Analysis and Interviews

How Fnality is advancing wholesale blockchain settlement (Premium)

The impact of direct agency lending programs for asset owners, hedge funds and market structure (Premium)

Finadium: Local Currency Repo in Asia: Collateral Growth and the Path to Mass Adoption

Is there offshore demand for Chinese bonds as collateral? (Premium)

Citi’s Stuart Jarvis on non-traditional players and inventory in seclending (Premium)

Media worries about sponsored repo miss the mark (Premium)

Preview: Zurich Securities Finance Roundtable, 4 December 2019

The representative model: a key UMR solution to support sell-side pledging to the buy-side

What we learned at Rates & Repo 2019 (Premium)

Finadium Big Ideas Quarterly Q4 2019 now online

TreasurySpring’s Kevin Cook on new channels for European cash management (Premium)

As Europe’s negative rates hurt bank revenues, the ECB looks at breaking the cycle

Should the Fed skip the small talk and become a quasi-primary dealer?

The future of global regulatory agencies in an era of fragmentation

UMR for the buy-side: shaking up a pledgor’s world and unbundling triparty (Premium)

A move towards ultrashort cash collateral vehicles has some worried about liquidity risk (Premium)

What to expect at Rates & Repo 2019 next week

A pan-Asian collateral stablecoin? Why it may be worth taking seriously (Premium)

US Standing Repo Facility versus SOMA battle heats up (Premium)

The Fed and the ECB are getting backed into a corner on digital currencies (Premium)

Finadium database of hedge fund/prime brokerage relationships now live

Green Bonds are a ready-made opportunity for repo desks both in Asia and around the world

Rates & Repo 2019: what the buy-side needs to know about UMR

Clients of collateral technology vendors are working to solve new problems

Legacy Trust: from traditional to digital asset custodian (Premium)

Getting from a bigger Fed balance sheet to calm repo markets (Premium)

Extreme specials: great for the winners, bad for the markets (Premium)

The Long and Short of US Prime Brokerage Pricing in 2019

See who is coming to Rates & Repo 2019

DTCC is eliminating settlement failure using automation

Finadium: Assessing the European Client Securities Finance Market

Where does the SEC stand on no action letters for asset managers in securities lending? (Premium)

Treasury Collateral Balances Soar

The data show whether the Fed has tamed US repo rates for now (Premium)

SFM Magazine, Fall 2019, is now online

Regtech: when AI watches you, what will the regulator see?

FISL Europe: how ESG investment is managed in securities lending programs

Electronic RFQ repo markets and the social quest for liquidity

FISL Europe: securities lending deeply divided between optimism and pessimism

Asset manager thinking on counterparty default indemnification including CCPs (Premium)

The Fed does the right thing for repo by offering term liquidity through quarter end (Premium)

Investors in Securities Lending conference launches tomorrow in Paris

The Next Evolution of Electronic Repo Trading for the Sell-side and Buy-side

US repo markets show capacity limits – what happens next (Premium)

FISL Europe: deploying technology for global markets harmonization

Finadium: Collateral Management Technology Vendors in 2019: A Finadium Survey

Blockchain Week: enterprise adoption is in the “age of consortia”

Connected Data: The Opportunity for Collateral and Liquidity Optimization

FISL Europe: SFTR is the Brexit of securities finance tech

SFTR peer update: where does your firm stand in getting ready?