Finadium Research Reports

European Repo Conditions and Market Structure in 2023

May 21, 2023

Big Ideas Quarterly Q2 2023

May 2, 2023

DeFi for the Securities Industry

April 16, 2023

Liquidity at Stake: Analysis of the Mandatory Clearing Proposal for US Treasury Repo

March 13, 2023

Hedge Fund Approaches to Treasury Management Systems

February 13, 2023

Big Ideas Quarterly Q1 2023

January 31, 2023

US Repo Conditions and Market Structure in 2023

January 9, 2023

Agent Lender Survey 2022

December 11, 2022

Asset Managers on Securities Lending 2022: A Finadium Survey

November 8, 2022

Big Ideas Quarterly Q4 2022

November 1, 2022

Bank Stablecoins vs. Central Bank Digital Currencies for Capital Markets

October 14, 2022

Equity Prime Brokerage Revenues from Synthetic and Physical Financing

September 16, 2022

Modeling Short Equity Market Exposures with New Datasets

August 8, 2022

Big Ideas Quarterly Q3 2022

August 1, 2022

Securities Lending Trends for Beneficial Owners and Hedge Funds

July 10, 2022

Triparty Client Satisfaction: A Finadium Survey

June 9, 2022

US Repo Dealers, Rising Rates and Quantitative Tightening

May 13, 2022

Big Ideas Quarterly Q2 2022

May 2, 2022

Corporate Actions Solutions for Securities Finance: A Finadium Survey

April 11, 2022

A First Look at Central Bank Digital Currencies and the Repo Markets

March 4, 2022

Europe’s Capital Markets Union: Progress and Mid-Term Impacts

February 20, 2022

Tokenized Repo for Cash Providers: Solving Settlement Problems

February 9, 2022

Big Ideas Quarterly Q1 2022

February 1, 2022

FX Swaps and the Repo Market

January 18, 2022

Research Note: Business Update on Banks in Quantum Computing

January 5, 2022

Repo at the Digital Crossroads

December 8, 2021

Asset Managers on Securities Lending 2021: A Finadium Survey

November 2, 2021

Big Ideas Quarterly Q4 2021

October 31, 2021

Building Out Repo Data for New industry Needs (free from DTCC)

October 12, 2021

Short-sale Transparency Challenges and Solutions

October 9, 2021

Securities Finance at the Gates of Crypto

September 7, 2021

Best Practices in US Fully Paid Securities Lending

August 6, 2021

Big Ideas Quarterly Q3 2021

July 30, 2021

Collateral Management Technology Vendors in 2021: A Finadium Survey

July 9, 2021

Can Peer to Peer Securities Finance Take Off in 2021?

June 6, 2021

Activist Short Selling in the Age of ESG

May 16, 2021

Big Ideas Quarterly Q2 2021

May 2, 2021

Agent Lenders in Securities Lending 2021: A Finadium Survey

April 11, 2021

The Global Tri-party Services Market in 2021: A Finadium Survey

March 5, 2021

Repo and CCP Client C­learing

February 7, 2021

Big Ideas Quarterly Q1 2021

February 2, 2021

International Access to China’s Securities Finance and Collateral Markets

January 12, 2021

Saying No to Negative US Interest Rates: Policies, Detours and Securities Finance

December 7, 2020

US Repo Participants on Market Conditions and Prospects for 2021

November 11, 2020

Big Ideas Quarterly Q4 2020

October 30, 2020

Climate Risk Analysis for Treasury and Collateral Managers

October 25, 2020

Total Return Swaps and Bank Resource Optimization

October 11, 2020

Planning for Securities Finance After COVID-19

September 13, 2020

US Pension Plans in Securities Lending: A Corporate Governance Perspective

August 15, 2020

Leverage Ratios, SA-CCR and Securities Finance: The New Regulatory Costs of Business

August 9, 2020

Big Ideas Quarterly Q3 2020

August 2, 2020

Revenues and Expenses of US Mutual Funds and ETFs in Securities Lending

July 10, 2020

The Impact of COVID-19 on Collateral Management

June 14, 2020

ESG is Changing Capital Markets: Services, Revenues and Outlook

May 18, 2020

Big Ideas Quarterly Q2 2020

May 4, 2020

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

April 19, 2020

The User Experience of Electronic Repo Trading in Europe

April 9, 2020

Best Practices in Risk Management for Securities Finance

March 10, 2020

Leveraged Funds and Prime Brokerage Relationships: Evidence from a New Database

February 9, 2020

Big Ideas Quarterly Q1 2020

February 3, 2020

Are You Ready for DTCC’s Equity Finance CCP?

