Yield Book Analytics Webinar – what’s new for the liquidity ratio metrics?

Logo
Presented by

Mikhail Bezroukov, Analytics Product Specialist

About this talk

The Yield Book is offering a new Liquidity Ratio metric that is able to incorporate both traded price and volume informationm, as well as adjust for yield curve and sector-wide movements. The suite of liquidity metrics is calculated daily and made available through multiple delivery channels, including the Yield Book, Add-In, and API for USD-denominated bonds. Historical data is available for a 5-year period, which allows backfill of significant datasets to create an internal golden source for liquidity calculation as well as backtest historical portfolio liquidity.The webinar will take a closer look at liquidity metrics and transaction-level approaches to liquidity ratio analytics within fixed income markets. The Webinar will cover: - The measure produces intuitive results allowing for comparison across bonds and market - Scalable measure that can be extended to global fixed income markets, beginning with coverage of the US corporate bond universe - Innovative approaches to infer a liquidity score for bonds that do not have observed trades Our live webinar will be hosted by Mikhail Bezroukov, Analytics Product Specialist.

Related topics:

More from this channel

Upcoming talks (13)
On-demand talks (357)
Subscribers (43120)
FTSE Russell is a leading global provider of benchmarking, analytics and data solutions for investors, giving them a precise view of the market relevant to their investment process. A comprehensive range of reliable and accurate indexes provides investors worldwide with the tools they require to measure and benchmark markets across asset classes, styles or strategies.