Industry specialists reflect on the advancement of collateral management, from triparty to optimisation strategies, the impact of changing central bank policies and QT measures, as well as the integration of ESG considerations
Leading the transition to T+1 for Europe and the UK, Giovanni Sabatini and Andrew Douglas sit down with Carmella Haswell to discuss the possible exemption of SFTs from the shorter settlement cycle
A recent fine shows that regulators are losing patience with failures in post-trade transaction reporting. Linda Coffman, Reference Data Services SmartStream, suggests that specialist data services can help firms improve their ability to comply
With securities financing tools playing an ever more critical role in optimising financial resources for banks, Dipak Chotai of JD Risk Solutions, and Richard Glen of HQLAX, discuss intraday credit risk and the significance of DLT to mitigate this challenge
Following the recent introduction of short selling and securities lending facilities, Daniel Tison explores the rapidly growing capital market of Saudi Arabia
In the second instalment of this two-part series, Daniel Tison invites Banque de France and BNP Paribas to join the discussion on the recently completed ECB DLT trials and experiments
As APAC’s securities finance landscape continues to evolve, market participants face a dynamic environment characterised by regulatory shifts, technological change, and emerging opportunities, says State Street’s Richard Gallagher
Following several years of small steps, Asia has recently experienced explosive growth in the adoption of electronic trading for repo, writes James Davis, head of APAC at GLMX
With the anticipated return of short selling to South Korea, Daniel Tison sits down with industry experts to discuss if the green light will result in traffic