Analysis and Interviews

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

A leveraged investor with no triparty relationship yet? Take action now to beat the repo clearing rush

A new generation of US Fully Paid securities lending has hit the market

Netting in Central Bank Money opens a new opportunity for balance sheet efficiency

ESMA warns neobrokers on “gamification”, backs seclending amid retail push

EU’s DeFi players prod regulators as tokenization interest booms

Basel Committee decision on repo in stablecoins creates bank business opportunities and greater crypto market legitimacy

New regulatory proposals on counterparty credit exposure point to DLT solutions

Get smart about FIS’s Securities Finance Matching Platform with these Finadium resources

MMF collateral gains traction amid reform of Europe’s short-term funding markets

Video Highlight: OCC’s Obie Knapp on the importance of competition between securities finance exchanges vs. the value of settlement, FISL 2024

Finadium: Survey of Triparty Agents 2024

FinCyber expert: if disaster plans go manual, they’re wrong

Simplifying T+1 in collateral management

Video Highlight: GLMX’s Sal Giglio on how the industry should be thinking about securities lending trading platforms, FISL 2024

Cyber Week: FedNow is facing “scamageddon”

Video Highlight: Provable Markets’ Matt Cohen on choosing between OCC and DTCC as a securities lending CCP, FISL 2024

The basis trade is global – regulators are now talking about risk spillovers

Video Highlight: BNY’s Nehal Udeshi on the importance of industry solutions, FISL 2024