Industry Perspectives

Complex Securities Finance Needs a Comprehensive Technology Solution

Buy-side firms, triparty and a new look at generating alpha

The case for balance sheet efficiency: Guaranteed Repo transactions are excluded from the GSIB Surcharge, LCR and NSFR

US Treasury Repo at Year End 2023: High Level Stability with Pockets of Volatility

Repo clearing: the key to resource efficiency

Guaranteed Repo – Excluded from the US Treasury Clearing Mandate – Is a More Efficient Alternative

Eurex Repo: “Paving the way for new paradigms”

Video Highlight: FIS’ David Lewis on what functionalities market participants need from a securities finance trading platform

Market Participants and the Value of CCP Services for Repo and Securities Finance

Training video: Eurex’s Katja Renner on what the buy-side should know about cleared repo in a changing interest rate environment

Training video: Eurex’s André Ammann on capital costs and risk management in a changing interest rate environment

Trading on Eurex Repo in a Changing Interest Rate Environment: New Times Call for New Strategies

Training video: Eurex’s Carsten Hiller on spread trading in a changing interest rate environment

Cash as an Asset Class: Risk and Profitability at the European Collateral Management System (ECMS)

Guaranteed Repo substantially mitigates the punitive RWA impact of the new Basel III Endgame rule on repo transactions

Expanding HQLA^X’s digital registry value proposition for collateral mobilisation

Repo, Collateral Management and the LDI Crisis: Could the Data Have Predicted the Future?

The Basel III endgame in Europe and the challenge of indemnification for securities lending

STP and post-trade in securities lending for client revenue generation: a case study at Fidelity Agency Lending®

Clearing for the Repo Market: The Next Chapter

The Sunthay argument for why Guaranteed Repo is the only viable short-term solution for repo constraints

Indemnification is appreciated, but does it cause more harm than good for beneficial owners?

Could HQLA^X‘s solution have helped ease market and operational disruptions during the recent UK Gilt volatility?

LCH RepoClear: Reducing Uncertainty and Counterparty Risk in Volatile Market Conditions

T+1 settlement for repo: new challenges and solutions in post-trade processing

Convergence – Are Securities Lending, Repo and Derivatives Trading Really Going to Converge?

What’s better for hedge funds, synthetic or cash prime brokerage?

Future-Proofing the U.S. Treasury Market

Money market product convergence is the next phase of execution technology

75% of repo market transactions should be STP by 2025

Agent lender first movers on the NSCC SFT CCP will gain the advantage

Designing the right blockchain for cross-border securities settlements

The Hunt for the Algorithms to Automate Securities Lending

Natixis’s Bertrand Bordais, Government Bond Repo Head for GSF, on EU repo market conditions and the outlook for the coming year

Repo markets: COVID-19, the validation of the electronification model and SFTR

The Joys of Tea, Crumpets and Software as a Service

Introducing the Digital Collateral Protocol: the right blockchain for global settlements

Electronic RFQ repo markets and the social quest for liquidity

Challenges in Adopting a Common Domain Model for Securities Finance

Regulatory Changes and the Need for Collateral Flexibility

A Framework for Evaluating and Prioritizing Automation Projects

Treating Collateral Trading as a Business: Natixis’s Test Case

Electronic RFQ repo markets: The solution for reporting challenges and laying the building blocks for automation

Is securities lending a model for the future of repo post-trade automation?