Repo

Finadium launches SFTR database, invites clients for beta test

As 30 year Treasury yields rise, the options are intervention or market stress (Premium)

A first look at original SFTR data reports (Premium)

Finadium: Leverage Ratios, SA-CCR and Securities Finance: The New Regulatory Costs of Business

The CCP argument for collateral standardization and sponsored clearing post-COVID-19 (Premium)

A renewed focus on hedge fund risk in US Treasury repo, options and the basis trade (Premium)

Repo markets: COVID-19, the validation of the electronification model and SFTR

Does the world need an ECB repo facility for central banks?

Fed shift to afternoon repo operations helps pricing but not volumes (Premium)

Looking for better market information? Finadium runs 3-6 months ahead of the news cycle

Broadway Technology’s CTO on outsourcing repo tech (Premium)

How bank treasury managers allocate balance sheet and implications for repo (Premium)

Globalization is changing, and so too are priorities in outsourcing risk (Premium)

Analysis of Darrell Duffie’s paper on centralized clearing of US Treasuries (Premium)

What drove US and EU government repo rates last week (Premium)

Do low US repo rates mean the Fed should increase asset purchases… or lay off? (Premium)

Wells Fargo’s Jennifer Imler on funding and liquidity markets during COVID-19 (Premium)

The changing role of the hedge fund Treasury manager

Transforming the Global Trade Reporting Process – A Conversation with DTCC’s Val Wotton

Are primary dealers capacity constrained, and should asset managers become primary dealers too?

SFM Magazine, Spring 2020, is now online

Finadium Big Ideas Quarterly Q2 2020 now online

Fed’s bond buying is now showing up in primary dealer statistics (Premium)

Repo Liquidity as a Solution to (Un)cleared Derivatives Cash Margin Requirements

What needs to happen for US repo to regain spreads? (Premium)

Finadium: The User Experience of Electronic Repo Trading in Europe

Secured and Unsecured Funding: The Drive Towards Cross-Product Settlements Automation

Monday News Roundup: new data, fast moving regulations, repo trends and more (Premium)

Agency Repo: A New Outsourced Option for Europe

Analysis of the Fed’s decision to exempt US Treasuries from the Supplementary Leverage Ratio

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

Is US repo heading for trouble? Here’s the story in five charts (Premium)

Global force majeure creep into the collateral world (Premium)

Open market operations, QE or the discount window, it’s still large-scale Fed repo liquidity provision

Global repo news: Sweden’s Riksbank goes positive, the Fed wants out and China keeps liquidity going

Client training on Finadium’s securities lending, repo and hedge fund databases

Finadium Big Ideas Quarterly Q1 2020 now online

Fed’s change to foreign repo pool raises questions (Premium)

Money fund volume on sponsored repo leaps in December 2019 (Premium)

Client Training: Finadium’s securities lending, repo and hedge fund databases

Cash-collateral markets taking shape on the blockchain (Premium)

We size the global collateral markets at $19.8 trillion (Premium)

Three lessons learned and the data from US repo in the last days of 2019 (Premium)

Assessing the importance of GSIB scores on year end financial stability

Finadium: US Repo at Year-End 2019: The Hard Choices Ahead

Finadium launches repo analytics database, invites clients for beta test

If the Swiss National Bank can trade repo on SIX, why can’t the Fed trade repo on FICC? (Premium)

Finadium: Local Currency Repo in Asia: Collateral Growth and the Path to Mass Adoption

Media worries about sponsored repo miss the mark (Premium)

Preview: Zurich Securities Finance Roundtable, 4 December 2019