Analysis and Interviews

From SEFs to Repo Clearing: Industry Lessons for Streamlining Adoption

Commercial viability of EU/UK consolidate tape is a balancing act

Finadium to host webinar on securities lending indemnification, free for the buy-side globally

Rates & Repo in NY: the clearing mandate, agency clearing and the done away model

Rates & Repo in NY: market conditions and the data-driven future

Collateral markets and global risks to watch right now

Rates & Repo in NY: UST repo clearing catalyzes market options

Synthetic Risk Transfer structures can become a regular part of the securities finance playbook

Should securities finance aim for automation, artificial intelligence or both?

AFME OPTIC: T+1 shift not a success for foreign investors

Rates & Repo in NY: advances in post-trade, triparty and collateral

What crypto needs now is traditional prime with “evolved views of risk”

Finadium: Collateral Management Outsourcing: Providers, Market Size and Business Trends

Cross Product Arbitrage in Collateral Trading

Getting from Loanet to Loanext: What’s It Worth to the Market?

What we learned at our cross-product collateral arbitrage webinar

For discussion: central banks as CCP members for repo clearing

Securities finance results round-up for September 2024

Repo and securities lending data consolidation opens new doors for funding and financing optimization

T. Rowe’s Khokhar on CSA flexibility for collateral optimization

QuantStrats: “Comfort zones are where ambitions go to die”

How securities finance can join the private markets rush

The future state of US Treasury repo data requirements

BIS: multi-strategy funds led Yen carry trade leverage and cross-product investing

Cboe Clear Europe to cross product margin across stock loan and equities

Finadium launches client GUI for hedge fund exposures and counterparties data

The UK’s latest Basel 3.1 proposals: analysis on what’s changed from the 2022 consultation paper

Repo market players weigh access models and costs ahead of clearing mandate

Debt issuers can be market makers of their own bonds, blurring primary vs. secondary markets

Finadium: Strategies for Synthetic Risk Transfer Trades

Vendor hiring of collateral SMEs enters a new era

Bridge to the Future: The Practicality of Integrating DLT-based Securities with Legacy Collateral Infrastructure

Bloomberg on taking genAI from demo to buy-side delivery

Evidence of behavior change at the SEC in securities finance rule making

Securities finance results round-up for August 2024

Collateral market tops €25 trillion, expanding the argument for DLT solutions

Securities lending operations adjust to T+1-driven recalls automation

Data tech is changing the way hedge funds manage vol-related crises

In considering T+0 settlement, is Netted T+0 or Gross T+0 a better option?

Political stagnation on climate risk means markets are doin’ it for themselves

With existing tech stretched to the limit at T+1, intraday liquidity turns to DLT for T+0

Finadium: Filling the Talent Gap in Securities Finance and Collateral

TRS trading volumes again foreshadowed recent equity price volatility

Seclending and collateral signals: “hands to the pumps” for H2

US authorities should boost bank-fintech partnership model, not overregulate it

Finadium Big Ideas Quarterly Q3 2024 now online

ESG and DEI without bonus incentives are set for failure

We haven’t hit peak nanny state yet, and that’s not good

T+1 at 2 months: what are experts flagging up?

Securities finance results round-up for July 2024