Analysis and Interviews

Market commentary on rising US interest rates and securities lending revenues

As interest rates rise, how soon can repo expect wider spreads?

Finadium: Business Update on Banks in Quantum Computing

SFM Interview: Spain’s Multiverse shows quantum computing success in modeling financial networks

US$1.9 trillion at the Fed’s Reverse Repo Facility – a big number for sure, but one that should be taken in context

SFM’s top 21 stories in 2021

What’s better for hedge funds, synthetic or cash prime brokerage?

Market commentary on preparing US securities lending for T+1

Interview: Northern Trust on green repo as part of ESG strategy

US regulators propose 5th major change for securities finance transparency this year; Finadium announces client briefing on January 11, 2022

Project Jura suggests a CBDC future for securities finance

Financial Bite: SFDR and the implications for securities finance

SFM Interview: ESG, short selling and “explainable artificial intelligence”

Peer to Peer at the end of 2021: the monetary policy story

TRS webinar: capacity, compliance and clearing are major themes

Finadium: Repo at the Digital Crossroads

SFM Interview: SteelEye on structured and unstructured compliance analytics for secfinance

US regulatory calls for securities finance transparency prove easier than action on supporting market structure

Financial Bite: Can crypto align with sustainability goals?

Are big players ready for bitcoin as triparty collateral?

SFM Interview: ISLA on ESMA’s short selling regulation review

Thursday news roundup: Turkey shorts, equity repo, collateral optimization, UN Africa repo program

DVP rates and the October 2021 SOFR drop from 5 bps to 3 bps

SFM Interview: LCH’s Poilvet-Clediere on a record year, progress in sponsored, and repo market signals

SFM Interview: Clearstream’s China market strategy

Future-Proofing the U.S. Treasury Market

SFM Interview: Euroclear on SettlementDrive for fails data analysis

Data reporting field obligations in the SEC’s securities lending transparency proposal

NY Fed conference: buy-side wary of treasury market shocks, looks ahead to clearing reforms

A first look at who gets what data in the SEC’s proposal on securities lending transparency

How far have beneficial owners really gone on ESG in securities lending?

Financial Bite: Dive into US Treasury Clearing with FICC

SFM Interview: SETL on the state of DLT adoption in wholesale markets

Finadium announces client webinar: Innovation and Transparency in the Total Return Swaps Market

Rates & Repo: now that repo’s going electronic, what’s next?

DTCC’s SFT CCP needs FIS back office connectivity to succeed – here’s how this works in practice

Analysis of the BNYM/Euroclear paper “Bridging the Collateral Divide”

SFM Interview: how HSBC is advancing from data storage to client self-service

What’s the future of risk capital in prime brokerage?

SEC’s Gensler on UST Clearing, retail brokerage and crypto at SIFMA’s annual conference

Industry warns FINRA on including derivatives in short sales reporting

Money market product convergence is the next phase of execution technology

Finadium: Asset Managers on Securities Lending 2021 Survey

SFM Interview: Stanford’s Duffie on US treasury clearing progress, repo data and SRF

Finadium Big Ideas Quarterly Q4 2021 now online

Our questions for Rates & Repo next week

Which agent lender will launch the first DeFi smart contract for securities lending?

Emails and chat messages: the gap in STP post-trades processing

SFM Interview on repo data and infrastructure: drop the batch, add the CCP and DLT

Can DLT build regulator and public confidence in securities lending?