Liquidity Management

SFM Interview: MarketAxess’ CRO on All-to-All traction in an age of COVID (Premium)

Coronavirus puts another dent in dollar’s role as reserve currency (Premium)

Tracking US repo stress as part of dollar funding demand (Premium)

Federal Reserve cuts rates and six central banks thunder in with dollar liquidity

Should the Fed skip the small talk and become a quasi-primary dealer?

US bank balance sheets show capacity – at what point would policymakers react?

New paper from Fed researchers finds concrete link between securities lending, trade volumes and price discovery

In five years, 90% of funding will be done by machines

Thursday news roundup: SOFR end of March, Modern Monetary Theory, Brexit liquidity risk (Premium)

UC Berkeley and the Chicago Fed on securities finance conditions, asset prices and liquidity

Finadium: European Delta One Trader Survey

Could Chinese banks become an important liquidity source for Western banks? (Premium)

A European challenge to the dollar highlights the breakdown of the Bretton Woods order

Progress on Frankfurt as the next big banking hub

Fed survey sharpens understanding of banks and IOER

Finadium launches new event in Frankfurt, The Business of Collateral Trading, for February 2019

Will the need for scale plus CCLF mean US repo dealer consolidation? (Premium)

The SEC’s proposed ETF rules help ETF market makers but hurt securities lenders (Premium)

Envisioning the next evolution of the securities finance industry

Should the US care if global markets move away from dollars for transactions?

How can central banks effectively monitor transmission of monetary policy?

Finadium announces H2 2018 event calendar for New York, London and Zurich

Treasury issuances and Fed rates are changing technicals in the short end (Premium)

Finadium: Is Frankfurt the Next Collateral and Liquidity Hub?

Can Fixed Income ETF liquidity hold up against underlying liquidity changes? Panel respondents say yes

Fed’s Randal Quarles outlines face of banking regulation to come while the Fed issues a new SLR proposal

The Basel Committee works to figure out sovereign risk on bank balance sheets

We’re not much worried about US tax reform’s impact on repo, but non-tri-party, non-DvP repo participants should stay alert

Our analysis of IOSCO’s latest hedge fund survey (Premium)

CM2025: the physical market rebounds

Interfund lending: are repos the right way to get this done?

Finadium: European Prime Brokerage Survey: Customers, Capital and Business Models

Why you should care about off-the-run US Treasury trading platforms

Are carve-outs in national versions of the Leverage Ratio a good idea?

Debating solutions to the US Supplementary Leverage Ratio problem (Premium)

An activities-based approach to regulation from the US Treasury report on asset managers and insurance companies (Premium)

Our slides from the Oct 3 London event, “Market Competition, Europe and US regulations” (Premium)

Credit Suisse’s Zoltan Pozsar on sterilization, repo and FX Swaps (Premium)

Finadium: Can ETFs Replace Cash Accounts?

Finadium: Central Bank Tapering: Impacts for Liquidity and Collateral Markets

The SEC report on liquidity and regulations: its a complex story, not a done deal

What’s the real risk of CCPs, counterparty risk or liquidity risk?

TLAC bond requirements get tougher – will investors still want them?

Get ahead on key issues with Finadium research: an example from the BIS Annual Report

Are the buy side and sell side on the same page about the direction of prime brokerage?

Finadium: Scenarios for the Next Collateral Crisis – download a free excerpt

How much should government be involved in the securities financing markets? (Premium)

Under bank capital rules a reduction in US Federal deficit would spell serious trouble

The collateral consequences of Brexit (Premium)

An interview with Bimal Kadikar, CEO of Transcend Street Solutions