Repo

Cleveland Fed conference: which secfinance-related risk indicators are being watched?

Market consequences of the ICBC hack

Interview: Baton Systems’ Knight on assets mobility and accelerated settlement

What we learned at Rates & Repo North America 2023

Special Report: 24-hour repo/collateral trading and lessons from equities markets

Critical planning: understanding year-end funding complexities today

A new cross-product intraday repo project on DLT looks to solve the interoperability problem

Market Participants and the Value of CCP Services for Repo and Securities Finance

AFME OPTIC: markets grapple with wider T+1 issues as EU faces tough decisions

Training video: Eurex’s Katja Renner on what the buy-side should know about cleared repo in a changing interest rate environment

Rates & Repo Preview: repo on chain and collateral mobilization

Rates & Repo Preview: market conditions in US repo

Training video: Eurex’s André Ammann on capital costs and risk management in a changing interest rate environment

Rates & Repo Preview: mandatory clearing of UST repo

Trading on Eurex Repo in a Changing Interest Rate Environment: New Times Call for New Strategies

Training video: Eurex’s Carsten Hiller on spread trading in a changing interest rate environment

Interview: Broadridge’s Barakat on DLT network value in secfinance and collateral

Interview: Trading Apps on why this time is different for TA.Link launch

Guaranteed Repo substantially mitigates the punitive RWA impact of the new Basel III Endgame rule on repo transactions

Finadium: Decoding Basel III Endgames for Securities Finance and Collateral

RWAs and the new repo formulas in the US Basel III Endgame Notice of Proposed Rulemaking

Will US repo dealers offer done away on FICC Sponsored Repo as part of a clearing mandate?

Special report: how ready is the industry for SecFinGPT?

BIS: repo structural shifts during 2023 banking stresses won’t stave off next shock

Interview: hedge funds recalculate strategies amid repricing risk

DTCC survey on mandatory UST and UST Repo clearing finds more questions than answers

Product innovation: FIS on competition and channeling liquidity

Product innovation: Transcend on enterprise-wide collateral optimization

Interview: LRH’s Comotto on SFTR for data-driven secfinance

Interview: Linklaters’ Le Vesconte on crypto’s legal frameworks and the impact on collateral

Interview: Finteum’s Nolan on the path to go-live for intraday repo on DLT

Interview: TMX Datalinx’s Tran on Term CORRA and Canada’s Banker’s Acceptance market

Interview: S&P Global on secfinance arbitrage during market shake-ups

Why are US regulators taking opposite positions on the expected rules for UST repo haircuts?

Finadium Big Ideas Quarterly Q3 2023 now online

US treasury/repo clearing mandate makes derivatives markets wary on basis trade impact

US repo trends: smaller dealers, clearing mandate, UST issuance and segment data

Interview: LCH RepoClear SA sees 50-60% IM reduction with merged collateral pool

Interview: Meritsoft’s Carpenter on CSDR Refit agreement and where seclending benefits

Interview: LCH SwapAgent’s Barnes on cross-currency swap signals for repo

The numbers on China’s repo market for international banks

Interview: Cboe Clear Europe’s Patel describes the new SFT clearing service

Finadium: Survey finds triparty assets at US$8.87 trillion

Video highlight: DTCC’s Jim Hraska on porting client clearing functionality between FICC and NSCC, FISL 2023

Four big takeaways from ISLA’s 2023 annual conference

Interview: Eurex advances on clearing the full euro yield curve

Interview: Common Domain Model hits the “who is using it and for what?” phase

Some impacts of US$1 trillion in new US Treasury issuance on the repo and securities lending markets

Repo, Collateral Management and the LDI Crisis: Could the Data Have Predicted the Future?

What the European repo market thinks about mandated clearing of government bond repo