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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

Time to prepare

Elisabeth Kirby, managing director, head of market structure at Tradeweb, sits down with Hansa Tote to discuss the firm’s positioning for the Treasury clearing mandate, how they drew on previous experience, and what market participants are prioritising before the go-live

From friction to flow: Why intraday repo is the next upgrade for securities finance

Anthony Woolley, chief client officer of Ownera, discusses the importance of same-day repo transactions to allow firms to respond dynamically to margin calls, funding gaps, collateral optimisation opportunities, and keep up with a rapidly evolving market

Collateral mobility, intraday repo, and the next phase of market evolution

Tony Tutrone, director, repo product manager at Broadridge, examines how the repo infrastructure conversation is changing, and how the firm’s Distributed Ledger Repo facility can elevate repo trading abilities

Intraday repo in a hybrid market: How digital financing and traditional infrastructure converge

Murex’s Ramzi Khemakhem, repo product manager, and Dorothy Queant, securities finance connectivity manager, explore economic and technological forces behind the rise of intraday repo and examine how hybrid post?trade architecture enables this activity to scale safely and effectively

The gross settlement problem repo cannot afford to ignore

The repo market moves trillions of dollars of collateral every day, says Jon Ford, head of Fixed Income Business Solutions, Pirum. A large portion of these trades are rolled. A significant portion are delivered out to clients every day only to be delivered right back from the same client. Incredibly, the industry is still, largely, settling it gross — one trade at a time

Markets in transition

Eurex’s Carsten Hiller, D2D sales lead Europe, and Frank Gast, global head of Business and Product Development D2D, sit down with Karl Loomes to discuss how sovereign issuance, demand-driven liquidity, and the macro outlook are impacting the repo market

Mind the gap: Managing liquidity in faster markets

Richard Glen, solutions architect at HQLAX, discusses how liquidity management is being forced to evolve, from end-of-day models to being available at a precise point in time

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