Securities Lending

Finadium Big Ideas Quarterly Q1 2023 now online

SFM Interview: Opensee on data and tech trends for secfinance

A mandate to clear US Treasury securities loans along with UST repo would upend industry dynamics

Some agent lenders and some repo dealers are converging in their service offerings for clients

Tracking correlations between Total Return Swaps trades and cash equity price movements

Interview: J.P. Morgan’s Paramanathan on EAD benefits to agent lenders from Basel III endgame

Interview: FINOS on what’s next for CDM and open source trends

SFM’s top stories in 2022 – a look back at the year’s big trends by the numbers

The outlook for BBH agency securities lending as an independent business

SFM Interview: ICMA’s Jarratt on capital market priorities for fintech

Interview: Sharegain’s Halperin on new blood in seclending

SFM Interviews: US year-end repo market signals and Fed forecasting

Finadium: Agent Lender Survey 2022

Zurich Secfinance and Repo Roundtable – notes and our slides

SFM Interview: reusing collateral has a trade-off in QE-fueled repo markets, what about QT?

SFM Interview: GLEIF advances tech and woos global partners to boost LEI adoption

ABCP and structured products in secfinance are freeing up balance sheet and regulatory constraints

Not always exciting but very important, the digitization of documentation in securities finance picks up steam

SFM Interview: Murex’s Farhat on collateral and tech adaptations in secfinance

Finadium Survey: Asset Managers on Securities Lending 2022

Impacts of the SEC’s N-PX rule on reporting securities loans over proxy vote dates

Finadium Big Ideas Quarterly Q4 2022 now online

GLMX: building technology to access global money markets

TRS data for the Vanguard Value Fund (VTV) show expectations for more market declines this quarter

Market participants are asking Eurex to restart the Lending CCP

Key takeaways from RMA’s 2022 securities lending conference

SFM Interview: Pirum’s Morgan on automation RoI and blockchain FOMO

Who is really the biggest prime broker?

Interview: T. Rowe Price’s Khokhar on systemic change for buy-side collateral optimization

OPTIC: T+1 is the antidote to mandatory buy-ins and should be part of CSDR Refit

Beneficial owners say that agent lender ESG tools are delivering real value

GFF Summit: tech investments paying off to handle vol and penalties, DLT inches forward

Videos: hear from market leaders at EquiLend, FIS and Transcend on Data and Digitization

In Europe, capping agency lending fees at 10% would be the wrong choice

Finadium: OTC equity derivatives database; client webinar on using Finadium databases

GFF Summit: European traders think 10-11% repo rates could return at year-end

Finadium: Equity Prime Brokerage Revenues from Synthetic and Physical Financing

What we learned at our Data and Digitization in SecFinance event last week

Revenues and Policy Choices for US Mutual Funds in Securities Lending

SFM Interview: SIX’s Demir on servicing UMR’s last phase in the Swiss market

Inside the HQLA^X agency seclending transaction – small steps, big implications

SFM Interview: Federated Hermes’ Lusk on money market priorities in a new regime

SFM Interview: Citi’s Topa on the state of the CSDR review

EquiLend and Transcend: DLT, data strategy in focus at Finadium’s NYC tech conference on Sept 13

European bond liquidity conditions show up in securities finance data

Panelists preview AFME’s new OPTIC conference on post-trade and technology

SFM Interview: DTCC’s Lind on empirical data for pricing the new world order

SFM Interview: Investics on data and cloud tech for a “complete investment picture”

Finadium: Modeling Short Equity Market Exposures with New Datasets

SFM special report: securities lending, ESG and a death knell for omnibus structures