Securities Lending

Special report: how post-trade data is moving from risk to alpha

The US SEC’s securities finance agenda is doomed but UST repo clearing will grow anyhow

Finadium: Asset Managers in Securities Lending Survey 2024

Can UCITS funds really not accept pledge in securities lending?

The next dealer axe in securities lending collateral

Private-public markets move to parity on regulatory and tech trends

What’s in scope of the GMRA/GMSLA digital assets annex and why?

Finadium Big Ideas Quarterly Q4 2024 now online

Securities lending revenues set for lift off in Q4, if…

Securities finance results round-up for October 2024

Pre-trade connectivity in securities finance vs. exchange platforms: how it works and what’s the difference

Finadium to host webinar on securities lending indemnification, free for the buy-side globally

Rates & Repo in NY: market conditions and the data-driven future

Synthetic Risk Transfer structures can become a regular part of the securities finance playbook

Should securities finance aim for automation, artificial intelligence or both?

AFME OPTIC: T+1 shift not a success for foreign investors

What crypto needs now is traditional prime with “evolved views of risk”

Getting from Loanet to Loanext: What’s It Worth to the Market?

What we learned at our cross-product collateral arbitrage webinar

Securities finance results round-up for September 2024

Repo and securities lending data consolidation opens new doors for funding and financing optimization

T. Rowe’s Khokhar on CSA flexibility for collateral optimization

QuantStrats: “Comfort zones are where ambitions go to die”

How securities finance can join the private markets rush

BIS: multi-strategy funds led Yen carry trade leverage and cross-product investing

Finadium launches client GUI for hedge fund exposures and counterparties data

Finadium: Strategies for Synthetic Risk Transfer Trades

Vendor hiring of collateral SMEs enters a new era

Securities finance results round-up for August 2024

Securities lending operations adjust to T+1-driven recalls automation

Data tech is changing the way hedge funds manage vol-related crises

Political stagnation on climate risk means markets are doin’ it for themselves

Finadium: Filling the Talent Gap in Securities Finance and Collateral

TRS trading volumes again foreshadowed recent equity price volatility

Seclending and collateral signals: “hands to the pumps” for H2

Risk article overstates importance of Peer to Peer in securities lending

Finadium Big Ideas Quarterly Q3 2024 now online

T+1 at 2 months: what are experts flagging up?

Securities finance results round-up for July 2024

A new generation of US Fully Paid securities lending has hit the market

ESMA warns neobrokers on “gamification”, backs seclending amid retail push

Get smart about FIS’s Securities Finance Matching Platform with these Finadium resources

Video Highlight: OCC’s Obie Knapp on the importance of competition between securities finance exchanges vs. the value of settlement, FISL 2024

Video Highlight: GLMX’s Sal Giglio on how the industry should be thinking about securities lending trading platforms, FISL 2024

Video Highlight: Provable Markets’ Matt Cohen on choosing between OCC and DTCC as a securities lending CCP, FISL 2024

Video Highlight: BNY’s Nehal Udeshi on the importance of industry solutions, FISL 2024

Video Highlight: S&P’s Matt Chessum on securities finance revenue trends, FISL 2024

Key themes on OMSs and liquidity in securities lending from our recent webinar on execution venues (and replay now live)

Video Highlight: J.P. Morgan’s Rebecca Goldenberg on the impact of securities finance regulations on clients and product development, FISL 2024

Seclending volumes spike as revenues plunge – why?