January 13, 2020

US Repo at Year-End 2019: The Hard Choices Ahead

December 6, 2019

Local Currency Repo in Asia: Collateral Growth and the Path to Mass Adoption

November 13, 2019

Big Ideas Quarterly Q4 2019

November 5, 2019

Assessing the European Client Securities Finance Market

October 7, 2019

Collateral Management Technology Vendors in 2019: A Finadium Survey

September 15, 2019

Leading Asset Managers on Securities Lending: A Finadium Survey

August 22, 2019

Big Ideas Quarterly Q3 2019

August 6, 2019

Declining Securities Finance Volumes: Pricing, Problems and Solutions

July 9, 2019

ESG Funds in Securities Lending: A Statistical and Program Analysis

June 12, 2019

The Common Domain Model: A Kickoff for Digitization in Collateral at Last?

May 28, 2019

The US SA-CCR, Derivatives and Securities Finance Competition

May 9, 2019

Big Ideas Quarterly Q2 2019

May 6, 2019

Total Return Futures, Total Return Swaps and the Repo Market

April 22, 2019

Custodians and Client Facing Technology

April 7, 2019

Scenarios for a Cyber Collateral Attack

March 25, 2019

The Present and Future of Securities Finance Market Data

March 11, 2019

US Pension Plans in Securities Lending: A Statistical Analysis

February 25, 2019

Trust, Technology and Advances in Crypto Privacy

February 11, 2019

Big Ideas Quarterly Q1 2019

February 6, 2019

European Delta One Trader Survey

January 18, 2019

Stock Exchanges, Security Tokens and Capital Formation

January 13, 2019

The US Repo Market at End of 2018

December 10, 2018

Stablecoins, Capital Markets and the Fiat/Digital Currency Divide

November 27, 2018

Large Institutional Investors on Securities Lending, Collateral and Repo: A Finadium Survey

November 13, 2018

Big Ideas Quarterly Q4 2018

November 7, 2018

Cryptojacking: A Growing Corporate Threat

October 29, 2018

The SOFR Transition: Benchmarks, Futures and P&L

October 21, 2018

Does Crypto Really Matter to the Traditional Securities Industry?

September 20, 2018

Next Steps for Agency Securities Lending, Or, Life After SFTR

September 7, 2018

Quantum Computing: Moon Shot or the Next Big Thing?

August 23, 2018

CCPs, Liquidity and Regulatory Disputes on Systemic Risk

August 7, 2018

Finadium Big Ideas Quarterly Q3 2018

August 1, 2018

Crypto Custody: Market Drivers, Technology and Trend Analysis

July 13, 2018

Collateral Trading Platforms and Service Providers: A Finadium Survey

July 6, 2018

Vendors for the Next Generation of Regtech

June 25, 2018

Beyond the Bulge: Foreign Banks and Smaller Dealers in US Repo

June 6, 2018

Big Tech and the Path to Capital Markets

May 24, 2018

Is Frankfurt the Next Collateral and Liquidity Hub?

May 14, 2018

Finadium Big Ideas Quarterly Q2 2018

May 1, 2018

Central Bank Digital Currencies, Cryptocurrencies and Collateral

April 17, 2018

Cloud Computing Adoption Curve and Risks in Institutional Financial Markets

March 23, 2018

Solving the Credit Risk Exposure Problem for the Buy-side in Securities Finance

March 12, 2018

The ICO Market: Creating a Parallel Infrastructure to the Securities Industry

February 26, 2018

Better Regulation for Europe’s Securities Financing Transactions: A Finadium Survey

February 13, 2018

Blockchain Securities Lending Marketplaces: Can They Succeed?

February 5, 2018

Big Ideas Quarterly Q1 2018

February 5, 2018

Evolution of the Total Return Swaps Market

January 16, 2018

Smart Contract Vendors on Solving Problems in Capital Markets: A Finadium Survey

January 8, 2018

Collateral Management Technology Vendors in 2017: A Finadium Survey

December 10, 2017

Questions on the US Repo Market: Analysis from the Rates & Repo 2017 Conference

November 30, 2017

European Prime Brokerage Survey: Customers, Capital and Business Models

November 13, 2017

The Global Tri-party Services Market in 2017: A Finadium Survey

October 29, 2017

Legacy Systems in Capital Markets: Enhance, Augment or Replace?

