Analysis and Interviews

Guaranteed Repo substantially mitigates the punitive RWA impact of the new Basel III Endgame rule on repo transactions

FIS on a new trading platform for securities finance

Transcend on enterprise-wide collateral optimization

Interview: ION Treasury’s Kolman on reengineering for “CFO office convergence”

Finadium: Decoding Basel III Endgames for Securities Finance and Collateral

Traders at a crossroads between risk models and morals

RWAs and the new repo formulas in the US Basel III Endgame Notice of Proposed Rulemaking

Interview: NeoXam’s Versteeg on data management in China

Will US repo dealers offer done away on FICC Sponsored Repo as part of a clearing mandate?

The big keep getting bigger, so how can smaller prime brokers and hedge fund managers compete?

Notes on Morningstar’s numbers from their recent report on securities lending

Special report: how ready is the industry for SecFinGPT?

BIS: repo structural shifts during 2023 banking stresses won’t stave off next shock

Interview: hedge funds recalculate strategies amid repricing risk

Finadium client webinar, Buy-side Treasury: Pricing, Technology and People, coming up on October 4

Finadium: How Prime Brokers Price Their Hedge Fund Clients

Four big takeaways from last week’s webinar on Product Innovation in Securities Finance and Collateral Technology

Interview: Bloomberg’s Falina on buy-side’s T+1 prep

DTCC survey on mandatory UST and UST Repo clearing finds more questions than answers

Financial Stability Board considers a Leverage Ratio for hedge funds

IOSCO reintroduces the “responsible person”, this time to DeFi

Product innovation: FIS on competition and channeling liquidity

Interview: EquiLend’s Mantle on how T+1 is being managed

Back to School? WFE thinks big with educational initiative on market infrastructures

Finadium: T+1 in the US and Canada for Securities Finance: A Data Challenge

Product innovation: Transcend on enterprise-wide collateral optimization

Interview: LRH’s Comotto on SFTR for data-driven secfinance

Interview: Linklaters’ Le Vesconte on crypto’s legal frameworks and the impact on collateral

For AI in collateral, if the humans are willing, the machines are nearly ready

Stock loan legal settlement shows that lawyers can make the industry pay but that most change happens on its own

Interview: Finteum’s Nolan on the path to go-live for intraday repo on DLT

Interview: TMX Datalinx’s Tran on Term CORRA and Canada’s Banker’s Acceptance market

Higher interest rates give hedge funds reasons to focus on cash sweep account returns

US regulatory dissent on Basel III Endgame votes hints at upcoming revisions

Interview: S&P Global on secfinance arbitrage during market shake-ups

Interview: Acadia’s Thomey on “post-UMR” collateral automation and optimization

Finadium: Collateral Management Technology Vendors in 2023: A Finadium Survey

Why are US regulators taking opposite positions on the expected rules for UST repo haircuts?

Market share capture opportunities for triparty in 2023

Interview: ISLA experts on navigating the ESG regulatory grey zone

New academic research on securities lending: haircuts for peer to peer; passive fund lending decisions

Finadium Big Ideas Quarterly Q3 2023 now online

Interview: ION’s Markman on ISO 20022 migration from FX to securities

The US Basel III endgame proposal is in, and it’s a big one

US treasury/repo clearing mandate makes derivatives markets wary on basis trade impact

Risk management, the buy-side treasury function and industry best practice

US repo trends: smaller dealers, clearing mandate, UST issuance and segment data

Interview: Herzog Law on the direction of travel for AI regulations

Over the 5%: where US Total Return Swaps are driving equity market prices

Interview: OpenGamma on buy-side liquidity planning for ISDA SIMM’s mid-year recalculation