Analysis and Interviews

In collateral management, no news is very good news

By the numbers: the importance of algorithmic trading on equity market volatility (Premium)

How bank treasury managers allocate balance sheet and implications for repo (Premium)

Globalization is changing, and so too are priorities in outsourcing risk (Premium)

FISL 2020: Current Dynamics in the Securities Lending Industry

Analysis of Darrell Duffie’s paper on centralized clearing of US Treasuries (Premium)

What drove US and EU government repo rates last week (Premium)

Global equity market rises may be showing a breakdown in price discovery

How institutional tokenization in Asia is shaping out mid-pandemic (Premium)

FISL 2020: What the Next Generation of Securities Finance Professionals Thinks

The competition is on for asset manager desktop tech with robust custody integration

Do low US repo rates mean the Fed should increase asset purchases… or lay off? (Premium)

FISL 2020: Technology, Operations and Market Structure in Securities Finance

ESG in securities finance isn’t just principles – it’s also culture and compensation (Premium)

Wells Fargo’s Jennifer Imler on funding and liquidity markets during COVID-19 (Premium)

Starts and stops for Chinese bonds as global collateral (Premium)

EquiLend Delves into Collateral Trading and Exposure Management

The changing role of the hedge fund Treasury manager

Finadium: ESG is Changing Capital Markets: Services, Revenues and Outlook

DLT and the Common Domain Model are gaining momentum in securities finance (Premium)

FISL 2020: securities lending industry stabilizes, braces for future (Premium)

Transforming the Global Trade Reporting Process – A Conversation with DTCC’s Val Wotton

Worried about negative US interest rates? Get smart on yield curve control (Premium)

Are primary dealers capacity constrained, and should asset managers become primary dealers too?

FISL 2020: what’s happening for seclending in current market dynamics (Premium)

The Joys of Tea, Crumpets and Software as a Service

FISL 2020: rising pros on where securities finance fits and future tech (Premium)

The Fed’s regulatory wish list: modifying Dodd-Frank’s Collins Amendment (Premium)

SFM Magazine, Spring 2020, is now online

Finadium Big Ideas Quarterly Q2 2020 now online

Equity derivatives: why scrip and rights trades have taken a hit in the crisis (Premium)

Introducing the Digital Collateral Protocol: the right blockchain for global settlements

The Macro Environment, COVID-19 and Office Hours

FISL 2020: trends and predictions for seclending ops & tech (Premium)

Fed’s bond buying is now showing up in primary dealer statistics (Premium)

ECB collateral adjustments help, but the EU must still take big moves on bank balance sheets (Premium)

Repo Liquidity as a Solution to (Un)cleared Derivatives Cash Margin Requirements

Buy-side scrutinizes market neutral performance under stress (Premium)

Client Webinar April 29: The Macro Environment, COVID-19 and Office Hours

Finadium: US Mutual Fund and ETF Revenues from Securities Lending Cash Collateral Pools

What needs to happen for US repo to regain spreads? (Premium)

The Next Level in Building Data-Driven Operational Efficiency

Pricing in covid-19: how alt-data is being deployed in seclending (Premium)

Alternative data getting tested in extreme corona economy

Finadium: The User Experience of Electronic Repo Trading in Europe

The steepening slope of financial deregulation (Premium)

Secured and Unsecured Funding: The Drive Towards Cross-Product Settlements Automation

Turquoise NYLON on the move to clearing for Total Return Swaps (Premium)

A primer on Modern Monetary Theory for securities finance and collateral (Premium)

Monday News Roundup: new data, fast moving regulations, repo trends and more (Premium)