Analysis and Interviews

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)

Agency Repo: A New Outsourced Option for Europe

Analysis of the Fed’s decision to exempt US Treasuries from the Supplementary Leverage Ratio

Citi’s Accelerator: external innovation navigates the coronavirus storm (Premium)

Forecasting a great central bank debt eradication program

The Euro project is also under attack from COVID-19 (Premium)

Six charts you should see this week (Premium)

What’s next: Axoni on equity swaps processing using DLT and ISDA’s CDM (Premium)

Initial securities lending impacts from the coronavirus (Premium)

What’s illiquid? Tracking the credit crunch impact on money market funds

Coronavirus puts another dent in dollar’s role as reserve currency (Premium)

Closing exchanges, short selling bans and circuit breakers: what works and why (Premium)

Tracking US repo stress as part of dollar funding demand (Premium)

Coronapocalypse: volatility makes a comeback, are markets ready? (Premium)

Decoding the ECB’s policy moves to combat coronavirus impacts (Premium)

Federal Reserve cuts rates and six central banks thunder in with dollar liquidity

Central banks can’t solve the coronavirus but are succeeding in a key area

Finadium: Best Practices in Risk Management for Securities Finance

ISLA: how beneficial owners are taking the lead on ESG (Premium)

Competitive analysis of the top securities borrowers from US mutual funds and ETFs (Premium)

Is US repo heading for trouble? Here’s the story in five charts (Premium)

Finadium updates: new mutual fund seclending data, SOFR Averages, events and review of market predictions

Taming the “Wild East”: what’s happening for institutional crypto

Coronavirus: US funding news update

Global force majeure creep into the collateral world (Premium)

Have we hit a tipping point of buy-side firms taking responsibility for their own collateral? (Premium)

Central banks and the danger of a lasting global recession from the coronavirus (Premium)

How prescriptive regulatory trends are emerging for tech (Premium)

Benchmarking cash collateral management fees in US securities lending (Premium)

Why Financial Transaction Taxes grab headlines but are not fit for purpose

Securities finance impacts from Japan’s recession, buy-side mergers and UMR collateral demand (Premium)

Banks seek fintech advantages amid evolving competitive landscape

Open market operations, QE or the discount window, it’s still large-scale Fed repo liquidity provision

European primary dealer decline and the problem of negative EU interest rates (Premium)

Global repo news: Sweden’s Riksbank goes positive, the Fed wants out and China keeps liquidity going

Collateral as data: State Street and UBS on “shift-left” and multi factor security (Premium)