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