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Record W4411489930 · doi:10.69554/pyky8355

Navigating settlement efficiency in a world of CSDR and T+1

2025· article· en· W4411489930 on OpenAlexaboutno aff
Jesús Benito

Bibliographic record

VenueJournal of securities operations & custody · 2025
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicBanking stability, regulation, efficiency
Canadian institutionsnot available
Fundersnot available
KeywordsSettlement (finance)Financial marketAsset (computer security)Investment (military)BusinessEuropean unionCapital marketBondVariety (cybernetics)International economicsMonetary economicsFinanceEconomicsInternational tradePolitical science

Abstract

fetched live from OpenAlex

Settlement efficiency has always been a concern for regulators and supervisors. This issue has recently gained the attention of all stakeholders in financial markets, however, due to: (1) the introduction of the Settlement Discipline Regime (SDR) in the European Union (EU) in February 2022; and (2) the migration to T+1 in the US, Mexico, Argentina and Canada, along with the consequent discussions in Europe about transitioning from T+2 to T+1. There is a perception in the market that the EU settlement efficiency rate is lower than that of other regions; however, there is no available failure rate for the US, and the methodologies used to assess these rates are neither uniform nor comparable. In fact, the EU methodology established by the Central Depositories Deposition Regulation (CSDR) is the most stringent. Furthermore, there are significant differences depending on asset classes, type of transactions and size of markets, etc. Equities markets usually have worse settlement ratios than bond markets, while exchange traded funds (ETFs) have the worst ratio, indicating possible structural problems. Larger markets generally tend to have worse ratios, likely due to higher levels of cross-border investment and more complex products, such as exchange traded products (ETPs) and ETFs. Settlement failures occur for a variety of reasons, encompassing numerous operational and technical issues along the custody value chain. Additionally, factors such as short selling activities and ‘strategic failures’ may contribute, although these are less frequently discussed by market participants. Determining the precise impact of each cause is challenging, as most are typically present during periods of increased settlement failures. These periods often align with high market volatility, elevated trading volumes, high borrowing costs and/or low interest rates. To improve settlement efficiency rates, a comprehensive set of actions should be undertaken by market participants, central securities depositories (CSDs) and regulators. A realistic and achievable target for settlement failures might be around 2 per cent in terms of value, which, while still ambitious, is more attainable than a 0 per cent target. This paper synthesises various analyses and personal experiences, rather than relying on a singular analytic study. This article is also included in The Business & Management Collection which can be accessed at https://hstalks.com/business/.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.599
Threshold uncertainty score0.399

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.014
GPT teacher head0.267
Teacher spread0.254 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2025
Admission routes1
Has abstractyes

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