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Securities Finance

Manage securities lending programs, optimize trading performance and enhance investment decision making with global securities lending data

Gain market sentiment insights and trading transparency from a macro to an individual stock level, with a dataset covering more than $25 trillion of global securities from 20,000 institutional funds, ten years of history and over three million intraday transactions. Our data is sourced directly from leading industry practitioners, including prime brokers, custodians, asset managers and hedge funds.

We provide enhanced visibility and insight into the market for collateral cash investments, demand, pricing and usage, and we deliver tri-party Repo data and analytics. Collateral and funding managers of prime dealers, banks, money market funds, securities lenders, hedge funds, insurance companies and corporations benefit from this comprehensive combination of repo and securities lending data and analytics.

Key benefits:

  • Benchmarking - Perform in-depth and time series analysis of key metrics for comparing and evaluating securities lending performance against the market and peers from a macro to individual security level
  • Trading transparency - Gain insight into market sentiment to optimize entry and exit points and support opportunity screening, price discovery and assessment of market share
  • Collateral management - Fuel collateral optimization engines with comprehensive stock loan and repo data feeds
  • Integrated workflow - Enable flexible integration into workflows with intraday data delivery through a variety of channels
  • News and research - Stay on top of the latest market movements with independent daily research and commentary from industry experts, made available through multimedia channels and embedded within workflow solutions
  • Risk exposure - Screen and monitor recalls, concentration risk and potential short squeezes
  • Consultancy - Independent research and bespoke solutions for institutions active, or considering becoming active in the securities finance market, including repo, securities lending and prime brokerage activities
  • Investment insight - Analyse long and short fund flow activity to support investment decision making, identify potential factor turning points and manage portfolio risk adjusted returns

Securities Finance Beneficial Owners Factsheet

Securities Finance Consulting Services Factsheet

Securities Finance Consulting Services Brochure

Securities Finance for Buyside Factsheet

Securities Finance Corporate Bond Aggregate Data Feed

Securities Finance Credit Benchmark brochure

Improving signals using equity utilisation and credit consensus

Securities Finance Data Feed

Securities Finance Data Insights

Securities Finance Datafeed for Buyside

Liquidity Navigator factsheet

STEAR Factsheet

Research and Consulting Services

  • Securities Finance – Consulting Services

    Securities Finance Consulting Services helps institutions in the securities finance market manage securities lending programs, optimize trading performance and enhance decision making with bespoke solutions tailored to customer requirements.

  • SFTR Solutions: Securities Financing Transactions Regulation

    What is SFTR?

    As part of the policies identified by the Financial Stability Board to increase transparency across securities financing transactions (SFTs), the EU introduced the Securities Financing Transaction Regulation (SFTR). The SFTR includes new rules compelling market participants to report all SFTs to an approved trade repository and radically restructure their data architecture – integrating numerous and often disparate, data sources to enhance transparency. Financial counterparties, non-financial counterparties, EU-based entities including their non-EU-based branches, and non-EU entities where the transaction is concluded by an EU-based branch must all comply.

Securities Lending Market Returns

Equities

Asia Pacific Ex Japan
Emerging Markets
Europe
Japan
USA
World

Fixed Income

USD
EUR
Global

Research

Academic Papers
The use of and access to any publication which is linked through this website will be governed by the terms of use of the third party website that hosts such publication. Neither IHS Markit Group Limited and/or its affiliates takes any responsibility for such publication or its content, or the third party licensing terms and conditions pursuant to which you access such publication.

