Analysis and Interviews

Monday news roundup: repo settlement; variation margin at CCPs; the Open Ledger Project and more (Premium)

Repo prepares for a ‘scary’ year-end, part 1

Big Data comes to Securities Finance

Basel III regulation gives a specific reason for why blockchain will save banks billions in regulatory costs (Premium)

Changes in hedge fund leverage according to IOSCO

De-mystifying blockchain in financial services: feedback and questions from the Finadium client webinar (Premium)

Finadium: Regulatory Costs of OTC Derivatives vs. Securities Finance Transactions

Custody and settlement faces next-gen cyber security risks

Finadium’s blockchain and collateral IT client webinar presentation (Premium)

LCR, NSFR, HQLA? The technical reasons for why that FT article was off base

The big yawn – why a Fed rate hike no longer really matters for cash collateral in securities lending (Premium)

“The Ballad of the Repo Trader” by Bloomberg’s Tracy Alloway

Non-cleared margin rules will have serious knock-on effects to securities financing markets

The FT suggests that collateral transformations amount to regulatory arbitrage

Finadium: Survey of Collateral Management Outsourcing Providers

Why the Leverage Ratio doesn’t reduce risk, it just moves it around (Premium Content)

Negative Spreads on Interest Rate Swaps: Could Repo be the Cause?

An interesting twist in returns from cash and non-cash collateral in securities lending (Premium Content)

Regulators, please note: the focus on Shadow Banking regulation must be on the smart allowance of risk (Premium Content)

4Sight Collateral Management: Benchmarking Your Systems and Processes

Fed Governor Powell on repo CCPs: the opportunities and challenges ahead

More on the SFT stay protocol and the buy-side. Is this Hobson’s Choice?

Are collateral technology firms competitors or compliments to custodians and other outsourcers? (Premium Content)

DataLend: Securities lending top 10 earning equities – November 9, 2015

Free from Finadium: Securities Lending, Market Liquidity and Retirement Savings: The Real World Impact

Extending the 48 hour collateral liquidation stay to financing trades: cash lenders won’t be happy

Finadium: Balance Sheet Optimization Strategies (Self-Funding) for Hedge Funds and Other Alternative Asset Managers

Inter-clearer FICC tri-party trading at DTCC will come to an end in July, 2016. Did the Fed just get impatient?

Finadium client webinar on blockchain and collateral management technology Tuesday December 8

An analysis of the BCBS consultation paper “Haircut floors for non-centrally cleared securities financing transactions” (Premium Content)

Event recaps from London and Zurich (Premium Content)

Finadium’s Big Ideas Quarterly Q4 2015 presentation is now online

Reporting date differences allow non-US broker dealers to arb repo markets

Mind the gap: building evergreen style portfolios throughout the operational value chain

Derivatives, Securities Financing and the Law of Conservation: Transforming Counterparty Risk into Liquidity Risk

DataLend: Securities lending top 10 earning equities – November 2, 2015

Should regulators be setting a 0% or 2% risk weight? (Premium Content)

Finadium: Survey of Technology Vendors in Collateral Management

CFTC Commissioner Giancarlo places the blame for market illiquidity squarely on regulation

With non-cash trades on the rise, will indemnification become an issue for sec lending agents?

DataLend: Securities lending top 10 earning equities – October 19, 2015

Is it Basel IV or just working through Basel III? (Premium Content)

Who is coming to Finadium’s London and Zurich events in November?

Tri-party data from the Fed — a new graphic interface that is really useful

FINRA gets into the liquidity and funding management fray

An abundance of Special Purpose Vehicles (Premium Content)

Prime Brokerage and Balance Sheet Optimisation: Lessons from the Societe Generale Experience

The next evolution in collateral management technology is… (Premium Content)

Will regulators take aim next at fund managers and liquidity management?

More on market liquidity: is there another side to the Fed’s argument?