Analysis and Interviews

Finadium: Prime Brokerage: Towards a New Target Operating Model for Financing

Can bank financial statements tell us anything about collateral efficiency? (Premium Content)

T2S, Equities and Collateral

DataLend: Securities lending top 10 earning equities – May 25, 2015

T2S, Collateral and Business Model Change

Considerations on securities finance market evolution (Premium Content)

Onboarding and Integration with the Lending CCP

Senator Sanders proposes a US FTT tax to be used to pay for college education

DataLend: Securities lending top 10 earning equities – May 18, 2015

Strategies for Securities Finance Businesses

Nomura exits swaps client clearing business. Who might be next?

What trueEX can teach us about the future of securities finance (Premium Content)

Finadium: T2S, Collateral and Liquidity: Building a Strategy for Growth

OFR article on initial margin in centrally cleared swaps: do the CCPs really get it right?

Tri-Party Repo: Liberty Street Economics blog looks at the history and BNYM announces the end of secured credit exposure (aka “unwind”/”rewind”)

DataLend: Securities lending top 10 earning equities – May 4, 2015

DataLend: Securities lending top 10 earning equities – May 11, 2015

Do US Treasuries need dealers or is there enough liquidity already?

New BIS statistics on OTC derivatives

4Sight: The application of mathematical models to measure collateral concentration risk

Finadium’s Big Ideas Quarterly Q2 2015 presentation is now online

Do this, not that: five recommendations to thrive in an uncertain securities finance environment (Premium Content)

CME gets ready to add swaptions to central clearing. Not everyone is happy.

Derivatives on peer to peer loans? A tough sell but good lessons

ETFs: more on the impact of illiquid underlying assets

Who will close the gap between short-term securities loans and the LCR? (Premium Content)

Finadium announces June events on clearing for repo and funding; T2S, Collateral and Liquidity

OFR looks at data transparency in securities financing: there is still a lot of work to do

DataLend: Securities lending top 10 earning equities – April 27, 2015

Event recap: Collateral Management and Craft Beer in Chicago (Premium Content)

The SEC’s ADV data: hedge fund edition (Premium Content)

The European repo market is singing the QE blues.

Finadium: The Securities Lending Industry in 2015

Repo clearing is coming for HQLA. Should we declare victory and go home? Not really.

Good to see central bankers looking closely at their own role in the collateral markets

Clarifying the WSJ article on seclending and repo term changes (Premium Content)

GE Capital and leaving the SIFI club

The Systemic Risk Council publishes an interactive tool for looking at bank stats. We especially like “Short Term Noncore Funding as a Percent of Total Assets”.

The IMF on non-leveraged asset manager risk: for heaven’s sake, where can people safely invest?

DataLend: Securities lending top 10 earning equities – April 6, 2015

Finadium: Central Securities Depositories and the Evolution of Collateral Management

Direct repo hits the spotlight; are investors ready? (Premium Content)

What the repo market teaches us about the Fed tightening rates

ETF liquidity: will it be illusory in volatile markets?

Its time to build a collateral and liquidity strategy

Widespread media coverage of end of quarter UST repo rate hikes, but this is the new normal

LCH.Clearnet on stress testing CCPs, Part 2

LCH.Clearnet on stress testing CCPs, Part 1

How far will the market go for centrally cleared funding products? (Premium Content)

DataLend: Securities lending top 10 earning equities – March 23, 2015