Repo and securities lending data consolidation opens new doors for funding and financing optimization
Bridge to the Future: The Practicality of Integrating DLT-based Securities with Legacy Collateral Infrastructure
Video Interview: Murex’s Marc Natale, Head of Presales, Marketing and Go-to-Market, on the market move to T+1 in securities finance and collateral
The case for balance sheet efficiency: Guaranteed Repo transactions are excluded from the GSIB Surcharge, LCR and NSFR
Video Highlight: FIS’ David Lewis on what functionalities market participants need from a securities finance trading platform
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
Guaranteed Repo substantially mitigates the punitive RWA impact of the new Basel III Endgame rule on repo transactions
STP and post-trade in securities lending for client revenue generation: a case study at Fidelity Agency Lending®
The Sunthay argument for why Guaranteed Repo is the only viable short-term solution for repo constraints
Could HQLAX‘s solution have helped ease market and operational disruptions during the recent UK Gilt volatility?