Paper Topic Dated Author/s Institution Working papers
The relationship between naked short sales information and covered short sales 26-Apr-17 Harrison Liu
Sean T. McGuire
Edward P. Swanson
  • University of Texas at San Antonio - Department of Accounting
  • Texas A&M University - Department of Accounting
  • Texas A&M University - Mays Business School; Mays Business School, Texas A&M University
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The affect of short sales, before initial public offerings, on share price performance 12-Sep-16 Linquan Chen
Alok Kumar
Chendi Zhang
  • University of Exeter
  • University of Miami - School of Business Administration
  • University of Warwick - Finance Group
View now
The relationship between securities lending fees and stock returns 4-May-16 Itamar Drechsler
Qingyi (Freda) Song Drechsler
  • New York University (NYU) - Department of Finance; National Bureau of Economic Research (NBER)
  • University of Pennsylvania - Wharton Research Data Services
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The relationship between insider selling, short seller activities and stock returns 15-Mar-17 Harold Contreras
Jana P. Fidrmuc
Roman Kozhan
  • Faculty of Economics and Business - University of Chile
  • Warwick Business School - Finance Group
  • University of Warwick, Warwick Business School
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The relationship between equity options data, lending fee risk premium, future stock lending fees and stock returns 30-Aug-16 Dmitriy Muravyev
Neil D. Pearson
Joshua M. Pollet
  • Carroll School of Management, Boston College
  • Department of Finance, University of Illinois at Urbana-Champaign
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The affect of mandatory short-sale disclosures on investment activity and stock returns 8-Jul-16 Stephan Jank
Christoph Roling
Esad Smajlbegovic
  • Deutsche Bundesbank; Frankfurt School of Finance & Management Centre for Financial Research (CFR), Cologne
  • Deutsche Bundesbank
  • Deutsche Bundesbank; University of Mannheim + Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
View now
Exploration into the performance of large short-sale positions 15-Aug-17 Stephan Jank
Esad Smajlbegovic
  • Deutsche Bundesbank; University of Cologne - Centre for Financial Research (CFR)
  • Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
View now
Paper Topic Dated Author/s Institution Published papers
The affect of short selling, for hedging and speculative positioning, on options trading 14-Oct-15 Tse-Chun Lin
Xiaolong Lu
Faculty of Business and Economics, University of Hong Kong View now
The affect of media coverage, its accuracy and use of language, on asset prices 12-Dec-14 Kenneth R. Ahern
Denis Sosyura
  • University of Southern California - Marshall School of Business; National Bureau of Economic Research (NBER)
  • Arizona State University
View now
The affect of short-sale supply on equity returns 1-Aug-15 Messod Daniel Beneish
Charles M.C. Lee
D. Craig Nichols
  • Indiana University, Kelley School of Business
  • Stanford University, Stanford Graduate School of Business
  • Syracuse University, Whitman School of Management
View now
Explores the impact of European Union country requirements for disclosure of large short positions 6-Aug-16 Charles M. Jones
Adam V. Reed
William Waller
  • Columbia Business School
  • Kenan-Flagler Business School, University of North Carolina
  • Tepper School of Business, Carnegie Mellon University
View now
Examination of common arguments used in support of the banning of short selling activities 2012 (only year shown) Michael D. McKenzie University of Sydney Business School, University of Sydney View now
Explores UK short sale activity and future stock performance 11-Jan-13 Panagiotis Andrikopoulos,
James Clunie
Antonios Siganos
  • De Montfort University, Leicester, UK
  • Investment Director – Equities, Scottish Widows Investment Partnership, Edinburgh, UK
  • University of Glasgow, UK
View now
The relationship between the profitability of quantitative investment strategies and the ability to engage in short sale activities 13-Jan-11 Panagiotis Andrikopoulos,
James Clunie
Antonios Siganos
  • De Montfort University, Leicester, UK
  • Investment Director – Equities, Scottish Widows Investment Partnership, Edinburgh, UK
  • University of Glasgow, UK
View now
The relationship between earnings announcements, short selling activities and investment profitability 11-Jan-10 Henk Berkman
Michael D. McKenzie
  • University of Auckland - Business School
  • The University of Sydney - Discipline of Finance; University of Cambridge - Cambridge Endowment for Research in Finance (CERF); Financial Research Network (FIRN)
View now

Toolkit Installation

  • Download the latest version of the IHS Markit Securities Finance Toolkit for Microsoft Excel

    For x32 Excel (on x32 or x64 Windows): IHSMarkitToolkitSetup32.zip
    For x64 Excel (on x64 Windows only): IHSMarkitToolkitSetup64.zip

    Latest release: v9.9.1 March 2021

    System Requirements: Microsoft Windows 7 or later (32 bit or 64 bit), Microsoft Office Excel 2007 (32 bit) or later (32 and 64 bit), Microsoft Dot Net Framework 4.6.1 or later.

