Introducing Yield Book & MTS European Government Bond Liquidity Metrics

Presented by

Guido Galassi, MTS; Yu Zou, Yield Book, LSEG; Mikhail Bezroukov, Yield Book, LSEG

About this talk

To address the increasing needs for liquidity assessment within the market, MTS and Yield Book are pleased to introduce a collaborative set of pre-trade and post-trade analytical measures for the European Government Bond market. With combined experience in serving our clients’ data, trading and analytical needs we combine MTS’ wealth of pre-trade and transactional data with Yield Book’s advanced analytical models to help clients with their liquidity risk research and decision-making needs. In this webinar we will cover: • Brief introduction of MTS and Yield Book businesses • Overview of pre-trade information and analytical measures • Outline of post-trade information and methodology of the liquidity metrics Presented by: Guido Galassi, Head of Data and Cash Product Management, MTS Yu Zou, Quantitative Analyst Director, Yield Book, LSEG Mikhail Bezroukov, Analytics Product Manager, Yield Book, LSEG
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