Interactive Data expands Liquidity Indicator service
18 April 2016 New York
Image: Shutterstock
Interactive Data, a subsidiary of Intercontinental Exchange, has launched its Liquidity Indicators service in Europe and the Asia Pacific (APAC) region.
The service supports liquidity risk management across a range of market conditions, helping firms to assets the liquidity profiles of their portfolios, including estimates of projected trade volume capacity for fixed-income securities.
It uses the same fixed-income pricing and reference data content used for the Interactive Data pricing and trading functions.
Indicators can be used with information on a firms’ position to estimate the best time to exit under various scenarios. They can also calculate the expected market price impact on the target day for liquidating, and identify target dates to liquidate, based on target price impact thresholds.
Previously available in North America, the service is now also accessible for European and APAC corporate and sovereign securities.
Andrew Hausman, president of pricing and reference data at Interactive Data, said: “Measuring liquidity in fixed income markets remains an area of intense focus in the industry, which is especially evident in Europe’s evolving regulatory landscape.”
He added: “The expansion of our innovative Liquidity Indicators service plays a crucial role in supporting our clients’ ability to achieve their liquidity risk management goals.”
The service supports liquidity risk management across a range of market conditions, helping firms to assets the liquidity profiles of their portfolios, including estimates of projected trade volume capacity for fixed-income securities.
It uses the same fixed-income pricing and reference data content used for the Interactive Data pricing and trading functions.
Indicators can be used with information on a firms’ position to estimate the best time to exit under various scenarios. They can also calculate the expected market price impact on the target day for liquidating, and identify target dates to liquidate, based on target price impact thresholds.
Previously available in North America, the service is now also accessible for European and APAC corporate and sovereign securities.
Andrew Hausman, president of pricing and reference data at Interactive Data, said: “Measuring liquidity in fixed income markets remains an area of intense focus in the industry, which is especially evident in Europe’s evolving regulatory landscape.”
He added: “The expansion of our innovative Liquidity Indicators service plays a crucial role in supporting our clients’ ability to achieve their liquidity risk management goals.”
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