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Regulation鈥檚 tightening hold

Counterparty risk management is critically enhanced through the effective sourcing and use of collateral as part of an architecture supporting multiple requirements, says Ted Leveroni of DTCC

Assessing the options

Where will financial institutions turn next for funding, asks Markit Securities 麻豆影视传媒鈥檚 Steven Baker

Boots on the ground

What are the technology requirements for trading with a securities lending CCP? Martin Seagroatt of 4sight Financial Software has the answers

Navigating the labyrinth

Etienne Ravex of Murex outlines how BCBS/IOSCO鈥檚 final framework for non-cleared derivatives has created a new risk management paradigm

CCPs, securities lending and collateral management

Gerard Denham of Eurex Clearing explains the unique characteristics of its CCP that give key advantages for participants within the securities finance value chain

Be the best

CloudMargin鈥檚 Andy Davies and Stuart McHardy share collateral management oversight best practices to keep beneficial owners informed in a fragmented world

Knocking on the door

SunGard鈥檚 Alex Soane assesses the possible impact of BCBS/IOSCO on collateral

Optimisation for the buy-side: does one size fit all?

A combination of collateral and trade optimisation methodologies is relevant to almost all buy-side firms, finds Daniel McNavich of Lombard Risk Management

Collateral evolution

Collateralisation trends continue to evolve, finds Tim Keenen of BondLend

Reporting for scrutiny

Although there is little indication of if or when the European Commission鈥檚 newest regulations for securities finance transactions will come into force, keeping informed remains half the battle

T+2: the time has come

Chris Smith and Camille McKelvey of Trax look towards 6 October and how markets will react to the new settlement cycle

Much to do about grumblings

Tim Smith of SunGard鈥檚 Astec Analytics suggests that there is more the industry can do to educate the masses about securities lending and short selling

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