Share these talks and lectures with your colleagues
Invite colleaguesPractice paper
Data matters: Best practices and strategies for the use of securities lending data — Revenue attribution, performance measurement and alternative uses of lending data
Journal of Securities Operations & Custody,
13
(2),
139-149
(2021)
Abstract
Securities lending data holds the key to unlock additional value from a securities lending programme. This paper dives into the data available today and the best practices and strategies for the use of that data. Revenue attribution and performance measurement techniques are discussed alongside examples of real analysis produced and used by market participants today. The paper also covers how to identify missed opportunities and addresses the pitfalls and considerations to be understood when conducting analysis of a lending programme. Finally, it explores the future use of data to drive artificial intelligence and further automation in and beyond the securities financing markets.
Keywords: market data; securities lending; performance measurement; analytics; Big Data
The full article is available to subscribers to the journal.
Author's Biography
Nancy E. Allen is the Global Head of DataLend, the securities finance market data division of EquiLend. Nancy has more than 20 years of experience in the global securities finance market. As global product owner, she has responsibility for the strategic development and growth of the DataLend product suite and manages the production of DataLend’s research publication, The Purple. Nancy is a regular contributor to major industry publications, a regular participant on industry panels and a current member of the International Securities Lending Association’s (ISLA) Performance Measurement Working Group. Nancy joined DataLend from Northern Trust, where most recently she was senior vice president and head of international fixedincome securities lending trading, based in London. Nancy has additionally held senior roles at Deutsche Bank and State Street. She has a Bachelor of Science degree in Business/Managerial Economics from Cornell University in Ithaca, New York.
