Analysis and Interviews

A Common Domain Model for securities finance

How custodians are evolving client-facing tech: State Street (Premium)

Big news for the Finadium Investors in Securities Lending Conference in New York, May 2-3 2019

Finadium: The Present and Future of Securities Finance Market Data

Securities Lending 101

Evidence that short selling does not harm equity prices

Uncertainty in reporting for CSDR settlement fails rules

How custodians are evolving client-facing tech: BNY Mellon (Premium)

One year later, Direct Repo® is thriving

An argument that more PB internalization will lead to more direct securities lending (Premium)

Can independent custody on the blockchain make sales? We don’t see it.

We propose a template for US pension plan securities lending reporting

Finadium: US Pension Plans in Securities Lending

How to grow in the prime brokerage market for 2019 (Premium)

Business of Collateral Trading 2019 roundup and conference materials (Premium)

Federal Reserve paper shows securities lending benefits to OTC market liquidity

For US banks, is CCAR or the Leverage Ratio the binding constraint on securities finance

ECB papers highlight the state approach to solving market problems

What’s in the US OFR’s new repo data collection rules (Premium)

US mutual fund and ETF seclending data causing trouble already (Premium)

Opportunities for SFTR data in the private sector (Premium)

Finadium training: Securities Lending 101 client webinar, March 5, 2019

On the buy-side, “if you have no collateral strategy, you’re dead”

Finadium Big Ideas Quarterly Q1 2019 now online

DFAST and CCAR scenarios for 2019: what’s the worst that could happen?

Comments on whether the US NSFR will be a binding constraint on securities finance

The Eurosystem Collateral Management System (ECMS) and tri-party: good, bad or indifferent? (Premium)

Behind the uptick in Jan 31 2019 US repo rates (Premium)

Bloomberg dips its toe into securities lending and repo trading (Premium)

Review: RMA and EquiLend’s LatAm guide

US repo has become a good deal for cash investors

Analysis of ICE’s proposed unsecured US bank yield benchmark (Premium)

Review of the second annual Asian Prime Collateral Forum

UC Berkeley and the Chicago Fed on securities finance conditions, asset prices and liquidity

Finadium: European Delta One Trader Survey

The value of a new securities lending volatility indicator (Premium)

How final are the Basel Committee’s market risk rules?

LIBOR to SOFR basis risk: challenges are defined but the industry needs action plans

The Big Migration: Moving from LIBOR to SOFR, SONIA and ESTER

Finadium: Stock Exchanges, Security Tokens and Capital Formation

Five predictions for securities lending for 2019 (Premium)

BIS report: central banks continue to explore their own cryptocurrency issuance

Could Chinese banks become an important liquidity source for Western banks? (Premium)

Update on our Frankfurt event, “The Business of Collateral Trading”, 21 February 2019

Not that dramatic: repo spikes in Europe and the US were quick and understandable

Why US banks are getting fined for ADR violations (Premium)

A proposal for securities finance and collateral management to hire more young people

The latest ICMA/GFMA repo report is a new call to regulators. Will they listen?

Panelists: options products will get easier to understand but process complexity will remain

Finadium announces client webinar on LIBOR transitions for January 15 and 16