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Converging markets in securities finance

Andy Wiblin, chief operating officer at GLMX, discusses the evolution of securities finance, from the blurring of boundaries among financing desks, to the integration of liquidity management frameworks between large banks and buy side firms

The engine powering modern markets

Thomas Ingram of S&P Global Market Intelligence discusses the symbiotic relationship between technology and data, and how this is transforming the securities finance market

The next phase for securities financing

Dan Long, global head of securities lending product at GLMX, delves into the balance between standardisation and nuanced engagement to drive liquidity across market segments

The architecture of indifference: Why prime brokerage has forgotten its clients — and what comes next

Raj Karan Singh, managing director, co-head Securities Finance & Delta One, and Alasdair Sutherland, managing director, co-head Securities Finance & Delta One of Mirae Asset Securities (UK), consider how prime brokerage has changed in the post-2008 era

Repo reinvented

Sunil Daswani, global head of client management, Match Products at MarketAxess, looks at how speed, clarity, and confidence are reshaping the future of repo markets

Reading between the lines

A new paper, co-authored by Dr Radek Stech and Roy Zimmerhansl, explores how securities lending can reveal governance and risk signals across financial markets, and argues for a more interconnected and action-oriented approach to transparency and accountability

The new liquidity landscape: Why integrated solutions are optimal for pension funds

CACEIS’s Olivier Zemb, head of Equity Finance and Collateral Management, Joanna Ksenzova, senior Market Services sales, and Rémy Ferraretto, head of Securities Finance & Repo Sales, explore why a proactive, integrated approach to financing and liquidity, delivered through the custodian, is critical for resilience and performance

The regulatory forces shaping securities lending

Market participants discuss the core factors pushing the securities finance industry forward in Europe, touching on Basel 3.1, T+1, and CCP clearing. As they take strides to support an evolving market, panellists review post-trade, digital assets, and the continued demand for HQLA

Repo resilience: Why today’s US repo market tends to bend rather than break

The structure of the modern US repo market has evolved significantly since previous episodes of stress. Thomas Hefty, head of front-end repo rates trading at BMO Capital Markets, looks at how central clearing, sponsored repo, and Federal Reserve backstops are reshaping market resilience

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