Analysis and Interviews

Video Highlight: DTCC’s Jim Hraska on the evolution of DTCC in the financing business, FISL 2025

Most but not all UST repo rates rise going into quarter end

The winners and more winners from ESMA’s clarification of pledge acceptance for UCITS funds

The financing argument for hedge funds to set up accounts with retail brokers

Video Highlight: eSecLending’s Brooke Gillman on the rapid evolution of securities finance strategy at beneficial owners, FISL 2025

UK’s new alternative asset manager rules get support but adjustments needed

Video Highlight: BNY’s John Templeton on helping clients manage assets for portfolio strategy, not unexpected liquidity needs, FISL 2025

UST <1 year repo rate plunges, volumes rise on rate cut hopes

Finadium: The International Expansion of Fully Paid Securities Lending

Mid-sized traditional custody faces off against hefty competition for fund manager business

A new view on Synthetic Risk Transfers, repo and arbitrage financing for trading strategies

Video Highlight: Provable’s Rachel Andreassian the importance of having one technology conversation across the buy-side and sell-side, FISL 2025

Better hard-to-borrow sourcing is about process as much as tech

Video Highlight: Northern Trust’s Cesco Squillacioti on how a two-way conversation on portfolio finance benefits clients and service providers, FISL 2025

Scoping the size and exposures of US equity repo

The hot trade in shorting inverse leveraged ETFs

US financial deregulation puts firms on compliance backfoot

GenAI helps to digitize CSAs – how does it compare to a human worker?

Finadium repo events in Paris and New York this fall – registration now live and FAQ

Europe weighs T+0 as next logical step after T+1

Broad adoption of DLT for repo and collateral needs this critical input

ISDA floats stress protocol for dynamic collateral eligibility

Spreads on GCF to US Treasury tenors are wide – why isn’t there arbitrage?

At CASLA, frustration with a lack of data standards for securities finance has a potential path forward

Collateral analytics show how markets are adapting to trading dynamics

Securities finance results round-up for May 2025

Portfolio finance is growing up at pensions and sovereign wealth funds

CIRO’s close-out proposals raise ire of Canada’s seclending market

Liberalizing Korea’s bonds could boost repo and collateral markets

The state of play with Basel III globally – insights from the ISDA AGM

GC Pooling: a liquid market for a range of economic conditions

UST <1 year repo sinks as budget bill passes in House

What’s next after SFT exemptions from Europe’s T+1

Stablecoin volumes are small compared to wider markets – so why all the fuss?

Finadium: Innovation in APAC Secured Funding and Financing Markets

At FISL, the retailization of the US securities lending market

UK gilt market volatility and US tariffs – what can we learn?

Can the CME/FICC cross-margining deal save the basis trade (and the US Treasury market)?

Video Highlight: GLMX’s Andy Turvey on the interconnectedness of the securities finance markets, Rates & Repo Europe 2025

Causality Link on fixing what genAI can’t do (yet)

Video Highlight: Finadium’s Martin Seagroatt on the inflection point of DLT in repo markets, Rates & Repo Europe 2025

FISL preview: new creativity in seclending solutions for buy-side clients

Repo and securities lending rates continue to show a lack of convergence

Video Highlight: HQLA^X‘s Erica DeRosa on how cash on chain can be managed and what the options are, Rates & Repo Europe 2025

Finadium Big Ideas Quarterly Q2 2025 now online

Video Highlight: Tradeweb’s Nicola Danese on Europe’s T+1, settlement efficiency and repo market impacts, Rates & Repo Europe 2025

FISL preview: “set and forget” becoming “total liquidity planning” in seclending

Relative Value trades in UST repo runs missing in action

Geopolitics boosts urgency of crypto regulation, say experts

FISL preview: agents ride market turmoil as seclending options boom