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 $16 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.
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 marketing 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
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.
As part of the policies identified by the Financial Stability Board (FSB) to increase transparency across Securities Financing Transactions (SFTs), the European Union introduced the Securities Financing Transaction Regulation (SFTR). The regulation includes a number of new rules for market participants including a requirement to report all SFTs to an approved Trade Repository (TR). The trade-reporting regulation mandated under Article 4 of the draft SFTR legislation will compel the securities finance industry to radically restructure its data architecture – integrating numerous and often disparate, data sources to enhance transparency.
IHS Markit Securities Finance data support research that provides insights on the securities lending market, risk factors and potential alpha generating strategies. In addition to our own publications, IHS Markit data is used by academics and third parties. Access this industry-leading research below.