was successfully added to your cart.

Data in Fixed Income Is a Good Problem to Have

Prior to the onset of the financial crisis and the subsequent wave of resulting global re-regulation, the majority of bonds and swaps trading activity within small-to-medium-sized asset management firms, hedge funds and wealth management firms was a game of dependencies. Specifically, the predominantly OTC-traded nature of the majority of daily trades and transactions in both instrument types meant that access to pricing and liquidity on an order-by-order basis for small- to -medium-sized asset managers largely depended on long-term relationships established with bank broker-dealers and non-bank brokers. At the time, scanning the overall global marketplace – or even the regional neighbourhood – to acquire pricing and liquidity data was, at best, a daunting and competitively prohibitive daily task.

This content is free of charge but requires readers to be logged in. If you are an existing user, please log in. New users may register below.


Login

Register

Your personal data will be used to support your experience throughout this website, to manage access to your account, and for other purposes described in our privacy policy.


Scroll Up