Analysis and Interviews

Interview: South Africa’s Absa on equities dynamism and repo rollback

Takeaways from the Finadium Investors in Securities Lending 2023 conference

Finadium: European Repo Conditions and Market Structure in 2023

Hazeltree steps on S3 turf with monthly shortside report

SFM Interview: FIX developments for securities lending and repo – T+1 and end-to-end automation

How DeFi solves the problem of complex settlement risk in securities finance

FISL Preview: seclending clearing model like “DMA for beneficial owners”

LCH: What does the future hold for General Collateral repo?

Video highlight: LCH’s Emmanuel Rolland on leveraged funds and margin in repo clearing, Rates & Repo Europe 2023

FISL Preview: building out securities finance technology for long-term success

STP and post-trade in securities lending for client revenue generation: a case study at Fidelity Agency Lending®

FISL Preview: optimization demands across market players and products reveal changing dynamics

SFM Interview: SSImple’s Meenaghan on automating SSI management

Financial Bite: Eurex GC Pooling – Thriving in changing times

NY Fed blog gives implicit support for central clearing of US Treasury repo

A US debt default could create a tidal wave of capital reductions at banks worldwide

Video highlight: LSEG’s Bruce Kellaway on three current themes for European repo, Rates & Repo Europe 2023

Quantifying the Impact of State Street’s Venturi Peer to Peer Platform for Cash Investors

Interview: Evident on benchmarking financial AI maturity

FISL Preview: agent lenders and beneficial owners mull regulatory costs to capture seclending value

Finadium Big Ideas Quarterly Q2 2023 now online

Video highlight: State Street’s Cassandra Jones on the ease of access for the buy-side to repo clearing, Rates & Repo Europe 2023

What happens if the Fed lowers counterparty credit limits on the Reverse Repo Facility?

Video highlight: Euroclear’s Jan Grauls on client collateral strategies, Rates & Repo Europe 2023

FISL Preview: buy-side weighs liquidity alternatives amid record seclending revenues

Video highlight: GLMX’s Andy Turvey on when the repo market thrives, Rates & Repo Europe 2023

SFM Interview: Rapid7 flags first-party cyber risk in UK financial services

Hedge fund sentiment in the US TRS market shows short bias and short-termism

Rates & Repo Europe panel replays are now live

We review ISLA’s paper on tokenization for securities finance

A FISL proposal: new securities lending structures needed for US ’40 Act funds, ERISA plans and UCITS funds

“All eyes on Basel” as banking stress fallout meets tight timelines for changes

Finadium: DeFi for the Securities Industry

SFM Interview: Mosaic leverages “space assets” for repo analytics expansion

Central banks are watching private sector repo market capacity, but some more than others

FISL preview: legal experts flag how banking stress could add to pile of regulations impacting secfinance

Securities finance market conditions in April: cautiously optimistic after March volatility

Revisions to bank capital rules following SVB and Credit Suisse are ill suited to solve the core problem

Analysis of the tokenization and CBDC panels at Citi’s Digital Money Symposium

SFM Interview: Redhedge on AT1 rotation amid banking turmoil

What would happen if the Fed lowered the Reverse Repo Facility rate?

Interview: LRH’s Comotto on where SFT data is going

What’s holding Southeast Asia up on cross-border collateral integration?

Pico on the data globalization boom amid localized constraints

Buy-side reading packet for the Finadium Investors in Securities Lending conference, May 17-18, NYC

SFM Interview: what happens when market infrastructures fail?

Eurex Derivatives Forum: how advanced tech is being deployed

Clearing for the Repo Market: The Next Chapter

The Sunthay argument for why Guaranteed Repo is the only viable short-term solution for repo constraints

Recent events in the US repo market