Repo

Maybe term SOFR based on repo rates doesn’t really matter

Buy-side trading dynamics on FICC sponsored repo

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

One year later, Direct Repo® is thriving

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

Opportunities for SFTR data in the private sector (Premium)

Behind the uptick in Jan 31 2019 US repo rates (Premium)

Bloomberg dips its toe into securities lending and repo trading (Premium)

US repo has become a good deal for cash investors

Not that dramatic: repo spikes in Europe and the US were quick and understandable

The latest ICMA/GFMA repo report is a new call to regulators. Will they listen?

Finadium: US Repo Market at End of 2018

What we learned at yesterday’s securities finance event in Zurich (Premium)

Fed survey sharpens understanding of banks and IOER

Which money fund will be first to force price improvement on repo CCPs? (Premium)

Implementation Strategies for SFTR

“What Should Repo Expect from SOFR?” Our presentation from Rates & Repo 2018 (Premium)

Closer dealer cooperation is now a global trend in securities finance

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

Finadium’s event calendar: a webinar on SFTR implementation, events in Zurich and Frankfurt, Rates & Repo and more

Trends in European vs. US tri-party repo

Finadium: The SOFR Transition: Benchmarks, Futures and P&L

The Cum-Ex trade, CCPs, FTTs and other rough roads in European regulation (Premium)

An update on repo, Fed Funds and the IOER spread (Premium)

Rates & Repo 2018: what to expect on liquidity, SOFR, tri-party and blockchain

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

Electronic RFQ Markets: What’s in it for Dealers?

SFM Magazine, Fall 2018, is now online

Rates & Repo NYC Nov 5 2018: first 40 registrations; first speakers announced; keynote presenter

Treating Collateral Trading as a Business: Natixis’s Test Case

What will jump start Asian corporate bond repo markets? (Premium)

Rebuilding tri-party repo for an open architecture model

FICC starts to see liftoff with money fund cleared repo (Premium)

Testing the correlation between SOFR and US Treasury rates (Premium)

US short-term rates have no upper bound, and that’s an [opportunity] [problem] (Premium)

Finadium Big Ideas Quarterly Q3 2018 now online

More on handicapping the odds of a repo carve out for the US Leverage Ratio

ARRC on a fast pace to transition markets to SOFR (Premium)

The ECB swings a big stick on supervision of repo CCPs

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

Market consolidation in derivatives and financing on both sides of the Atlantic (Premium)

Electronic RFQ repo markets: The solution for reporting challenges and laying the building blocks for automation

SFM Magazine, Summer 2018, is now online

Securities Finance Data for Investment Decision Making

Is securities lending a model for the future of repo post-trade automation?

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

Addressing the Status Quo: Why is Securities Finance Under-served by Technology?

European and US repo markets are different, and that means one-size-fits-all-regulation is unwise

Emerging Market Debt Prepares for a Rocky Road Ahead

The next evolutionary step in US tri-party?