    Administrator access is required to install the Toolkit. Excel should be closed and the current version, if any, must be uninstalled prior to installing the new version.

    To access data through the toolkit, you will need your username and password as provided by IHS Markit Customer Care, email address: Customer.Care@ihsmarkit.com.

  • Check your installation. Click to open the IHS Markit Toolkit Checks spreadsheet. All values in column C will be populated following successful installation
  • Download the attached document

MSFA Standard Terms and Conditions

Thought Leadership

  • Securities Finance Quarterly Review (Q1 2019). View now
  • Securities Finance Quarterly Review (Q2 2019). View now
  • Securities Finance Quarterly Review (Q3 2019). View now
  • Securities Finance Quarterly Review (Q4 2019). View now
  • Securities Finance Quarterly Review (Q1 2018). View now
  • Securities Finance Quarterly Review (Q2 2018). View now
  • Securities Finance Quarterly Review (Q3 2018). View now
  • Securities Finance Quarterly Review (Q4 2018). View now
  • Securities Finance Quarterly Review (Q1 2017). View now
  • Securities Finance Quarterly Review (Q2 2017). View now
  • Securities Finance Quarterly Review (Q3 2017). View now
  • Securities Finance Quarterly Review (Q4 2017). View now
  • IHS Markit Securities Finance Commentary

Resources

Customers

  • Investment banks
  • Custodians
  • Hedge funds
  • Asset managers
  • Insurance companies
  • Regulators

Events

IHS Markit Webinar 05 May 2021

The US Self Disclosure and the Evolution of t (...)

Join us for a webinar hosted by a panel of leading (...)

IHS Markit Webinar 13 July 2021

Q2 What's New in iLEVEL

Join us for a live session highlighting new featur (...)

IHS Markit Webinar 28 April 2021

Women in Leadership Series - Ms. Michele Wee, (...)

Diversity and Inclusion has been a very important (...)

IHS Markit Webinar 25 August 2021

ISDA Amend IBOR Webcast Demo Series

Each week, our team will walk asset managers throu (...)

IHS Markit Webinar 12 October 2021

Q3 What's New in iLEVEL

Join us for a live session highlighting new featur (...)

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Experts

Pierre Khemdoudi

His responsibilities include securities finance data and regulatory reporting, ETF and index aggregation (DeltaOne), and dividend forecasting. He has a proven track record in securities finance and DeltaOne internationally, delivering customizable, timely and accurate solutions for the investment management community. Mr Khemdoudi spent ten years at BNP Paribas Arbitrage in a number of senior positions across Paris, New York, Tokyo and London prior to joining IHS Markit (previously Markit) in February 2013. These included, head of London securities finance trading and head of Tokyo securities lending. He began his career working in aerospace engineering.

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Edward Marhefka

With a proven track record in the securities finance business, Mr. Marhefka joined IHS Markit in April 2013. Previously, he was the head of sales for securities lending, repo and secured funding at Morgan Stanley. Earlier in his career, he worked at Lehman Brothers in the equity finance business and held various positions in custody, clearing and cash management at Bank of America, Bankers Trust and Chemical Bank. Mr. Marhefka received a Bachelor of Science in Criminal Justice from The College of New Jersey and earned his MBA in Finance from Fairleigh Dickinson University, US.

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Paul Wilson

The Securities Finance business provides benchmarking analytics, risk management, consultancy, investment insight and regulatory reporting solutions to all segments of the securities lending and finance industry worldwide. Leveraging the largest and deepest inventory and loan data set in the industry including twelve years of historical data, IHS Securities Finance provides solutions that helps improve transparency and drives performance. Paul joined IHS Markit in June 2018, after spending 33 years at JPMorgan, latterly leading the Agent Lending Global Product and Portfolio Advisory team. Paul is recognised industry leader and a frequent speaker and industry commentator who in 2017 co-chaired a Bank of England industry group to develop the UK Money Markets code.

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