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Data matters: Best practices and strategies for the use of securities lending data — Revenue attribution, performance measurement and alternative uses of lending data

Author

Listed:
  • Allen, Nancy E.

    (Director and DataLend Global Head, EquiLend, USA)

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.

Suggested Citation

  • Allen, Nancy E., 2021. "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, Henry Stewart Publications, vol. 13(2), pages 139-149, March.
    • Handle: RePEc:aza:jsoc00:y:2021:v:13:i:2:p:139-149
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    More about this item

    Keywords

    market data; securities lending; performance measurement; analytics; Big Data;
    All these keywords.

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services
    • E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
    • K22 - Law and Economics - - Regulation and Business Law - - - Business and Securities Law

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