Analysis and Interviews

Finadium: The Global Tri-party Services Market in 2017: A Finadium Survey

What we heard and said at the first Asian Prime Collateral Forum

What’s better, legacy or enterprise technology in securities finance and collateral management?

Hong Kong, Singapore or EU post-Brexit: will Advanced Approach bank capital models be a consideration? (Premium)

Fed Chair Janet Yellen on unconventional interest rate policy management tools

How robust is the argument for term LIBOR vs. overnight repo benchmarks? (Premium)

Inefficiencies in securities lending client set ups can be solved with a bit of effort

Is the European repo market in recovery? The latest ICMA survey suggests some direction

There are impacts from the US securities lending lawsuit no matter what happens (Premium)

Finadium: Repo Benchmarks as a LIBOR Replacement

Towards a central collateral utility: the value proposition of CSDs in collateral services

Rates & Repo event update: who is coming and featured panels

Our business model for starting a new securities lending agent today (Premium)

Our analysis of the US Treasury October 2017 report on Capital Markets (Premium)

The Basel Committee’s “national discretion” for NSFR derivatives liabilities is not enough to justify implementation

How many tri-party agents should there be? (Premium)

The US Securities Finance Market Structure and Vendor Landscape

Our slides from the Oct 3 London event, “Market Competition, Europe and US regulations” (Premium)

Highlights from ISDA’s 2017 margin survey

An ECB Reverse Repo Facility is a painful idea, even if it may be necessary

What happens when tapering decreases the amount of availability on the Reverse Repo Facility? (Premium)

Merging financing desks: what do clients get out of it?

ASIFMA and ICMA publish a pilot survey on Asian repo; we compare their findings against our own surveys (Premium)

Finadium: The Business Case for Robotic Process Automation in Capital Markets

The European Commission doubles down on an integrated financial supervisory regime

Credit Suisse’s Zoltan Pozsar on sterilization, repo and FX Swaps (Premium)

Cost optimisation challenges for asset managers in 2017

Finadium: Can ETFs Replace Cash Accounts?

Where does cryptocurrency trading belong in capital markets? The bitcoin “hard fork” suggests an answer (Premium)

The layering of regulatory cost on Securities Financial Transactions

Global Legal Entity Identifiers are a technical convenience but do nothing to combat bad actors

A framework for build, buy or network in a changing market environment

SFM Magazine, Fall 2017, is now online

How to severely damage the securities lending market in one easy lawsuit (Premium)

Finadium: Central Bank Tapering: Impacts for Liquidity and Collateral Markets

Fischer’s departure from the Fed shakes a foundation of regulatory thinking

Will mandatory stays on defaults decrease confidence in securities finance? (Premium)

Applications for artificial intelligence in securities finance and collateral management

The fate of non-cleared bilateral repo for US Treasuries as the Fed prepares to publish repo benchmark rates (Premium)

WSJ article stokes fears of one US tri-party repo clearer: did they get the story right?

Thoughts on collusion vs. industry organization (Premium)

ISDA paper highlights concerns over European Bank Recovery and Resolution Directive stay protocols

Finadium: AI in Capital Markets: What Matters and What Doesn’t

How fast could deregulation occur in US financial markets? Comments from Fed Vice-Chair Stanley Fischer suggest some answers

Does the lawsuit against US banks alleging collusion in securities lending make sense? (Premium)

LCH’s CollateralSeg should reduce gray areas of collateral ownership

The overlapping of quant and tech teams in capital markets (Premium)

The SEC report on liquidity and regulations: its a complex story, not a done deal

We don’t envy the Bank of Japan’s choices in Quantitative Easing

Would a blockchain short locate system make Reg SHO obsolete?