HQLAᵡ

HQLAᵡ is a financial technology firm that leverages Distributed Ledger Technology to bring game-changing efficiencies to the securities finance industry.

[HQLAᵡ @hqla_x]

Congratulations to the ISLA Americas team on another extremely well-run event in a stunning setting.

Guido Stroemer enjoyed contributing to the Digital Assets in Securities Finance panel, where he shared perspectives on scaling digital assets adoption across the market.

[HQLAᵡ @hqla_x]

Great discussion at Sibos last week on the future of intraday liquidity.

Oliver Wyman statistic - only 19% of firms use data-driven, calibrated intraday buffers with granular cost allocation.

Key takeaways:

🔸Clients need flexible access to liquidity across different forms of collateral and cash.
🔸Technology is advancing, but booking capabilities, interoperability and market practices must keep pace.
🔸Mobilising fiat today creates a pathway to digital cash and atomic DvP.
🔸The goal is simple: make intraday repo easy for clients to execute.

[HQLAᵡ @hqla_x]

We’re delighted to be attending Sibos in Miami.

We’ll be sharing how we help financial institutions maximise collateral utility, optimise liquidity and improve capital efficiency across securities lending, repo and margining workflows by enabling the seamless transfer of ownership of securities.

If you’re attending Sibos, come meet our team at Stand DISM30.

We look forward to seeing you in Miami!

https://t.co/b49jA7Nc0m

[HQLAᵡ @hqla_x]

We’re delighted to have been shortlisted for Innovation of the Year at the @SecFinTimes Industry Excellence Awards 2026.

This recognition reflects the growing industry focus on transforming collateral mobility and modernising post-trade infrastructure through digital solutions.

A huge thank you to our clients, partners and team who continue to support our vision.

Congratulations to all the firms shortlisted.

[HQLAᵡ @hqla_x]

From T+1 to real-time: A practical playbook for collateral utility

Collateral remains constrained in practice. Published in the @SecFinTimes ISLA Daily, Solutions Architect Richard Glen proposes a practical way to move from pilot to repeatable volume through a focused, phased approach:

🔸Sprint 1: Define the use case 
Identify a high-impact, low-complexity corridor with a predictable collateral pool.

🔸Sprint 2: Stand up the capability 
Establish the execution layer whilst maintaining full continuity with existing infrastructure.

🔸Sprint 3: Execute real volume
Move to production using existing legal frameworks.

The objective is not large-scale transformation from day one, but repeatable execution under real operating conditions.

https://t.co/41CkdulOyj

[HQLAᵡ @hqla_x]

Liquidity is no longer required “today”: it is required at a precise point in time.

T+1 settlement, intraday margining and real‑time payments are compressing timelines and exposing funding gaps. These gaps are still being covered by “just in case” HQLA buffers that consume balance sheet, attract capital charges and weigh on ROE.

In an environment of tighter capital constraints and heightened balance‑sheet scrutiny, unused liquidity is no longer free and therefore has moved from operational detail to core risk management.

https://t.co/Wku3y4TGTt

[HQLAᵡ @hqla_x]

ICMA Report: DLT and Repo, Part 1

Good to be referenced in ICMA’s latest report on DLT and repo that is lead authored by Richard Comotto.

A comprehensive overview of digital repo developments to date, highlighting progress, key use cases, and the continued focus on collateral management, settlement, and interoperability.

A useful read for anyone following the evolution of digital repo: https://t.co/r8a5uQcqmm

[HQLAᵡ @hqla_x]

We are proud to have contributed to @GBBC_io’s 101 Real-World Blockchain Use Cases Handbook (2026 Edition) as use case #77.

This Handbook is a valuable reference guide for government agencies, regulators, and central banks, providing an educational resource to deepen their understanding of blockchain & digital assets.

Learn more👇
https://t.co/Jr2s26HX1O

[HQLAᵡ @hqla_x]

Mind the gap: Managing liquidity in faster markets

This @SecFinTimes article explores how settlement compression, regulatory expectations and collateral mobility are reshaping funding strategies — and why intraday precision is now critical.

https://t.co/fKjnLXDdI1