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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

The benefits of an integrated fixed income value chain: From trading to clearing and settlement

Yama Darriet, head of OTC Capture and Repo Expansion Initiative at Euronext, explores fragmentation across the value chain and the significance of infrastructure design

The case for central repo clearing

Commonwealth Bank’s Russell Simpson, Michael Tang, Dr Hamid Yahyaei, and Shelby Kaye, discuss Australia’s evolving repo market and the push for central clearing

Navigating repo markets: The strategic role of BUCKLER Securities

Andrew Lazar, managing director, head of sales at BUCKLER Securities, provides an overview of the firm’s position in the market and its focused approach to fixed income financing

The race to optimise the repo market

OSTTRA’s Neil Taylor, head of securities finance, solution design, and Gary Hawkins, head of repo optimisation, speak to Carmella Haswell on the firm’s work to optimise the repo market and take it to its next stage

Growth without compromise

Michel Semaan, global head of RepoClear, LCH, discusses the firm’s UK and EU cash bond and repo trade clearing service, from breaking down barriers to reacting to client feedback

Repo clearing is here. Is your collateral framework ready?

The SEC mandate for central clearing of US Treasury repo is no longer a future problem. FICC is the venue, the timeline is set, and the firms still in ‘wait and see’ mode are running out of time. Wassel Dammak, strategic account director for Europe & UK Capital Markets at Vermeg, looks at what this shift means operationally, and why the firms that get it right will have a structural advantage

Repo reinvented: 30 years on — the practical path to speed, clarity, and confidence

Sunil Daswani, global head of Client Management, Match Products, at MarketAxess, discusses repo market ‘plumbing’ following the third annual Global Reimagine Repo conference

One view, one edge: The power of unified repo and securities lending data

Matt Chessum, executive director of equity and analytic products at S&P Global Market Intelligence, explores how integrated analytics may help desks identify emerging stress, optimise collateral usage, and respond more effectively to changing market conditions

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