-Biscoe on secured funding tech and profit

FX Swaps and the Repo Market

Research Note: Business Update on Banks in Quantum Computing

Repo at the Digital Crossroads

Asset Managers on Securities Lending 2021: A Finadium Survey

Big Ideas Quarterly Q4 2021

SFM Interview: SocGen on the DeFi future of bond refinancing

Building Out Repo Data for New industry Needs (free from DTCC)

Short-sale Transparency Challenges and Solutions