Securities Lending

FISL 2020: rising pros on where securities finance fits and future tech (Premium)

Finadium Big Ideas Quarterly Q2 2020 now online

Equity derivatives: why scrip and rights trades have taken a hit in the crisis (Premium)

FISL 2020: trends and predictions for seclending ops & tech (Premium)

Finadium: US Mutual Fund and ETF Revenues from Securities Lending Cash Collateral Pools

Monday News Roundup: new data, fast moving regulations, repo trends and more (Premium)

Initial securities lending impacts from the coronavirus (Premium)

Finadium: Best Practices in Risk Management for Securities Finance

ISLA: how beneficial owners are taking the lead on ESG (Premium)

Competitive analysis of the top securities borrowers from US mutual funds and ETFs (Premium)

Finadium updates: new mutual fund seclending data, SOFR Averages, events and review of market predictions

Benchmarking cash collateral management fees in US securities lending (Premium)

Finadium Investors in Securities Lending (FISL) 2020 NYC agenda now live

Higher swaps margin costs + lower RWA for CCPs = more securities finance volumes (Premium)

Client training on Finadium’s securities lending, repo and hedge fund databases

Early results show securities lending fee splits decline for 55% of ’40 Act funds (Premium)

Finadium in Amsterdam: ESG for Capital Markets, 31 March

New Investment Analytics teams are gathering securities finance data for portfolio construction and audit

Client Training: Finadium’s securities lending, repo and hedge fund databases

Finadium: Are You Ready for DTCC’s Equity Finance CCP?

Problems with US SEC filings on securities lending: the case of BMO Global Asset Management

DataLend’s Nancy Allen on 2019’s market trends and tech (Premium)

We size the global collateral markets at $19.8 trillion (Premium)

What we learned at our Zurich 2019 event (Premium)

Broadridge’s view on fully paid lending in 2019 (Premium)

Did Japan’s Government Pension Investment Fund make the right decision in exiting equity lending? (Premium)

Zero fee fund managers have incentives to improve securities finance market structure

The impact of direct agency lending programs for asset owners, hedge funds and market structure (Premium)

Citi’s Stuart Jarvis on non-traditional players and inventory in seclending (Premium)

Preview: Zurich Securities Finance Roundtable, 4 December 2019

Finadium Big Ideas Quarterly Q4 2019 now online

TreasurySpring’s Kevin Cook on new channels for European cash management (Premium)

A move towards ultrashort cash collateral vehicles has some worried about liquidity risk (Premium)

Extreme specials: great for the winners, bad for the markets (Premium)

The Long and Short of US Prime Brokerage Pricing in 2019

Finadium: Assessing the European Client Securities Finance Market

Where does the SEC stand on no action letters for asset managers in securities lending? (Premium)

SFM Magazine, Fall 2019, is now online

FISL Europe: how ESG investment is managed in securities lending programs

Asset manager thinking on counterparty default indemnification including CCPs (Premium)

Investors in Securities Lending conference launches tomorrow in Paris

SFTR peer update: where does your firm stand in getting ready?

Help wanted: buy-side firm seeks CCP business model for securities lending

FISL Europe: IHS Markit on a quantifiable risk overlay for measuring securities lending performance

Finadium: Leading Asset Managers on Securities Lending: A Finadium Survey

Our views on the QS Holdco lawsuit dismissal (Premium)

Finadium Big Ideas Quarterly Q3 2019 now online

One idea for rebuilding the specials market in securities finance (Premium)

Details on the DTCC’s plan to launch a securities lending CCP, or rather, an SFT CCP (Premium)

ISLA leads overhaul of securities lending performance measurement (Premium)