Regulatory

Interview: GLMX’s Giglio on expansion into equities securities lending

Interviews: repo market experts on year-end positioning

Video highlight: Federated Hermes’s Sue Hill on how important is RRP exposure for money market funds, Rates & Repo North America 2023

Interview: BNY Mellon’s Squire on what’s happening in triparty

Who really understands the range of Basel III impacts? Probably no one

Rates & Repo North America 2023: Mandatory clearing of US Treasury repo

Interview: Meritsoft’s Carpenter on mitigating costs amid T+1 prep

Cleveland Fed conference: which secfinance-related risk indicators are being watched?

Interview: prioritize AI regulation ahead of US bank consolidation wave

Interview: ANNA and DTIF on progress of institutional-grade crypto standards

Interview: Baton Systems’ Knight on assets mobility and accelerated settlement

Special Report: 24-hour repo/collateral trading and lessons from equities markets

AFME OPTIC: markets grapple with wider T+1 issues as EU faces tough decisions

Special Report: ESG is working through conflicts on way to becoming core data

Rates & Repo Preview: market conditions in US repo

Rates & Repo Preview: mandatory clearing of UST repo

Interview: DSB’s Kalliomaki on UPI service go live

RMA: US Basel III Endgame operational risk changes will impact agency lending

Analysis: SEC approves securities lending transparency (10c-1) and short selling reporting rules (13f-2)

Securities loans get more competitive vs Total Return Swaps in the US Basel III Endgame proposal

Finadium: Decoding Basel III Endgames for Securities Finance and Collateral

Traders at a crossroads between risk models and morals

RWAs and the new repo formulas in the US Basel III Endgame Notice of Proposed Rulemaking

Interview: NeoXam’s Versteeg on data management in China

Special report: how ready is the industry for SecFinGPT?

BIS: repo structural shifts during 2023 banking stresses won’t stave off next shock

Interview: hedge funds recalculate strategies amid repricing risk

Interview: Bloomberg’s Falina on buy-side’s T+1 prep

Financial Stability Board considers a Leverage Ratio for hedge funds

IOSCO reintroduces the “responsible person”, this time to DeFi

Interview: EquiLend’s Mantle on how T+1 is being managed

Interview: LRH’s Comotto on SFTR for data-driven secfinance

Interview: Linklaters’ Le Vesconte on crypto’s legal frameworks and the impact on collateral

Interview: Finteum’s Nolan on the path to go-live for intraday repo on DLT

Interview: TMX Datalinx’s Tran on Term CORRA and Canada’s Banker’s Acceptance market

US regulatory dissent on Basel III Endgame votes hints at upcoming revisions

Interview: Acadia’s Thomey on “post-UMR” collateral automation and optimization

Why are US regulators taking opposite positions on the expected rules for UST repo haircuts?

Interview: ISLA experts on navigating the ESG regulatory grey zone

Interview: ION’s Markman on ISO 20022 migration from FX to securities

The US Basel III endgame proposal is in, and it’s a big one

US treasury/repo clearing mandate makes derivatives markets wary on basis trade impact

Interview: Herzog Law on the direction of travel for AI regulations

Interview: OpenGamma on buy-side liquidity planning for ISDA SIMM’s mid-year recalculation

SIFMA Roundtable: US Basel III a net negative for collateral businesses

As criticisms of the Fed’s Basel III plans mount, which make the most sense?

Interview: Meritsoft’s Carpenter on CSDR Refit agreement and where seclending benefits

Interview: Wematch on what banks are doing to handle the TRS boom

Interview: Cboe Clear Europe’s Patel describes the new SFT clearing service

Four big takeaways from ISLA’s 2023 annual conference