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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鈥檚 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鈥檚 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鈥檚 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 Securities 麻豆影视传媒 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鈥檚 Clive D鈥橲ouza, vice president, global products and markets, and Viktoria Hackenberg, vice president, regulatory affairs at Deutsche B枚rse, review central clearing of repo in Europe and the core findings from the firms鈥� deep dive on NBFI regulatory frameworks, risk standards, cross-product margining, and NSFR

Unlocking liquidity and stability: The buy side case for cleared repo

Eurex鈥檚 Katja Renner and Elina Lehtonen, EMEA sales, set out what is driving the growth in buy side adoption of cleared repo

A meetup in Madrid

ISLA co-chairs Geraldine Trippner and Adnan Hussain speak to Carmella Haswell about the association鈥檚 32nd annual event in Spain and how recent events are shaping up the continent

Pursuing an ambitious growth agenda

Anthony Attia, global head of derivatives and post-trade of Euronext, sits down with Carmella Haswell to examine how the firm鈥檚 numerous acquisitions have propelled it forward to operate across the full value chain, and how it looks to build on this foundation

HQLA^X鈥檚 DCR Longbox: A leap forward for collateral mobility

Elisa Poutanen, sales lead, and Martin O鈥機onnell, solutions architect, review HQLA^X鈥檚 DCR Longbox service which looks to address inefficiencies caused by fragmented settlement infrastructure, opening the door to faster, more efficient settlement processes

Unlocking the next frontier of collateral optimisation

Wassel Dammak, head of collateral solutions strategy at VERMEG, looks at collateral optimisation and offers a strategic view for securities finance leaders

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