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

Nancy E. Allen
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Nancy E. Allen: Director and DataLend Global Head, EquiLend, USA

Journal of Securities Operations & Custody, 2021, vol. 13, issue 2, 139-149

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 (search for similar items in EconPapers)
JEL-codes: E5 G2 K22 (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:aza:jsoc00:y:2021:v:13:i:2:p:139-149

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