Repo

Hedge funds fill the vacuum in fixed income when banks exit

The NY Fed looks at collateral fire sales and tri-party repo: some good ideas, some well….

Tarullo: short-term funding the next great unsolved challenge

Three positive scenarios for securities finance in 2013

The FSOC 2013 Annual Report: taking a look at “Fire Sale and Risk Run Vulnerabilities”

Finadium releases analysis of bank preparations for Basel III and impacts on securities finance

Finadium to host NYC repo panel and reception June 11 2013

Regulators arguing over jurisdiction suggests something isn’t right

Fitch’s new paper on repo takes a hard look at tri-party & structured finance paper

FRB SCOOS report highlights some interesting trends in securities finance terms and client demand

ICMA European Repo Council calls for exemption of repo transactions from FTT

A new paper on the EC proposed Financial Transaction Tax: the news is all bad

How are Liffe’s repo futures faring?

Lessons for securities lending and repo from OTC derivatives data repositories

Helping regulators understand that banks and securities finance are part of the real economy

Our comments on the latest ICMA repo market survey (Finadium subscribers only)

ICMA releases Dec 2012 European Repo Market Survey

EquiLend partners with Finadium and FinTuition for Global Training Program

Whoa Mr. Gensler, don’t trash LIBOR just yet – repo futures and OIS are not ready for prime time

Our methodology for sizing the repo market (Finadium subscribers only)

Finadium releases survey of institutional investors in the repo market

Six ideas for new business opportunities created by AIFMD (Finadium subscribers only)

BCBS and IOSCO clarify non-cleared derivatives margin rules and allow broader collateral eligibility – the cake is almost baked

Should we buy into ESMA’s arguments on collateral shortages?

Clearstream releases results of conference voting surveys (collateral transformation, negative interest rates)

The debate between liquidity and transparency

Dudley’s speech on how to fix wholesale funding floats some controversial ideas about tri-party

Fitch reports on MMFs holdings; we look behind the data

A look at the RMA response to the FSB paper on shadow banking (Finadium subscribers only)

FASB plans to update the repo to maturity rules, but will they go too far and impact liquidation risk?

LCH.RepoClear adds an extra layer to the repo risk waterfall. Is it gilding the lily?

Going to the Clearstream Global Securities Financing Summit?

Fed SCOOS survey results on collateral transformation and the end of TAG

Two models for risk mitigation in collateral transformation trades (Finadium subscribers only)

The IMF looks at policies for regulating shadow banking

Ten pressing questions in securities finance for 2013

What's the value of the ICAP/MTS repo indices in the market?

Finadium: Sizing Up the Collateral Transformation Trade

The OFR/FSOC conference: micro efforts to solve macro issues

UBS and HSBC repo trade shows importance of collateral optimization

"The Big Picture" on connecting Repo and the Fiscal Cliff

Pro-cyclicality: ISDA and the FSB use the same term but want very different things

ISDA on Initial Margin for Non-Cleared Swaps – great analysis but not the most sellable conclusion

Some thoughts on the FSB mandating repo haircuts

Can governments really master securities lending and repo data collection and analysis? A response to the FSB proposal

FSB publishes recommendations on seclending and repo

The Fed and the ECB talk about fire sales and repo

The Collateral Initiatives Coordination Forum releases a paper "Collateral Fluidity"

Banks look for a Euribor and LIBOR alternative: our take on the latest developments

CAPCO on trade repositories: full of unintended consequences