Analysis and Interviews

Tariffs volatility is not a full blown financial markets crisis, yet

Limit checks for on-risk cleared repo underway, says OSTTRA

Short dated Treasury repo goes special as hedge funds bet on Fed rate cut

Why it’s so hard to look away from modernizing legacy IT in capital markets

Do US tariffs make sense from an economics point of view?

The regulatory outlook of Fed Governor Michelle Bowman, expected to be the next vice-chair for supervision

Video Highlight: DTCC’s Jim Hraska on the affiliate and bank branch rules for US Treasury mandatory repo clearing

What can we know about securities lending state-of-play at Q2?

Standing Settlement Instructions: a successful T+1 transition Europe means solving an industry-wide data challenge

Ubyx’s clearing network targets 1:1 stablecoin-fiat redemption

Securities finance results round-up for March 2025

Updates to US Treasury repo clearing rules and planning

If central trade matching in Europe is so important, what needs to happen for T+1?

Video and PDF: APAC Update on US Treasury Repo Clearing

Broadridge to launch “AI workers” that can prevent predicted fails

Video Highlight: Nasdaq’s Christian Sjoberg on technology and innovation resulting from US Treasury repo clearing

What happens without the US Orderly Liquidation Authority?

Agent lenders see new routes as seclending and repo converge

Agent lender business wins and losses from ’40 Act mutual funds in 2024

Inclusion of SFTs in Europe’s T+1 could cause problems for the market

Hedge funds are poised for “agentic AI” in risk and financing

LCH: Liquidity access and systemic risk: A clear path for non-bank financial institutions

Video: Repo clearing in context: funding, financing and collateral optimization

Rates & Repo Europe Preview: remaking and rewiring global market liquidity

Finadium: T+1 Settlement in Europe: A Fork in the Road

In Singapore, a near-consensus view on non-cleared US Treasury repo after the 2027 mandate

At PASLA, Asian institutions are heading their own way in building the markets

ETFs boom globally as securities lending revenues spike

Rates & Repo Europe Preview: where is European market structure heading?

Saudi Forum spotlights securities financing and derivatives progress

What’s behind fixed income lending revenue strength?

Securities finance results round-up for February 2025

ESMA’s CSDR Refit technical document: a solid stepping stone on the road to Europe’s T+1 settlement

Industry expects a one year delay on UST repo clearing rules this week – what happens next?

Optimism, collaboration and progress at the “Capital Markets and the Kingdom of Saudi Arabia” conference in Riyadh

What we learned about collateral optimization from the GFF Summit’s Collateral Evolution panel

Crypto gets in the collateral mix at SIX’s triparty agent

Buy-side desks can save 80% on margin costs with stress analytics tools

Securities finance and repo execution platforms: directory, data and other resources

Key questions from our webinar yesterday on buy-side portfolio finance (and replay now live)

“Organized chaos” of regs create urgency on T+1 and DORA, but tokenization a bright spot for secfinance

Finadium: Repo in an Agency Clearing and Done Away World

Will Donald Trump Make Securities Lending Great Again and other insights from the GFF Summit

Speaking with portfolio managers about securities lending, collateral and liquidity

“Automation is no panacea” for Europe’s T+1 shift, says ISITC

Banque de France conference highlights urgent need to rapidly evolve European market infrastructure

Finadium Big Ideas Quarterly Q1 2025 now online

Derisking the global financial system depends on digital standards

“Too early in the year to be pessimistic” on secfinance trends

Securities finance results round-up for January 2025