Office of Financial Research: Treasury basis trades could pose systemic risk
A new paper from the Office of Financial Research (OFR) has cast doubt on the idea that basis trades increased the lack of liquidity...
FSB: Greater transparency, all-to-all trading and clearing could reduce rates markets dislocation
A paper by the Financial Stability Board (FSB), which coordinates international regulatory efforts to promote effective policies, has reported that dealer blame uncertainty over...
Repurchase disagreements
A calamitous year-end in 2016 has put the broken repo market firmly in the spotlight. Lynn Strongin Dodds reports.
December 2016 saw Europe’s repurchase agreement...
Bond platforms report record trading volumes for March
The March 2020 numbers are in for bond trading platforms MarketAxess and Tradeweb and both have seen record results, in a period that has...
Europe’s pension fund managers face rising margin costs as EU clearing exemption deadline looms
European pension fund managers are facing rising margin costs thanks to the increased cost of financing additional collateral payments just as the EU’s clearing...
Chinese corporates on agenda for Bloomberg Barclays Global Aggregate Index
Corporate bond inclusion is going to be on the agenda for this year's Index Advisory Council, Bloomberg has confirmed, following the inclusion of Chinese...
Repo ripe for evolution
The broken mechanics of the repo market have been exposed creating demand for change says Roberto Verrillo, Head of Strategy and Markets at Elixium.
“Those...
Bank of England: Basel III regulation hurts repo for smaller asset managers
By Shobha Prabhu Naik.
A working paper written by Antonis Kotidis and Neeltje van Horen, staff for the Bank of England, has identified that the...
Broadridge launches new repo solution
By Flora McFarlane.
New York-based Broadridge Financial Solutions has launched its Repo Order Quote (ROQ) system. The multi-market aggregation and execution tool for repo markets...
Industry viewpoint : Regulation & data : MTS
Repo market data
Q&A with Luigi Marino, Product Manager, Market Data, MTS
What is the state of electronic repo market trading for buy-side firms today?...