October 22, 2017

Repo Benchmarks as a LIBOR Replacement: Usage, Formulation and Risks

October 10, 2017

The Business Case for Robotic Process Automation in Capital Markets

September 22, 2017

Can ETFs Replace Cash Accounts?

September 18, 2017

Central Bank Tapering: Impacts for Liquidity and Collateral Markets

September 8, 2017

Artificial Intelligence in Capital Markets: What Matters and What Doesn’t

August 18, 2017

Liquidity Trends in Listed Equity Derivatives Markets

August 8, 2017

Tri-party Repo in Asia: OTC Collateral Demand and Structural Change

July 17, 2017

Leading Asset Managers on Securities Lending: A Finadium Survey

July 10, 2017

US Prime Brokerage Survey: Customers, Capital and Business Models

June 26, 2017

Fintech Focus: De-Mystifying “Digital” in Capital Markets

June 12, 2017

Investor Questions in Securities Finance: Analysis from the FISL Conferences

June 5, 2017

The Challenge of Standardizing Collateral Schedules in OTC Derivatives: A Finadium Survey

May 22, 2017

Fintech Focus: Integrating Innovation in Capital Markets

May 9, 2017

Scenarios for the Next Collateral Crisis

May 3, 2017

The Finadium Guide to Measuring Performance in Investor Securities Lending Programs

April 19, 2017

Fintech Focus: Private Indemnification Markets in Securities Lending

April 9, 2017

Greenfield Opportunities in Securities Finance and Credit Businesses

March 24, 2017

A Primer on Corporate Actions Trading for Investors in Securities Lending

March 14, 2017

Fintech Focus: Bank Architecture and Opportunities for IT Professionals, Consultancies and Vendors

February 28, 2017

Measuring Bank Profitability in Financing and Derivatives: Challenges and Responses

February 14, 2017

The US Repo Market in December 2016: What Happened and What’s Next

February 8, 2017

Fintech Focus: MiFID II and Best Execution for Securities Finance Transactions

January 17, 2017

Collateral Management in Asia: Survey Results and Country Best Practices

January 16, 2017

Repealing Dodd-Frank: What’s Next for Derivatives and Securities Finance

January 4, 2017

Practical Applications of Blockchain in Settlements and Securities Finance

December 7, 2016

Beyond Prime Custody: Custody Bank Services for Alternative Asset Managers

December 1, 2016

Collateral Management Technology Vendors in 2016: A Finadium Survey

November 15, 2016

The Net Stable Funding Ratio (NSFR) in Securities Finance: How Ugly Is It?

November 1, 2016

The Future of Asian OTC Derivatives Markets: A Finadium Survey

October 23, 2016

CCPs Expand for Buy-Side Participation: Analysis of Eurex’s ISA Direct and CME’s Direct Funding Participation Models

October 12, 2016

Update on Direct and Peer to Peer Transactions in Securities Lending and Repo

September 12, 2016

Convergence of Securities Finance and OTC Derivatives Operations and Technology

August 15, 2016

Asset Managers on Collateral in Securities Finance: A Finadium Survey

July 20, 2016

Leading Asset Managers on Securities Lending Policies and Revenues: A Finadium Survey

July 12, 2016

Finadium for Hedge Funds: Tools and Information for Alternative Investors

June 20, 2016

Impacts of MiFID II and MiFIR on Securities Finance

June 7, 2016

Agency Prime Brokerage: A Business Model

May 26, 2016

Securities Lending Agents on Prime Broker Borrowers: A Finadium Survey

May 10, 2016

What Asset Holders in Securities Lending Need to Know Now About Indemnification and Counterparties

April 27, 2016

Down With VaR, Up With the Expected Shortfall Method: A Primer for the FRTB

April 6, 2016

New Opportunities in Cash and Non-cash Collateral for Asset Holders

March 23, 2016

Banks on Securities Finance Technology

March 9, 2016

The Repo/LIBOR Flip: What It Means for the Markets

February 24, 2016

ETF Risk in the New Regulatory Environment

February 8, 2016

Capital Cost Calculator: A Business Plan

January 20, 2016

An Analysis of the Basel Committee’s “Revisions to the Standardised Approach for Credit Risk, second consultation paper”

