U.S. | Heightened Bond Liquidity Risk is the New Normal
Publicada el jueves, 3 de septiembre de 2015 | Actualizada el viernes, 4 de septiembre de 2015
U.S. | Heightened Bond Liquidity Risk is the New Normal
Resumen
Regulations and high frequency trading are the culprits of new liquidity dynamics. Banks’ role as market-makers is challenged by buy-side investors. Fed normalization will ease but not eliminate existing limitations on liquidity. E-trading distorts reliability of common liquidity measures
Geografías
- Etiquetas de Geografía
- Global
Temáticas
- Etiquetas de Temática
- Bancos Centrales
- Regulación Financiera
- Mercados Financieros
- Análisis Macroeconómico
- Banca
Autores
Shushanik Papanyan
Documentos y archivos
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