Liquidity in the corporate bond market is tough. We’ve written about it time and time again. At a high level we see two solutions. One, inject new electronic trading tools and liquidity providers into the existing corporate bond market to better match buyers and sellers (a theme discussed in our 2014 European Fixed Income Study). Two, […]
Greenwich Fixed Income Market Structure Event: Liquidity, SEFs and Technology to Manage the Change
Given all of the research we have going on here at Greenwich and all of the regulatory mess going on in the world, we thought it a good time to set up a webinar to review both. I’ll go through some of my recent research here at Greenwich – credit liquidity alternatives, trading technology spend, […]
New Greenwich Report: As Credit Market Liquidity Suffers, Institutional Investors Seek Alternatives
This is my first official research piece since joining Greenwich Associates this past summer. It is available to Greenwich clients. If you’re not sure if you’re a client, or don’t have a login to the website, let me know. Enjoy. New Greenwich Associates Report Analyzes Role of CDS, ETFs and SEFs Tuesday, October 22, 2013 […]
Will poor corporate bond liquidity drive the market to CDS?
This is another segment from our Fixed Income Trading 2012 event on January 24th. My panel discusses the impact of the Volcker rule on the credit market – the market likely to be the hardest hit by the proposed new rule.
The Impacts of Volcker on the Corporate Bond Market
I recently spoke with Rashad Kurbanov who is a Managing Director at consulting firm Investance in NY. We had an interesting discussion about how the credit markets might evolve in the coming months, with corporate bonds impacting CDS liquidity and vice versa. This is a topic I will continue to dig into in great detail […]