January 13, 2016

Regulatory Costs of OTC Derivatives vs. Securities Finance Transactions

December 10, 2015

Service Providers in Collateral Management 2015

December 1, 2015

Securities Lending, Market Liquidity and Retirement Savings: The Real World Impact

November 16, 2015

Balance Sheet Optimization Strategies (Self-Funding) for Hedge Funds and Other Alternative Asset Managers

November 12, 2015

Technology Vendors in Collateral Management 2015

October 29, 2015

Asset Managers and the Uses of Collateral in OTC Derivatives, Securities Lending and Repo: A Finadium Survey

October 13, 2015

Can the Blockchain Work for Securities Finance, OTC Derivatives and Other Collateralized Transactions?

September 25, 2015

Guarantees vs. Collateral: Risk in ABCP, Collateralized Commercial Paper and New Structured Products

September 15, 2015

Liquid Alternatives, Leverage and Prime Brokers

August 17, 2015

Decoding the US Regulatory Agenda on Securities Financing, Collateral and Leverage

July 22, 2015

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

July 15, 2015

The Realities of Repo Clearing for the Buy-side

June 18, 2015

A New Look at Securities Lending Operations and Technology

June 9, 2015

Prime Brokerage: Towards a New Target Operating Model in Financing

May 27, 2015

T2S, Collateral and Liquidity: Building a Strategy for Growth

May 14, 2015

The Securities Lending Industry in 2015

April 21, 2015

Central Securities Depositories and the Evolution of Collateral Management

April 9, 2015

Design and Impact of Trade Repositories for Securities Lending and Repo

March 24, 2015

Evaluating and Selecting a Custodian for Long/Short Investment Funds

March 9, 2015

What the Buy-side Should Know About Netting

February 23, 2015

CCP Recovery and Resolution Plans: Players, Regulations and Ideas

February 12, 2015

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

January 20, 2015

Perspectives on Direct Borrowing and Lending

January 14, 2015

Investing in Collateral Management

December 9, 2014

Understanding the Modern Custodial Bank

December 9, 2014

Transforming the Agency Lending Business Model

November 13, 2014

The Central Collateral Funding Desk: A Business Plan

October 20, 2014

Netting Rules for Repo, Securities Lending and Prime Brokerage

September 25, 2014

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

August 26, 2014

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

July 8, 2014

Preparing for Risk-Based Margining of Non-Cleared Derivatives

June 24, 2014

Due Diligence on Tri-Party Repo

June 10, 2014

Emerging Technologies in Securities Finance and Collateral Management

May 14, 2014

Rebuilding the Secured Funding Desk for Capacity and Growth

April 16, 2014

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

April 2, 2014

The US Repo Market in 2014

March 10, 2014

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

February 11, 2014

An Overview of Securities Finance and Collateral Management in Asia

January 12, 2014

Collateral Segregation Rules and Risk Mitigation

December 4, 2013

The Federal Reserve, Reverse Repo, Collateral and Benchmarking

November 18, 2013

Collateralized Commercial Paper: Regulatory Arbitrage or Elegant Solution?

October 22, 2013

A Cost/Benefit Analysis Roadmap for Securities Lending CCPs

September 23, 2013

Fully Paid Securities Lending Programs at US Retail Broker-Dealers

September 9, 2013

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

August 6, 2013

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

July 10, 2013

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

June 27, 2013

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

June 7, 2013

Single Stock Futures, Prime Brokerage and Securities Lending

May 13, 2013

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

April 24, 2013

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

April 2, 2013

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

March 18, 2013

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

February 25, 2013

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

January 23, 2013

Sizing Up the Collateral Transformation Trade

December 12, 2012

CCPs and the Business of Collateral Management

November 15, 2012

A Strategic Guide to Collateral Management Technology Vendors

October 15, 2012

Regulation, Taxation and the Outlook for Lending in European Securities

September 19, 2012

Repo Indices, Overnight Index Swaps and Other Alternatives to LIBOR

August 13, 2012

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

July 10, 2012

Building a Culture of Collateral Management at US Asset Managers

June 27, 2012

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

June 25, 2012

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

June 1, 2012

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

May 14, 2012

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

April 16, 2012

Corporate Bonds and Equities as High Quality Assets for Collateral Management and Bank Balance Sheets

