Louis Ragonesi’s Post

By mid-2026, sponsored repo will play a crucial role in US Treasury clearing. Banks need to start getting ready for this change by boosting funding and capital expenses for FICC repo clearing. Check out the ION Markets blog for a breakdown of these expenses and further details on what to anticipate.

💡 Our panel discussion today delved into IM Optimization and Collateral Liquidity, highlighting both challenges and opportunities. Hiroshi Tanase from S&P Global Market Intelligence, Sunita Thornton, Derivative & Collateral Management Consultant, and Barry Polak from ABN AMRO Bank N.V. shared their insights. Stay tuned for key takeaways! #FlemingCMF #CollateralOptimization #LiquidityChallenges

By mid-2026, sponsored repo will play a crucial role in US Treasury clearing. Banks need to start getting ready for this change by ramping up funding and capital expenses for FICC repo clearing. Head to the ION Markets blog for a breakdown of these expenses and further details on what to anticipate.

After a lot of conversations across Businesses and Investment Managers, AMs and Banks etc. the newly featured New Change FX Forwards365 product is getting a lot of justified attention. The applications not only to Forward FX Trading, but also to Compliance, Risk and Finance Departments are amazing. Read more here https://bit.ly/3ZZesvM

By mid-2026, sponsored repo will play a crucial role in US Treasury clearing. Banks need to start getting ready for this change by ramping up funding and capital expenses for FICC repo clearing. Head to the ION Markets blog for a breakdown of these expenses and further details on what to anticipate.

Thoroughly enjoyed 17th Fleming Finance Collateral Management Forum in Amsterdam 🌷 , thank you S&P Global Market Intelligence for inviting me. It was an opportunity to meet not only vendors, but buy and sell side organisations across the EMEA region. My key takeaways: 1️⃣ Expect refinement of regulatory interventions, after EMIR Refit, SFTR Refit. More focus from regulators on what the data tells them. UMR will never be over, whether its institutions moving from threshold monitoring to posting, optimising IM calculations and liquidity or changing operating model to accommodate new client requirements, 3rd party custody to tri-party. 2️⃣ Interactions between OTC Bilateral and Cleared Derivatives, Sec Lending and Repo collateral management are now at the forefront of investments decision-making, liquidity and efficient operation of markets. Collateral management no longer considered a "back office" function 3️⃣ Platform integrations from investment management systems through to settlements can no longer be siloed by product. Liquidity needs to be in the right place and visible real time. 4️⃣ Many institutions are making incremental improvements internally and increased efficiency can be as simple as email automation. 🌟 Shout out to my amazing co-presenters during the two days Barry Polak, Hiroshi Tanase, Cristina Grigorescu, Erwin Faas, Godfried De Vidts, Itzel Soto, John Lund, Markus Konz, Massimo Salerno, Neil Murphy, Nick Dominy, Paul Wilson, Radek Stech, Roelof Struik, van der, Tobias Bergholdt, Wassel Dammak

Trade fails are expected to rise with the transition to T+1 and most #capitalmarket firms are unprepared. Investment banks and brokerages need to streamline and automate their settlement processes to reduce operational risks and the potential capital impact.  See how Setts automated pre-matching can help you with this. https://lnkd.in/dHtuieeK  #tplus1 #capitalmarkets #banks #posttrade #settlements #securities 

Important Financial Stability Board (FSB) outreach on liquidity preparedness for margin and collateral calls. There continues to be increasing focus on liquidity management for collateral to ensure financial stability. At Tonic we continue to help clients enhance their collateral resilience to ensure they are prepared for the next financial crisis. For further infomation on how margin calls can impact liquidity and collateral resilience, why not reach out to Tonic for a chat with our Collateral SME's. #Liquidity #Collateral #Margin

By mid-2026, sponsored repo will play a crucial role in US Treasury clearing. Banks need to start getting ready for this change by ramping up funding and capital expenses for FICC repo clearing. Head to the ION Markets blog for a breakdown of these expenses and further details on what to anticipate.

By mid-2026, sponsored repo will play a crucial role in US Treasury clearing. Banks need to start getting ready for this change by ramping up funding and capital expenses for FICC repo clearing. Head to the ION Markets blog for a breakdown of these expenses and further details on what to anticipate.