The Systemic Risk Council publishes an interactive tool for looking at bank stats. We especially like “Short Term Noncore Funding as a Percent of Total Assets”.
Tri-party equity repo jumps up 40% yoy as repo desks shift to more volatile collateral in search of P&L. But will the Fed look kindly?
IOSCO builds new measurements for hedge fund leverage; this is a work in progress but shows good forward momentum
White paper argues up to 97% savings from using a securities lending CCP, but best to look a little closer before repeating those figures
Strategies for differentiation in prime brokerage and agency securities lending (Finadium subscribers only)
The Fed Senior Credit Officer Opinion Survey on Dealer Financing Terms: it's the special questions that count