Following significant demand for cash repos, collateral swaps, and TRS, Reona Sasaki, director of repo and securities lending (fixed income) at Japan Íø±¬³Ô¹Ï 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
ISLA co-chairs Geraldine Trippner and Adnan Hussain speak to Carmella Haswell about the association’s 32nd annual event in Spain and how recent events are shaping up the continent
Anthony Attia, global head of derivatives and post-trade of Euronext, sits down with Carmella Haswell to examine how the firm’s numerous acquisitions have propelled it forward to operate across the full value chain, and how it looks to build on this foundation
Elisa Poutanen, sales lead, and Martin O’Connell, solutions architect, review HQLAX’s DCR Longbox service which looks to address inefficiencies caused by fragmented settlement infrastructure, opening the door to faster, more efficient settlement processes
Wassel Dammak, head of collateral solutions strategy at VERMEG, looks at collateral optimisation and offers a strategic view for securities finance leaders
Technology is not just replicating workflows, it is redefining what is possible, says James Day, client relationship director at GLMX, who explores the potential of technology to streamline and elevate in order to expand potential
The need for effective collateral management has never been more critical, especially with the learned lessons and feedback loop related to the last decade of regulations, says Wassel Dammak, head of collateral solutions strategy at VERMEG