March 12, 2012

The Credit Default Swap vs. Repo Trade

February 13, 2012

US Plan Sponsors on Securities Lending, Collateral Management and Custody in 2012: A Finadium Survey

January 23, 2012

Borrowing Stock in 2011: Agent Lenders on Prime Brokers in Equity Securities Lending

December 12, 2011

Strategies for Successful Collateral Management in the Age of CCPs

November 28, 2011

Capital Charges in Securities Lending, Repo and Margin: A Guide for Banks, Their Clients and Counterparties

October 25, 2011

ETFs in Securities Lending and Derivatives: Facts, Arguments and Analysis

September 14, 2011

Insurance Companies, OTC Derivatives and the Collateral Upgrade Trade

August 11, 2011

The New Face of the Repo Market for Investors, Dealers and Clearers

July 14, 2011

Leading Asset Managers on Securities Lending, Collateral Management and Custody 2011: A Finadium Survey

June 21, 2011

Technology and Trends in Managing the Cost of Capital

April 27, 2011

Central Credit Counterparties, Margin and the Challenge of Collateral Management

March 23, 2011

What Basel III Means for Securities Lending and Collateral Management

February 21, 2011

US Plan Sponsors on Securities Lending, Collateral Management and Custody in 2011: A Finadium Survey

January 19, 2011

Hedged Mutual Funds: Investment Trends and Business Models

December 1, 2010

Liquidity Risk Management for Asset Managers, Hedge Funds and Pension Plans

October 7, 2010

Tax Harmonization or Tax Coordination in Europe? Implications for Asset Managers and Financial Markets

September 13, 2010

Briefing: Interest Rates and Revenues for Custodians and Prime Brokers

August 5, 2010

Leading Asset Managers in Custody, Securities Lending and Collateral Management 2010: A Finadium Survey

July 23, 2010

The State of Performance Measurement for Institutions and Asset Managers

May 18, 2010

Collateral Management Technology, Vendors and Emerging Trends

April 12, 2010

Briefing: A Primer on Prime Custody

March 8, 2010

Unlocking the Supply of Fully Paid Assets in Securities Lending

February 22, 2010

Institutional Investors on Securities Lending, Collateral Management and Custody in 2010: A Finadium Survey

January 21, 2010

Non-cash Collateral Trends in Securities Lending, Listed Derivatives and OTC Markets

December 7, 2009

Proposed Financial Regulations and the Prime Brokerage Industry in the US and Europe

October 5, 2009

The Finadium Model RFP for Securities Lending and Collateral Management

September 9, 2009

Traditional Asset Managers as Prime Brokerage Clients: A Finadium Survey

July 7, 2009

Leading Asset Managers in Custody, Securities Lending and Collateral Management 2009: A Finadium Survey

June 7, 2009

US Equity Finance Trends for Hedge Fund and Other Borrowers

April 13, 2009

Securities Lending Exchanges in 2009

March 10, 2009

Institutional Investors on Securities Lending, Collateral Management and Leveraged Investing: A Finadium Survey

January 28, 2009

Hedge Funds and Leverage 2009

December 9, 2008

Buy-Side Technology for Margin and Securities Lending Management

October 7, 2008

A Primer on Basel II and Risk in Prime Brokerage

September 12, 2008

Trading and Custody in Frontier Markets: The Case of Africa

August 11, 2008

Traditional Asset Managers, Credit and Transparency in Prime Brokerage

June 20, 2008

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

May 12, 2008

Equity Swaps, Contracts for Differences and Single Stock Futures

April 1, 2008

Scaling the 130/30 Opportunity for Asset Managers, Brokers and Custodians

February 12, 2008

Institutional Investors on Custody, Cash Management and Securities Lending: A Finadium Survey

January 11, 2008

The Mountain Moves: Electronic Bid/Offer Markets in Securities Lending

November 26, 2007

Stock Exchanges and the Growth of Securities Lending: A Report for the World Federation of Exchanges

November 1, 2007

Securities Lending Programs for Fully Paid Retail Investments

September 25, 2007

Portfolio Margining, Risk and Liquidity

August 13, 2007

Hedge Funds and the Future of Equity Finance

June 4, 2007

Securities Lending and Asset Holders: Tracking US Equity Inventory Supply

March 21, 2007