France to charge 0% dividend taxes for investment funds, but adds a 3% tax on French companies issuing dividends to any investorSeptember 19, 2012
Liberty Street Economics Blog on bilateral and tri-party repo haircut differences: they can't explain it. We can.September 18, 2012
Pirum delivers real-time Tri-Party Required Value (RQV) automation with J.P. MorganSeptember 17, 2012
Highlights of Bank of England comments on collateral and collateral transformationsSeptember 14, 2012
Single Stock Futures and Repo Futures volumes are up – is this a sign of broad acceptance?September 13, 2012
Hedge Fund Assets Available For Prime Custody Jump 40% In Two Years, Says BNY MellonSeptember 12, 2012
Advent's Syncova Launches Collateral Management Toolkit to Help Buy-Side and Sell-Side Address CCP RequirementsSeptember 11, 2012
Fed's LSE blog chimes in on why not to lower Interest on Excess Reserves rate; we think they miss the pointAugust 28, 2012
“The Fed’s Emergency Liquidity Facilities during the Financial Crisis: The CPFF”: a new post at the NY Fed's Liberty Street Economics blog is worth a readAugust 21, 2012
JPMorgan takes another step towards dismantling the traditional Futures customer account modelAugust 15, 2012
Tuesday roundup: repo index transparency, FSA on LIBOR, ESMA on seclending fees, RMA conferenceAugust 14, 2012
The UK Investment Management Association wants to talk about clearing and segregation of client assetsAugust 9, 2012
The new ICMA European Repo Market Survey has been released. We look at some of the numbers.August 8, 2012
US Treasury Borrowing Advisory Committee, in an about face, throws support to GCF Repo Indices as benchmark for UST FloatersAugust 7, 2012
Fitch publishes “Repos: A Deep Dive in the Collateral Pool”, an update to the tri-party repo market for less liquid collateralAugust 2, 2012