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US Treasury clearing: The race to be first

Following the SEC��s decision to extend the US Treasury clearing mandate deadline, Broadridge��s Ami Vora and Uday Singh uncover the key issues firms must address, and how those who move early can capture strategic advantages

And the winner is��

Back for its fourth year, the 利卯郭肱 Finance Industry Excellence Awards showcased the industry��s leading firms and honoured participants�� dedication to the market

Can we chat?

Paul Chiappetta, managing director, Digital Innovation, Capital Markets, and Christian Rasmussen, senior advisor at Broadridge, take a look at how generative AI can facilitate better treasury management

On the road: EU maps out transition to T+1

Carmella Haswell speaks to the market following the release of the EU T+1 Industry Committee��s high-level roadmap to transition to a shorter settlement cycle

The Canadian perspective: A digest of market trends

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

OSTTRA MarkitWire and LimitHub: New applications for repo in an agency cleared world

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

Hidden Road��s entrance into the fixed income and repo markets

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

Post-trade automation: Stock loan vs repo in times of volatility

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

The strategic imperative for a new era of market structure

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

Pioneering new opportunities

Following significant demand for cash repos, collateral swaps, and TRS, Reona Sasaki, director of repo and securities lending (fixed income) at Japan 利卯郭肱 Finance Co., analyses the JGB repo market

The evolving landscape of intraday liquidity management

Elisa Poutanen and Erica De Rosa of HQLA^X review the evolving intraday liquidity market, the requirements of cash borrowers, and the significance of collaboration for ensuring markets are built for purpose

Central clearing for repo markets: Is Europe putting the cart before the horse?

Eurex��s Clive D��Souza, vice president, global products and markets, and Viktoria Hackenberg, vice president, regulatory affairs at Deutsche B旦rse, 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

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