Some buy-siders reassessing relationships as a result
This special issue of The Journal of Financial Market Infrastructures on collateral provides a collection of papers that are not fully in sync with traditional thinking in policy and academic circles, or are under-researched.
This paper looks at securities-lending, derivatives and prime-brokerage markets as suppliers of collateral.
FOHF-financing dominance and ability to offer alternatives into China power bank to win
Prime brokers will cut off access to dealers if they fail to agree revised CSAs
New rules could push buy-siders towards synthetic strategies
Investors prize best execution more and more as hedge funds strive to comply
Swiss dealer the latest to exit the business
Competing purely on price no longer enough
Arbitrageurs have exited trades, leaving basis structurally higher
Forex prime brokers have reduced their services after Swiss franc move
Capital-intensive rule for banks likely to hit clients with higher costs
Credit Suisse seen as vulnerable as it cuts leverage in investment banking
Cap intro said to sit in PB out of evolutionary convenience, not business logic
Start-ups struggling to establish multiple PB relationships
Risk Awards 2015: SG created a clever equity repo workaround, while Newedge acquisition adds heft
Prime brokers forced to comply and change models, says lawyer
Surprise AIFMD provisions do not require strict AIF segregation
AIFMD consultation to be followed by final report in Q2 2015
Esma board conducting stress tests before making a decision
Market divided over whether long-only mangers can access China via the initiative
CCP cleared P2P market option in place of prime brokers
Financing cost for hedge fund marketing in Europe could reach "unviable levels"