Analysis and Interviews

Finadium: Leveraged Funds and Prime Brokerage Relationships: Evidence from a New Database

The BNPP/Deutsche Bank combined prime broker: client relationships and market ranking (Premium)

Would we leave AWS for a Goldman Sachs financial cloud? Well… yes. (Premium)

Finadium Investors in Securities Lending (FISL) 2020 NYC agenda now live

Higher swaps margin costs + lower RWA for CCPs = more securities finance volumes (Premium)

Client training on Finadium’s securities lending, repo and hedge fund databases

Finadium Big Ideas Quarterly Q1 2020 now online

Quant view on reinforcement learning and quantum computing in trading (Premium)

Early results show securities lending fee splits decline for 55% of ’40 Act funds (Premium)

Finadium in Amsterdam: ESG for Capital Markets, 31 March

New Investment Analytics teams are gathering securities finance data for portfolio construction and audit

Review of proposals to prevent CSDR’s mandatory buy-in regime from damaging liquidity (Premium)

Fed’s change to foreign repo pool raises questions (Premium)

Central banks consider new growth tools amid coronavirus worries

Money fund volume on sponsored repo leaps in December 2019 (Premium)

Evidence on whether passive funds are disrupting the price discovery mechanism

Europe’s securitization markets adapt to risk transfer and balance sheet requirements (Premium)

“Transparency and accountability”: will Fed Governor Randal Quarles’ proposals lead to efficiency or a lack of supervision? (Premium)

Client Training: Finadium’s securities lending, repo and hedge fund databases

Variable €STR volumes make us wonder about other European benchmarks (Premium)

The door opens for an SA-CCR in securities finance

An Intro to Collateralized Transactions for Students and New Professionals

Cash-collateral markets taking shape on the blockchain (Premium)

Finadium: Are You Ready for DTCC’s Equity Finance CCP?

SFTR final rules come into focus: a conversation with UnaVista’s Catherine Talks

Problems with US SEC filings on securities lending: the case of BMO Global Asset Management

DataLend’s Nancy Allen on 2019’s market trends and tech (Premium)

We size the global collateral markets at $19.8 trillion (Premium)

Three lessons learned and the data from US repo in the last days of 2019 (Premium)

Why we’re here: an argument for capital markets

What we heard in London: negative rates, emergency repo, advanced tech (Premium)

Webinar: Introduction to Collateralized Transactions for Students and New Professionals

Should you listen to Ray Dalio? (Premium)

Assessing the importance of GSIB scores on year end financial stability

Registration Live: Finadium Investors in Securities Lending, New York, May 13-14, 2020

What we learned at our Zurich 2019 event (Premium)

Broadridge’s view on fully paid lending in 2019 (Premium)

Finadium: US Repo at Year-End 2019: The Hard Choices Ahead

Finadium launches repo analytics database, invites clients for beta test

Did Japan’s Government Pension Investment Fund make the right decision in exiting equity lending? (Premium)

If the Swiss National Bank can trade repo on SIX, why can’t the Fed trade repo on FICC? (Premium)

Collateral convergence: J.P. Morgan’s Ed Corral on how triparty is changing (Premium)

Are US negative interest rates even possible?

CSDR buy-in rules and possible lessons from US Rule 204T (Premium)

Treasurers with machines: automated hedging in the FX market

SIX Digital Exchange gears up infrastructure for institutional crypto (Premium)

China’s digital currency project: why you should pay attention now (Premium)

Zero fee fund managers have incentives to improve securities finance market structure

US adoption of SA-CCR means easing for derivatives clearers and incremental liquidity for big banks

How Fnality is advancing wholesale blockchain settlement (Premium)