Securities Finance

Proprietary, independent securities Lending database

Tracks global, daily securities finance supply, demand, fee and market share data

Diverse signals for optimizing excess returns/alpha, and refining risk management

Analyze long and short fund flow activity at stock, sector and market level.

Short interest dataset with proven track record of generating alpha for investors, and 20+ years of history. Uncorrelated with traditional quantitative factors. Improve back-test simulations with borrow cost and availability information.

Refine trade entry and exit points, understand the availability of borrow, the concentration of supply, and benchmark your cost of carry.

Identify and track portfolio exposure to both downward price reversals and short squeezes. Identify concentration and recall risks.

Systematic scoring of stocks, providing unique and predictive analytics around the potential for a short squeeze events.

Combine securities lending flow with public short interest data. Aggregate short Interest across corporate issues, to provide a view across the capital structure

Standardize and automate to accelerate time to lending

Guide clients through your firm’s onboarding requirements, improving their experience

Minimize operational risk

Guide clients through your firm’s onboarding requirements, improving their experience

Provide transparency and systematic controls and audit trails

Library of existing account documentation to enable rapid execution of new trading relationships and reviews

Oversight tools to view daily exceptions and alerts against set lending parameters at Transaction, Instrument and Counterpart levels. Parameters include program limits, minimum spreads, collateral type, borrowers, markets, liquidity and tenure.

Proactively manage loan positions to avoid failed sales, by monitoring the liquidity of loaned securities

Control and set the peer group and benchmark your program is measured against. Benchmark portfolios, including lending rates and volumes, against peers and the market to help identify opportunities

Our solutions can be tailored for bespoke requests. Focused analysis on aspects of your program including Annual Reviews, Risk Assessment, Revenue Evaluation, Collateral Reviews.

Receive performance and risk reports generated at fund or program levels, tailored to your requirements and desired frequency

Assess and manage the risk within your lending program with industry standard evaluation methodology. We can provide aggregated reporting that collectively analyzes exposure across variables such as counterparts, asset classes and instruments. Measure value at risk (VaR), probability weighted risk (ELOD) and stress testing

Identify unrealized revenue opportunities