Technology

Getting ready for SAB 121 repeal: safe custody of crypto assets could mark a turning point for capital markets use

Manama Dialogues in Bahrain: de-risking global economy a priority

Deutsche Börse’s strategic intraoperability links up secfinance

Finadium and Onepoint announce partnership across capital markets consulting

Saudi data in demand as seclending docs and tech progress

Advances in financial quantum drive cyber threat debate

Securities lending indemnification practices in focus: what we heard from agent lenders on a recent webinar

Secfinance confronts existential questions in “radical” AI data era

Emerging hedge funds get secfinance options as services bundle

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

Calypso deploys AI for risk calculations as Nasdaq acquisition hits year

Not waiting on wCBDC: DLT already connects cash leg to Eurosystem

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

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

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

How Quantitative Tightening should drive demand for intraday funding activity

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

Commercial viability of EU/UK consolidate tape is a balancing act

Rates & Repo in NY: the clearing mandate, agency clearing and the done away model

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

Rates & Repo in NY: UST repo clearing catalyzes market options

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

Rates & Repo in NY: advances in post-trade, triparty and collateral

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

Finadium: Collateral Management Outsourcing: Providers, Market Size and Business Trends

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

What we learned at our cross-product collateral arbitrage webinar

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

Cboe Clear Europe to cross product margin across stock loan and equities

Repo market players weigh access models and costs ahead of clearing mandate

Debt issuers can be market makers of their own bonds, blurring primary vs. secondary markets

Vendor hiring of collateral SMEs enters a new era

Bloomberg on taking genAI from demo to buy-side delivery

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

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

With existing tech stretched to the limit at T+1, intraday liquidity turns to DLT for T+0

US authorities should boost bank-fintech partnership model, not overregulate it

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

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

EU’s DeFi players prod regulators as tokenization interest booms

New regulatory proposals on counterparty credit exposure point to DLT solutions

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

MMF collateral gains traction amid reform of Europe’s short-term funding markets

FinCyber expert: if disaster plans go manual, they’re wrong

Simplifying T+1 in collateral management

Cyber Week: FedNow is facing “scamageddon”

Seclending volumes spike as revenues plunge – why?