Can US buyside firms eliminate UST repo cleared margin for some trades?
As covered in our recent blog, the DTCC’s recent FICC…
Mastering repo trading: strategies, benefits, and market dynamics
What repo is and the role it plays The repurchase…
How securities lending and borrowing can boost EU capital markets
The European Commission’s (EC) efforts to establish a Capital Markets…
How securities lending and repo are converging
Securities lending and repo transactions may have distinctive characteristics, but…
Repo set to soar as tokenization unlocks collateral worth trillions
Trading repos through distributed ledger platforms is already worth billions…
The rise of fully paid securities lending opens new opportunities for brokers and retail investors
Retail investors usually earn returns through dividends and capital appreciation…
DTCC clearing mandate survey shows fourfold GSD margin increases
In July, DTCC published “The U.S. Treasury Clearing Mandate: An…
Taking Canada’s repo market and collateral management to the next level
Despite having well-established and functioning financial markets, Canada falls short…
What will be left of uncleared UST repo after SEC mandate go-live?
Our recent blogs on mandate scope, FICC access methods and…
Shining a light on triparty repo
Over the last decade, triparty assets have more than doubled…
New initiatives striving to boost securities finance in the Gulf
Bond issuance in the Gulf countries (GCC) has grown significantly…
Momentum builds for African repo market
Emerging markets have come back into the investment fold over…
Finding an execution platform Plan B in securities finance
Relying on a single execution platform provider for securities finance…
Bilateral repo in the spotlight as new rule intensifies scrutiny
It has been a long time coming but earlier this…
Transforming securities finance through technology
The first intraday repo transaction on a distributed ledger technology…
How peer-to-peer lending can address market needs in repo
After a prolonged period of negative interest rates, repurchase agreements…
Assessing the financial impact of UST repo clearing on banks
Our recent post on FICC access methods noted that sponsored…
Repo market ponders its future as Europe plots tricky path to T+1
As markets digest the shorter settlement cycle (T+1) introduced in…
Keeping repo markets relevant through deeper liquidity and diversification
Having access to deep pools of liquidity and a diverse…
US Treasury clearing access methods at fixed income clearing corporation (FICC)
The Fixed Income Clearing Corporation (FICC), a DTCC subsidiary, has…
Will Japan’s new interest rate trajectory change repo dynamics?
On the surface, the Bank of Japan’s raising of its…
2024: How technology is revolutionizing the securities finance industry
APIs, artificial intelligence, DLT, data harmonization, Cloud and smart contracts;…
Managing the nuances of securities finance in Asia
Securities finance in Asia is as diverse and complex as…
Repo: The heart of the global financial system and why the SEC took action
The US Securities and Exchange Commission (SEC) on 13 December…
Differentiate, commoditize, and harmonize
Repo traders vying to make the most of the industry’s…
A cost-effective way to adopt Test Automation
Testing automation has become a fundamental step of the software…
The structured, the nimble, and the delegator.
A tale of data from the BrokerTec migration to CME.…
All algos are not equal
Algorithms have made their way into our daily lives, from…
Is traditional D2C repo dying?
As D2C repo goes electronic, having the right systems in…
Partial settlement: The CSDR effect
Does your secured funding business support partial settlement? Or rather,…
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