Analysis and Interviews

Free from Finadium – an Excel guide to FX Swaps

What we learned at Rates & Repo North America 2023

Special Report: 24-hour repo/collateral trading and lessons from equities markets

Standout points from ISLA’s 2023 Post Trade conference last week

Critical planning: understanding year-end funding complexities today

Finadium Big Ideas Quarterly Q4 2023 now online

A new cross-product intraday repo project on DLT looks to solve the interoperability problem

Video Highlight: FIS’ David Lewis on what functionalities market participants need from a securities finance trading platform

Market Participants and the Value of CCP Services for Repo and Securities Finance

AFME OPTIC: markets grapple with wider T+1 issues as EU faces tough decisions

Training video: Eurex’s Katja Renner on what the buy-side should know about cleared repo in a changing interest rate environment

Intro to securities finance – a spreadsheet for understanding equity finance instruments

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