Repo

Europe has lessons for US cash investors as overnight rates turn negative

China, netting and the ASIFMA/ICMA Asian repo survey (Premium)

Finadium Big Ideas Quarterly Q2 2021 now online

Recent data on buy-side liquidity in US repo (Premium)

What we learned at last week’s webinar on European repo data, best ex and D2C (Premium)

European Repo – data, best ex and dealer to client (D2C) trading

Chinese bonds in the global collateral system are a big deal

SFM Interview: BrokerTec on what’s behind their European repo market growth (Premium)

Negative US Treasury DVP repo poses marketing challenge to SOFR (Premium)

Overcoming Obstacles to European Dealer to Client Repo for the Buy-side

SFM Interview: building repo and TRS into a UCITS wrapper for alternative funds (Premium)

Negative US repo rates all but demand a Federal Reserve response

Repo market opinions on the Fed moving IOER or changing term repo rates (Premium)

Growth patterns in the Continental European cleared repo market (Premium)

The contribution of securities lending to US repo volumes and SOFR integrity

Finadium: Repo and CCP Client C­learing

Interview: Eurex to close Lending CCP as buy-side repo growth accelerates (Premium)

SFT professionals and the push for central clearing in 2021 (Premium)

Finadium Big Ideas Quarterly Q1 2021 now online

FICC Sponsored Repo in 2021: Product Development and Market Structure

SIX Repo on the SNB’s US dollar swap lines and SIX repo activity (Premium)

Senator Warren, please recognize what repo does for financial markets and the real economy

Finadium to host client webinar on FICC sponsored repo January 20, 2021

Proposals to “fix” US repo and what problems they would really solve (Premium)

Finadium: Saying No to Negative US Interest Rates: Policies, Detours and Securities Finance

Bloomberg is automating repo messages to STP post-trade

Video: Stanford’s Darrell Duffie and Finadium’s Josh Galper discuss central clearing for US Treasuries (Premium)

Hedge fund financing margins and trading decisions (Premium)

Rates & Repo 2020: Electronic Trading and CCP Clearing in Repo

The Impact of SFTR on Industry Data Analytics

Finadium: US Repo Participants on Market Conditions and Prospects for 2021

Repo, Total Return Swaps and collateral competition (Premium)

Rates & Repo: will 2020 become the tipping point for electronic repo? (Premium)

Goldman Sachs Treasurer Beth Hammack on leverage and capital rules, repo capacity and buffers (Premium)

SFM Magazine, Fall 2020, is now online

Key takeaways from our webinar “UMR and Securities Finance in Europe” (Premium)

How asset managers consider counterparty exposure on FICC sponsored repo (Premium)

UMR and Securities Finance in Europe

Implications of ISDA’s proposal, “Collaboration and Standardization Opportunities in Derivatives and SFT Markets” (Premium)

Natixis’s Bertrand Bordais, Government Bond Repo Head for GSF, on EU repo market conditions and the outlook for the coming year

In US repo, an end of year print at 27 bps means uncertainty is afoot (Premium)

Preview: webinar on UMR and Securities Finance on 06 October (Premium)

Charts on funding activity from US Treasuries, Fed assets and money funds

SFTR experts on data quality and preparing for buy-side go-live (Premium)

A contrarian argument for tighter liquidity in US repo through year end (Premium)

Finadium goes live with SFTR database, adds OFR repo to Repo Analytics tool

The big advances in OFR’s new repo data sets (Premium)

Finadium, Eurex and Natixis to host webinar on UMR and securities finance on 6 October

Doors open for international access to China’s huge securities finance markets

CanDeal’s Andre Craig on modeling data for capital reserves (Premium)