Analysis and Interviews

Special Report: ESG is working through conflicts on way to becoming core data

Rates & Repo Preview: repo on chain and collateral mobilization

Rates & Repo Preview: market conditions in US repo

Finadium: Hedge Fund Treasury Technology Vendors in 2023: A Finadium Survey

Training video: Eurex’s André Ammann on capital costs and risk management in a changing interest rate environment

OFR paper on short-selling restrictions finds benefits but needs attention to understand why this matters

T+1 can be a new catalyst for ISLA’s Securities Lending Performance Management goals

Rates & Repo Preview: mandatory clearing of UST repo

Trading on Eurex Repo in a Changing Interest Rate Environment: New Times Call for New Strategies

Training video: Eurex’s Carsten Hiller on spread trading in a changing interest rate environment

Interview: DSB’s Kalliomaki on UPI service go live

RMA: US Basel III Endgame operational risk changes will impact agency lending

Buy-side Treasury: Pricing, Technology and People

Analysis: SEC approves securities lending transparency (10c-1) and short selling reporting rules (13f-2)

Cash as an Asset Class: Risk and Profitability at the European Collateral Management System (ECMS)

Interview: Broadridge’s Barakat on DLT network value in secfinance and collateral

Interview: Trading Apps on why this time is different for TA.Link launch

Securities loans get more competitive vs Total Return Swaps in the US Basel III Endgame proposal

Guaranteed Repo substantially mitigates the punitive RWA impact of the new Basel III Endgame rule on repo transactions

FIS on a new trading platform for securities finance

Transcend on enterprise-wide collateral optimization

Interview: ION Treasury’s Kolman on reengineering for “CFO office convergence”

Finadium: Decoding Basel III Endgames for Securities Finance and Collateral

Traders at a crossroads between risk models and morals

RWAs and the new repo formulas in the US Basel III Endgame Notice of Proposed Rulemaking

Interview: NeoXam’s Versteeg on data management in China

Will US repo dealers offer done away on FICC Sponsored Repo as part of a clearing mandate?

The big keep getting bigger, so how can smaller prime brokers and hedge fund managers compete?

Notes on Morningstar’s numbers from their recent report on securities lending

Special report: how ready is the industry for SecFinGPT?

BIS: repo structural shifts during 2023 banking stresses won’t stave off next shock

Interview: hedge funds recalculate strategies amid repricing risk

Finadium client webinar, Buy-side Treasury: Pricing, Technology and People, coming up on October 4

Finadium: How Prime Brokers Price Their Hedge Fund Clients

Four big takeaways from last week’s webinar on Product Innovation in Securities Finance and Collateral Technology

Interview: Bloomberg’s Falina on buy-side’s T+1 prep

DTCC survey on mandatory UST and UST Repo clearing finds more questions than answers

Financial Stability Board considers a Leverage Ratio for hedge funds

IOSCO reintroduces the “responsible person”, this time to DeFi

Product innovation: FIS on competition and channeling liquidity

Interview: EquiLend’s Mantle on how T+1 is being managed

Back to School? WFE thinks big with educational initiative on market infrastructures

Finadium: T+1 in the US and Canada for Securities Finance: A Data Challenge

Product innovation: Transcend on enterprise-wide collateral optimization

Interview: LRH’s Comotto on SFTR for data-driven secfinance

Interview: Linklaters’ Le Vesconte on crypto’s legal frameworks and the impact on collateral

For AI in collateral, if the humans are willing, the machines are nearly ready

Stock loan legal settlement shows that lawyers can make the industry pay but that most change happens on its own

Interview: Finteum’s Nolan on the path to go-live for intraday repo on DLT

Interview: TMX Datalinx’s Tran on Term CORRA and Canada’s Banker’s Acceptance market