Analysis and Interviews

Financing tools for synthetic prime brokerage in derivatives and physical markets

4Sight: Solving Collateral: BCBS IOSCO Uncleared Margin Rules – How to Adapt

Eurex’s ‘special membership’ for buy side shifts counterparty risk

Funds Transfer Pricing and the Quest for Term Funding: Working Towards New Solutions

The Basel III Leverage Ratio revisions: what are they and what do they mean? (Premium)

US$50 billion for DTCC repo clearing? With new blockchain project and more netting, maybe the figure is US$25 billion (Premium)

Dealers speak their minds on US bond and repo market liquidity (Premium)

Trade Date Transparency = Capital Savings

Securities finance in the press – perspectives from reporters covering the industry (Premium)

Finadium report: a primer on the Expected Shortfall Method, part of the FRTB

Tuesday Regulatory Roundup: Basel, IOSCO, the Bank of England and the Fed on bank complexity and stress tests (Premium)

DataLend: Top global trends in securities lending in 2016

In blockchain for repo initiative, DTCC goes head-to-head against Fedwire securities settlement services (Premium)

FRTB could spur new wave of IT overhaul (Premium)

Ethereum: the next thing you need to know in digital currencies (Premium)

What’s going on in the collateral segregation market? (Premium)

Finadium report: Opportunities in Cash and Non-cash Collateral for Asset Holders

The new roles of big and small technology vendors in the enterprise model of securities finance

What's the capital cost to banks from the FRTB? (Premium)

OFR starts a securities lending data gathering pilot project. Where will this leave the data vendors?

Japan joins the negative deposit rate club

Finadium blockchain panelists represent different perspectives on the future (Premium)

At last, a LIBOR based (mostly) on market transactions (Premium)

Bank collateral managers talk transfer pricing and the central collateral funding desk (Premium)

Finadium 2016 Conference roundup and our presentation slides (Premium)

Mid-tier banks are facing unique challenges in securities finance technology and business models

DataLend: The Asia-Pacific securities finance industry (infographic)

The Finadium 2016 Conference is Tuesday March 15

Banks look to optimize vendors and service providers as well as collateral (Premium)

Finadium: survey of banks on securities finance technology

Basel Committee takes further steps to reduce model variability in operational risk (Premium)

What would blockchain mean for “cash” and “credit” in funding? (Premium)

Collateral and Liquidity Data Management: the next big challenge for financial institutions

DataLend: Brazilian securities finance market heats up in 2016

Banks at AFME: the custody, collateral and settlement revolution will be ledgerized (Premium)

SEC finding on Goldman Sachs’ Reg SHO locates highlights process and procedure gaps

US$27 billion in cost from collateral settlement fails? Hmm, let’s take a look at that number.

Why direct repo and securities lending may be the best thing that has happened for asset holders in a long while (Premium)

The German Maple tax probe: what happened and lessons for the future (Premium)

Finadium: The Repo/LIBOR Flip and what it means for the markets

There’ll be ‘no hiding’ in era of data transparency and collateral optimization (Premium)

Blockchain and settlements: are there real savings or is this hype? (Premium)

Resilience and opportunity in the securities lending market

The FSB looks at measuring collateral re-use: we post the important parts

The biggest change in US securities lending in the last twenty years

Our reading of the ICMA’s latest European Repo Survey (Premium)

The Robo Advisor is starting to matter to securities finance (Premium)

Holding steady in a ‘hurry up and wait’ environment – an interview with Clearstream (Premium)

Would ring fencing under Glass Steagall have prevented the 2008 MBS collapse? (Premium)

Monday news update: Central Banks on liquidity; the Lender of Last Resort; CSD-R