Research Finadium research reports

T2S, Collateral and Liquidity: Building a Strategy for Growth

The Securities Lending Industry in 2015

Central Securities Depositories and the Evolution of Collateral Management

Design and Impact of Trade Repositories for Securities Lending and Repo

Evaluating and Selecting a Custodian for Long/Short Investment Funds

What the Buy-side Should Know About Netting

CCP Recovery and Resolution Plans: Players, Regulations and Ideas

Institutional Investors on Sorting Out the New World of Securities Finance: A Finadium Survey

Perspectives on Direct Borrowing and Lending

Investing in Collateral Management

Understanding the Modern Custodial Bank

Transforming the Agency Lending Business Model

The Central Collateral Funding Desk: A Business Plan

Netting Rules for Repo, Securities Lending and Prime Brokerage

Insurance Companies, Fund Managers and the Process of Collateral Management: A Finadium Survey

Leading Asset Managers on Securities Lending and Collateral Management: A Finadium Survey

Preparing for Risk-Based Margining of Non-Cleared Derivatives

Due Diligence on Tri-Party Repo

Emerging Technologies in Securities Finance and Collateral Management

Rebuilding the Secured Funding Desk for Capacity and Growth

Buyer’s Guide to Collateral Management Technology for Large Financial Institutions

The US Repo Market in 2014

Institutional Investors on Securities Lending and Collateral Management in 2014: A Finadium Survey

An Overview of Securities Finance and Collateral Management in Asia

Collateral Segregation Rules and Risk Mitigation

The Federal Reserve, Reverse Repo, Collateral and Benchmarking

Collateralized Commercial Paper: Regulatory Arbitrage or Elegant Solution?

A Cost/Benefit Analysis Roadmap for Securities Lending CCPs

Fully Paid Securities Lending Programs at US Retail Broker-Dealers

Leading Asset Managers on Securities Lending and Collateral Management in 2013: A Finadium Survey

Large OTC Derivatives End-Users on Clearing and Collateral: A Finadium Survey

Hedge Funds on Leverage, Repo and Prime Custody: A Finadium Survey

Hedge Funds on Prime Brokerage Services and Technology: A Finadium Survey

Single Stock Futures, Prime Brokerage and Securities Lending

Bank Funding, Preparations for Basel III and Impacts for Securities Finance

A Guide to Margining for Cleared OTC Swaps vs. Margining for Futures

The Futurization of the Swaps Market: Players, Products and Collateral

Institutional Investors on Bilateral and Tri-Party Repo: A Finadium Survey

Institutional Investors on Securities Lending and Collateral Management in 2013: A Finadium Survey

Sizing Up the Collateral Transformation Trade

CCPs and the Business of Collateral Management

A Strategic Guide to Collateral Management Technology Vendors

Regulation, Taxation and the Outlook for Lending in European Securities

Repo Indices, Overnight Index Swaps and Other Alternatives to LIBOR

Leading Asset Managers on Securities Lending, Collateral Management and Custody 2012: A Finadium Survey

Building a Culture of Collateral Management at US Asset Managers

Research Note: The Moody’s Downgrades: Impacts on Securities Lending, Repo and Collateral Management

Briefing:The Future of Counterparty Default Indemnification in Securities Lending Programs

Central Securities Depositories and the Business of Collateral Management: A Finadium Survey

Getting Ahead of Shadow Banking Regulation for Securities Lending, Repo and Money Markets