Analysis and Interviews

SIFMA Roundtable: US Basel III a net negative for collateral businesses

Interview: LCH RepoClear SA sees 50-60% IM reduction with merged collateral pool

As criticisms of the Fed’s Basel III plans mount, which make the most sense?

Video highlight: BNYM’s Jill Rathgeber on why the buy-side should care about securities finance CCPs, FISL 2023

Video highlight: BNYM’s Mike McAuley on the timeline for a reproposal or final of SEC Rule 10c-1 for securities lending reporting, FISL 2023

Video highlight: BNYM’s John Templeton on client needs to execute in unexpected markets, FISL 2023

Interview: Meritsoft’s Carpenter on CSDR Refit agreement and where seclending benefits

Video highlight: S&P Global’s Muju Tsay on client needs for data convergence, FISL 2023

Video highlight: JPM’s Amy Dunn on the broadening audience of clients for liquidity services, FISL 2023

Video highlight: S&P Global’s Melissa Gow on revenue concentration in the specials market, FISL 2023

Generating Treasury Alpha: Five Simple Strategies for Hedge Funds to Optimise their Financing Costs

The Regulated Liability Network looks pretty interesting for overlaying DLT onto capital markets

Interview: LCH SwapAgent’s Barnes on cross-currency swap signals for repo

The numbers on China’s repo market for international banks

Video highlight: GLMX’s Sal Giglio on building a single point of connectivity to the market, FISL 2023

Video highlight: State Street’s Taryn Siglain on diversifying types of prime brokerage offerings, FISL 2023

Video highlight: State Street’s Owen Nichols on what peer to peer means for client liquidity solutions, FISL 2023

Interview: Wematch on what banks are doing to handle the TRS boom

Interview: Cboe Clear Europe’s Patel describes the new SFT clearing service

Large firm attitudes are changing towards the NSCC SFT CCP

What agent lender public filings suggest about the state of securities lending indemnification

Finadium: Survey finds triparty assets at US$8.87 trillion

Video highlight: Stonewain’s Chris Valentino on the need for platform flexibility and interoperability, FISL 2023

Video highlight: DTCC’s Jim Hraska on porting client clearing functionality between FICC and NSCC, FISL 2023

Video highlight: Natixis’s Chris Blas on opportunities for growing competitors in the prime brokerage market, FISL 2023

Four big takeaways from ISLA’s 2023 annual conference

Video: Olivier Zemb de CACEIS sur comment les coûts de Basel III changent agency securities lending

Video: CACEIS’s Olivier Zemb on the Basel III endgame in Europe and securities lending indemnification

US SEC’s analysis on security-based swaps large position reporting is mostly good news for the SEC and for hedge funds

Video highlight: Goldman Sachs’ Christel Carroll on ’40 Act funds accepting equities under a revised SEC Rule 15c3-3, FISL 2023

Video highlight: Provable Markets’ Matt Cohen on what buy-side firms will be first to market on the DTCC’s SFT CCP, FISL 2023

Video highlight: eSecLending’s Craig Starble on industry flexibility in accommodating regulatory challenges, FISL 2023

Interview: Eurex advances on clearing the full euro yield curve

Interview: Common Domain Model hits the “who is using it and for what?” phase

Interview: Clear Street’s Subbu on securities lending market progress and expansion

Expanding HQLA^X’s digital registry value proposition for collateral mobilisation

Special report: interoperable fintech is altering the workplace from siloed to open concept office

Interview: CCMA on the T+1 countdown, top market priorities and forecasting fails

Filings show US ’40 Act funds making more money in securities lending but lagging other beneficial owners

Some impacts of US$1 trillion in new US Treasury issuance on the repo and securities lending markets

Repo, Collateral Management and the LDI Crisis: Could the Data Have Predicted the Future?

What the European repo market thinks about mandated clearing of government bond repo

Total Return Futures: Regional Growth and Financing Replacement Opportunities

The language of indemnification on CCPs for repo and securities finance buy-side clearing could offer a path to market improvements

Interview: TMX Group’s Kevin Sampson on Canada’s new collateral service

SFM Interview: S&P’s Kabin George on advancing seclending performance benchmarks

The Basel III endgame in Europe and the challenge of indemnification for securities lending

FIS technology platform for securities finance is making noise on the street

Four securities financing takeaways from recent digital assets events

Interview: Euroclear’s Grauls on a new “pledge back” funding structure