First data completeness indicators for double volume caps from ESMA reveal Goldman Sachs, Liquidnet and Bloomberg had highest amount of incomplete data submissions.
Tag: Bond liquidity
ESMA will publish performance indicators on data submitted by trading venues for the double volume caps and bond liquidity assessments under MiFID II.
ESMA releases first liquidity assessment on the European bond market but says data received so far is “not fully complete”.
Latest report on trends and vulnerabilities suggests sovereign bond liquidity has improved, but corporate bond liquidity remains an issue.
IOSCO’s latest report has said liquidity in corporate bond markets has not declined.
AFME conference panel says regulators have failed to look to the future when exploring bond liquidity.
ICMA board member, Joanna Cound, explores how the buy-side should adapt to changing market structure in group’s quarterly report.
Federal Reserve Bank of New York's report on market liquidity concludes bond liquidity in US is not in decline.