London Reporting House

London Reporting House was founded by a team of repo specialists who saw an opportunity to bring a new level of transparency to the repo markets. Having access to granular, detailed and timely data is invaluable for making superior investment decisions. London Reporting House’s repo analytics tools provide a deep and granular view of the market for front and back-office functions across the industry.

To enhance our offering and build out our platform, we’ve joined forces with Kaizen to leverage their IT infrastructure and legal framework for onboarding. Our products and analytics tools are available via the Kaizen Hub, a web based RegTech platform for accessing a range of compliance tools. The SFTR input data we use is also tested using Kaizen’s ReportShield™ quality assurance services, ensuring that the underlying input data is high quality.

For more information, please visit; https://londonreportinghouse.com/

Resources

Documentation

GC Division – Classifying trades in the repo market using machine learning techniques.
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London Reporting House (LRH) has access to Securities Financing Transactions Regulation (SFTR) data that is otherwise only available to regulators. This allows us to build a clearer picture of activity in the European repo market than individual participants. One particular point of interest is the division of the repo market into cash-driven and collateral-driven transactions, that is, between so-called “general collateral” or GC repo and “specials.” Since GC repo is cash-driven, it should trade at or around a fixed repo rate – the GC repo rate. Special repo is securities-driven and trades at a wider range of different rates which depend on the intrinsic value of the collateral security. This intrinsic value drives special repo rates lower than the GC repo rate…

London Reporting House

Resources

Documentation

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