Unleashing buy-side contingent liquidity in securities lending

This Finadium research finding tackles the interesting idea of buy-side firms developing their own mechanisms for contingent liquidity. A longer version of this article originally appeared in Calypso Intelligence, June 2014, and is reprinted with permission.

Please to view this content. (Not a member? Subscribe Today!)

Related Posts

Previous Post
Eurex SecLending CCP adds board members and expands services
Next Post
New data on why and when for collateral transformations in securities lending (Finadium subscribers only)

Related Posts

You do not have permission to view the comments.

Please Login to post a comment


Reset password

Create an account