Analysis and Interviews

Interview: financial services weigh innovations as AI deployment costs spiral

FISL Preview: securities lending markets, routes, and structures set for 2024 shake-up

A FISL idea: more beneficial owner seclending decisions by the trading desk, not the Board

Concerns about US Basel III Endgame liquidity reductions and concentration risks are gaining ground

Finadium: Supporting Beneficial Owners in Securities Finance for 2024-2027

Interview: FINOS’ Columbro on what the buy-side is doing in open source

Buy-side firms, triparty and a new look at generating alpha

Buy-side reading packet for the Finadium Investors in Securities Lending conference, May 8-9, NYC

We have bought in to the AI transformation story in capital markets

Rates & Repo Europe: experts dish on AI and DLT pitfalls

Video Highlight: LSEG’s Corentine Poilvet-Clediere on the importance of openness and working together in financial markets

Video Highlight: LSEG Post Trade’s Olivier Nin on the massive savings on legal costs with a CCP

Interview: FINOS’ Gavronsky on CDM traction for collateral and secfinance

FICC wants to clean up its FCM and done away repo clearing model, but will it connect with the market?

The case for balance sheet efficiency: Guaranteed Repo transactions are excluded from the GSIB Surcharge, LCR and NSFR

Rates & Repo Europe 2024 panel replays are now live

BIS and central banks launch cross-border tokenization project

Securities finance results round-up for March 2024

Rates & Repo Europe: what are market nightmare scenarios?

Calming down the expectation of a US repo funding crisis in Q2 2024

ISDA asks regulators to permanently exempt US Treasuries from the Supplementary Leverage Ratio – is it time?

Video highlight: Euroclear’s Olivier Grimonpont on the three kinds of data in collateral management

Finadium: Predicting US Equity Stock Price Movements Using Swaps Data and AI

Video highlight: State Street’s Cassandra Jones on the growth of Peer to Peer and indemnification in the repo toolkit

Interview: Wematch’s Raccat on the global shake-up in secfinancing

Guaranteed Repo as regulatory arbitrage? Not at all, says Sunthay’s Rao

Pointed questions are growing about the impact of T+1 on collateral and funding markets

Why borrowers should post margin for lenders on the NSCC SFT CCP

Rates & Repo Europe: rapidly evolving market conditions will reshape competition

Interview: GLMX’s Havlicek on the need for an Asian hub

Interview: PASLA’s Howard on growing secfinance access in APAC

More on whether UST basis traders will really support the US Treasury market in 2024

Fed Quantitative Tightening means lower SOMA balances, which means opportunity for Treasury lenders

Takeaways from PASLA|RMA conference on Asian securities lending

Interview: Interactive Brokers’ Perez on securities lending market traction

Rates & Repo Europe Preview: Mandatory Clearing for UST Repo – Impact for Europe

Interview: Tokenbridge’s Ashurst on reconciling TradFi and DeFi for mutual funds

Are those Russian assets in your collateral basket?

Takeaways from our Synthetic Prime Brokerage webinar last week (and replay now live)

Rates & Repo Preview: Market Conditions in the UK and Europe

ISLA is expanding to the US with short-term opportunities to improve the market

Rates & Repo Europe Preview: Big Data, Big Technology, Big Opportunities

Securities finance results round-up for February 2024

Interview: Clearstream’s Sharma on the data granularity boom for fails management

Finadium: How Far Can the Marginal Buyer Take US Treasury Repo in 2024?

Agent lenders are setting up swaps desks – how will this work?

US Treasury Repo at Year End 2023: High Level Stability with Pockets of Volatility

Interview: Broadridge’s John on T+1 securities lending buildout for the buy-side

Nvidia swaps traders are timing the market to good effect

DLT in Securities Finance: building out defined use cases