Analysis and Interviews

Help wanted: buy-side firm seeks CCP business model for securities lending

Finadium launches database on hedge fund/prime broker relationships; invites beta testers for online access

FISL Europe: Total Return Futures advance across participants and regions

Really, what happens if US dealers run out of balance sheet for funding? (Premium)

US regulators did something about crypto research fraud: where are we now?

Challenges in Adopting a Common Domain Model for Securities Finance

FISL Europe: IHS Markit on a quantifiable risk overlay for measuring securities lending performance

Finadium: Leading Asset Managers on Securities Lending: A Finadium Survey

Infographic: electronic repo market volumes July 2019

US Treasury issuance suggests more funding market stress and a push for the Standing Repo Facility

How Traiana is phasing in equity swaps automation (Premium)

AcadiaSoft’s collateral tech is moving to cloud: what’s going to happen on-prem? (Premium)

Our views on the QS Holdco lawsuit dismissal (Premium)

It’s the Fed vs. The Clearing House on US real-time payments (Premium)

What quantum full-stack means for financial services (Premium)

Finadium Big Ideas Quarterly Q3 2019 now online

LSEG gets bigger in the battle of the repo platforms (Premium)

Review of responses to ESMA consultation on SFTR reporting

Is there a culture gap in hedge funds building treasury divisions? (Premium)

Buy-side UST/repo clearing on FICC: risk, process and math (Premium)

SOFR linked paper issuance had a good June but questions remain on curves and pricing

Hedge fund volume on FICC sponsored repo is spiking – here are the numbers (Premium)

One idea for rebuilding the specials market in securities finance (Premium)

How compliance tech is evolving in a distributed world (Premium)

Details on the DTCC’s plan to launch a securities lending CCP, or rather, an SFT CCP (Premium)

Lessons from gaming: Google’s Stadia and Microsoft’s xCloud show a potential fintech business model

An opportunity for market-led reform in equity-for-equity collateral exchanges

ISLA leads overhaul of securities lending performance measurement (Premium)

LIBOR to SOFR: what will make the swaps market transition?

Key takeaways from Hazeltree’s 3rd annual buy-side treasury and portfolio finance event (Premium)

Finadium: Declining Securities Finance Volumes: Pricing, Problems and Solutions

How collateral harmonization is progressing in Europe (Premium)

Cyber report: what’s happening for security in finance

Understanding Deutsche Bank’s “radical transformation”

GLMX on why expand its repo platform in Europe (Premium)

Can Japan get out of its deflationary spiral? (Premium)

Winners and losers from the Basel Committee’s Leverage Ratio changes on margin and window-dressing

SecFinTech: GLMX is a repo platform speaking Google’s language (Premium)

SGX launches Total Return Futures: why Asia, why now and what’s next (Premium)

What’s next as the SEC addresses more unfinished Dodd-Frank business (Premium)

New report warns of skilled labor shortage in UK financial sector

Fintech trends with implications for securities finance and collateral (Premium)

The agent lender queue may no longer be in the client’s best interest (Premium)

BNYM clears the first Eurex Lending CCP client trade – have the floodgates opened?

ECB reports euro gaining ground on US dollar as a reserve currency

Finadium: ESG Funds in Securities Lending: A Statistical and Program Analysis

Beyond Meat (BYND) highlights dysfunction in securities finance pricing (Premium)

The Powell Put: pros and cons to the Fed’s intervention to sustain the US expansion

Is there any value in uncleared margin rules for phase 5 market participants?

Thursday News Roundup: analytics for hedge funds, the rumor mill, seclending pricing and more (Premium)