Analysis and Interviews

Secfinance confronts existential questions in “radical” AI data era

Video Highlight: Scott Skyrm Curvature Securities on how cash providers and hedge funds are gravitating to different clearing models, Rates & Repo North America 2024

DeFi and the economics of change in repo

Securities financing revenue trends adrift in choppy waters

Securities finance results round-up for November 2024

Emerging hedge funds get secfinance options as services bundle

US conservatives want to ditch Basel III, but what comes next?

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

Quarter-end repo market vol raises specter of year-end liquidity event

Pension plans and sovereign wealth funds as hedge funds in 2024

The US SEC’s securities finance agenda is doomed but UST repo clearing will grow anyhow

Finadium: Asset Managers in Securities Lending Survey 2024

Calypso deploys AI for risk calculations as Nasdaq acquisition hits year

Can UCITS funds really not accept pledge in securities lending?

Uganda liquidity strategy among bright spots in Absa’s Africa review

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

The next dealer axe in securities lending collateral

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

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

Finadium Big Ideas Quarterly Q4 2024 now online

How ugly will the US repo clearing paperwork get?

Rates & Repo North America 2024 recap – a record crowd and high value speakers

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

Securities finance results round-up for October 2024

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

From SEFs to Repo Clearing: Industry Lessons for Streamlining Adoption

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

Finadium to host webinar on securities lending indemnification, free for the buy-side globally

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

Collateral markets and global risks to watch right now

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

Synthetic Risk Transfer structures can become a regular part of the securities finance playbook

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

AFME OPTIC: T+1 shift not a success for foreign investors

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

Cross Product Arbitrage in Collateral Trading

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

What we learned at our cross-product collateral arbitrage webinar

For discussion: central banks as CCP members for repo clearing

Securities finance results round-up for September 2024

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

The future state of US Treasury repo data requirements

BIS: multi-strategy funds led Yen carry trade leverage and cross-product investing