Repo

The reality of putting transaction-based rates into LIBOR and EURIBOR (Premium)

Getting down to business in measuring counterparty credit exposure

The Fed’s analysis of March 2016 UST fails shows "reopenings" as a main cause

Funds Transfer Pricing and the Quest for Term Funding: Working Towards New Solutions

US$50 billion for DTCC repo clearing? With new blockchain project and more netting, maybe the figure is US$25 billion (Premium)

Dealers speak their minds on US bond and repo market liquidity (Premium)

In blockchain for repo initiative, DTCC goes head-to-head against Fedwire securities settlement services (Premium)

What’s going on in the collateral segregation market? (Premium)

At last, a LIBOR based (mostly) on market transactions (Premium)

Finadium 2016 Conference roundup and our presentation slides (Premium)

The Finadium 2016 Conference is Tuesday March 15

Finadium: survey of banks on securities finance technology

Why direct repo and securities lending may be the best thing that has happened for asset holders in a long while (Premium)

Finadium: The Repo/LIBOR Flip and what it means for the markets

Our reading of the ICMA’s latest European Repo Survey (Premium)

Holding steady in a ‘hurry up and wait’ environment – an interview with Clearstream (Premium)

GSF Summit: What the shift to collateral driven markets means for repo (Premium)

4Sight’s Jonathan Cooper on cross-product technology integration and margin rules for uncleared derivatives

Finadium’s Big Ideas Quarterly Q1 2016 presentation is now online

Securities Finance Monitor Magazine Edition 3 (Tech Special) is now online

Falling US Treasury liquidity: what do securities lending rates show? (Premium)

Optimizing securities lending collateral management across cash and non-cash

GSF Summit kicks off with cautious optimism for the future of securities finance markets (Premium)

Regulators, please adjust the rules to preference the underlying markets, not the derivatives markets

SFT-R compliance and operational readiness (Premium)

EquiLend NGT: a case study with user feedback

Finadium report: The Capital Cost Calculator

Rate games adding to the complexity in collateralized funding markets (Premium)

Finadium announces 2016 annual conference date, releases agenda

Dealers tackle year-end repo, part 2 (Premium)

Monday news roundup: repo settlement; variation margin at CCPs; the Open Ledger Project and more (Premium)

Repo prepares for a ‘scary’ year-end, part 1

Big Data comes to Securities Finance

Finadium: Regulatory Costs of OTC Derivatives vs. Securities Finance Transactions

“The Ballad of the Repo Trader” by Bloomberg’s Tracy Alloway

Non-cleared margin rules will have serious knock-on effects to securities financing markets

Negative Spreads on Interest Rate Swaps: Could Repo be the Cause?

Regulators, please note: the focus on Shadow Banking regulation must be on the smart allowance of risk (Premium Content)

Fed Governor Powell on repo CCPs: the opportunities and challenges ahead

More on the SFT stay protocol and the buy-side. Is this Hobson’s Choice?

Extending the 48 hour collateral liquidation stay to financing trades: cash lenders won’t be happy

Finadium: Balance Sheet Optimization Strategies (Self-Funding) for Hedge Funds and Other Alternative Asset Managers

Inter-clearer FICC tri-party trading at DTCC will come to an end in July, 2016. Did the Fed just get impatient?

An analysis of the BCBS consultation paper “Haircut floors for non-centrally cleared securities financing transactions” (Premium Content)

Event recaps from London and Zurich (Premium Content)

Finadium’s Big Ideas Quarterly Q4 2015 presentation is now online

Reporting date differences allow non-US broker dealers to arb repo markets

Derivatives, Securities Financing and the Law of Conservation: Transforming Counterparty Risk into Liquidity Risk

Tri-party data from the Fed — a new graphic interface that is really useful

FINRA gets into the liquidity and funding management fray