Repo

Pricing US bilateral, non-tri-party UST repo rates from SOFR (Premium)

What does it mean for AcadiaSoft to move into repo and securities lending margin processing? (Premium)

Finadium Big Ideas Quarterly Q2 2018 now online

Manmohan Singh’s latest, “Leverage – A Broader View,” shows that build up in the banking system from off-balance sheet trades is huge

US money market funds turn away from the Federal Reserve’s Reverse Repo Facility and towards non-bank counterparties

What to make of the Deutsche Borse/HQLA^X announcement on blockchain for securities lending (Premium)

New research on dollar funding shows Japanese banks pay a 3bp premium on repo – what’s going on here?

We review the new European repo market survey: overall growth but uneven progress

US repo rates jumped last week: an expected outcome with drivers that suggest future directions

Finadium: Solving the Credit Risk Exposure Problem for the Buy-side in Securities Finance

How many data fields are really needed by regulators to supervise Securities Financing Transactions?

Is Asia coming of age in securities finance and collateral at last?

The ‘wriggle parameter’ in derivatives: futures pricing formula takes on new importance

Applying Artificial Intelligence to Securities Finance

The Changing Role of the Repo Trader

Finadium Survey: Better Regulation for Europe’s Securities Financing Transactions

The Changing Market Structure of Equity Repo Financing

Elixium’s Stephen Malekian: All to All will be a new pillar of the collateral trading market

MiFID II and Best Execution in SFTs: A Happy Ending After All?

SFM Magazine, Winter 2018, is now online

A Proposal for Smart Regulation in European SFT Markets

Success stories this week in securities finance (Premium)

Finadium: Evolution of the Total Return Swaps Market

Securities finance as an alpha generator on the buy-side? A FISL NYC and London afternoon session

How did US and European repo markets fare at the end of 2017? (Premium)

We’re not much worried about US tax reform’s impact on repo, but non-tri-party, non-DvP repo participants should stay alert

Implementing Change in 2018

Our thoughts on CCPs and repo market efficiencies

Finadium Report: Analysis from the US Rates & Repo 2017 Conference

Finadium’s Zurich 2017 seclending and repo event: summary and our presentation (Premium)

CM2025: the physical market rebounds

Interfund lending: are repos the right way to get this done?

From Brussels to New York, our observations on Peer to Peer and European government regulation (Premium)

Recent layoffs in securities finance show the impact of technology (Premium)

Highlights from the Fed’s Alternative Reference Rates Committee Roundtable (Premium)

Finadium Big Ideas Quarterly Q4 2017 now online

Recap of Finadium’s Rates & Repo Conference 2017 in New York

The EU Systemic Risk Board on collateral premia: some logical conclusions and a few open questions

Finadium: The Global Tri-party Services Market in 2017: A Finadium Survey

What we heard and said at the first Asian Prime Collateral Forum

What’s better, legacy or enterprise technology in securities finance and collateral management?

How robust is the argument for term LIBOR vs. overnight repo benchmarks? (Premium)

Is the European repo market in recovery? The latest ICMA survey suggests some direction

Finadium: Repo Benchmarks as a LIBOR Replacement

Rates & Repo event update: who is coming and featured panels

Our analysis of the US Treasury October 2017 report on Capital Markets (Premium)

How many tri-party agents should there be? (Premium)

Our slides from the Oct 3 London event, “Market Competition, Europe and US regulations” (Premium)

An ECB Reverse Repo Facility is a painful idea, even if it may be necessary

What happens when tapering decreases the amount of availability on the Reverse Repo Facility? (Premium)