Following a trip to Toronto, industry leaders participated in discussions around the impact of geopolitics on regulation, the changing role of data, and reaching securities finance 2.0
Robust middleware and limit-checking functionalities are essential for the success of agency models in global government bond repo markets, according to Neil Taylor, head of repo business development at OSTTRA
Michael Santoro, head of fixed income and global funding group, and Robert Zambarano, managing director, macro and rates strategist at Hidden Road, explore the core operational inefficiencies facing the repo market and the firm’s next steps to evolve this space
Firms that neglect assigning budget for automated and real-time front-to-back-office operations are choosing to operate in a foggy and riskier economic environment, says Pirum’s Jon Ford, head of fixed income business development
Matt Chessum, director of securities finance at S&P Global Market Intelligence, discusses data analytics in respect of the repo market, shining a light on its value during periods of volatility, and the importance of client fairness
Following significant demand for cash repos, collateral swaps, and TRS, Reona Sasaki, director of repo and securities lending (fixed income) at Japan Âé¶¹´«Ã½ Finance Co., analyses the JGB repo market
Elisa Poutanen and Erica De Rosa of HQLAX review the evolving intraday liquidity market, the requirements of cash borrowers, and the significance of collaboration for ensuring markets are built for purpose
Eurex’s Clive D’Souza, vice president, global products and markets, and Viktoria Hackenberg, vice president, regulatory affairs at Deutsche Börse, review central clearing of repo in Europe and the core findings from the firms’ deep dive on NBFI regulatory frameworks, risk standards, cross-product margining, and NSFR