Regulatory

The future of global regulatory agencies in an era of fragmentation

UMR for the buy-side: shaking up a pledgor’s world and unbundling triparty (Premium)

US Standing Repo Facility versus SOMA battle heats up (Premium)

The Fed and the ECB are getting backed into a corner on digital currencies (Premium)

Rates & Repo 2019: what the buy-side needs to know about UMR

Regtech: when AI watches you, what will the regulator see?

FISL Europe: securities lending deeply divided between optimism and pessimism

FISL Europe: SFTR is the Brexit of securities finance tech

SFTR peer update: where does your firm stand in getting ready?

It’s the Fed vs. The Clearing House on US real-time payments (Premium)

Finadium Big Ideas Quarterly Q3 2019 now online

Review of responses to ESMA consultation on SFTR reporting

LIBOR to SOFR: what will make the swaps market transition?

Winners and losers from the Basel Committee’s Leverage Ratio changes on margin and window-dressing

What’s next as the SEC addresses more unfinished Dodd-Frank business (Premium)

Fintech trends with implications for securities finance and collateral (Premium)

The Powell Put: pros and cons to the Fed’s intervention to sustain the US expansion

Is there any value in uncleared margin rules for phase 5 market participants?

We review ESMA’s consultation on SFTR reporting (Premium)

Time for an SA-CCR in securities finance

Finadium: The US SA-CCR, Derivatives and Securities Finance Competition

Getting it right on delegated reporting in SFTR

SFM Magazine, Spring 2019, is now online

Key takeaways from FISL NYC 2019 (Premium)

Three ways to read the ENSO Data Insights launch (Premium)

For SFTs, is there information value in RTS 28 reports? (Premium)

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

Markets warned on populism eroding central bank independence

A Standing Repo Facility as the new ceiling on US overnight rates (Premium)

Uncertainty in reporting for CSDR settlement fails rules

For US banks, is CCAR or the Leverage Ratio the binding constraint on securities finance

ECB papers highlight the state approach to solving market problems

What’s in the US OFR’s new repo data collection rules (Premium)

DFAST and CCAR scenarios for 2019: what’s the worst that could happen?

Comments on whether the US NSFR will be a binding constraint on securities finance

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

How final are the Basel Committee’s market risk rules?

A primer on the Fed’s proposed stress capital buffer and stress leverage buffer (Premium)

Implementation Strategies for SFTR

Europe readies for CRD-V (Premium)

China goes after the IMF, with impacts for global finance

US regulation: not a bad time to be BBH, SunTrust or Mizuho (Premium)

The US SA-CCR proposal on collateral: generally speaking, good news for the markets (Premium)

The ECB’s Cœuré walks through ESTER: time is short to solve some tricky problems

A new analysis on the impact of central bank digital currencies to private banks

If brokers move their business to fintech firms, FINRA may not have oversight. Is this a good thing?

The ECB on repo in the Leverage Ratio: taking a strong stand today may not turn out well tomorrow

It’s go time for signing stay resolution agreements in securities finance (Premium)

Regulatory Changes and the Need for Collateral Flexibility

How the Basel change on settled-to-market will impact balance sheets (Premium)