Measure bond liquidity in an innovative way, close to your context
The bond market is deeply impacted by fundamental upheavals (fragmentation, attrition of banks' balance sheets, purchases by central banks) and pre-and-post investments regulatory constraints, leading to:
difficulties in evaluating bond liquidity given the wide variety of liquidity sources
increasingly complex requirements for clients or risk teams
To meet these challenges, NTEX developed a modular bond liquidity estimation offering, easy to integrate: a realistic measure of liquidity, based on an history of actual trades processed by our dealing table, supplemented by market data derived from our model NTEX Liquidity Insight ®.
The 4 pillars of our NTEX Liquidity Insight® module
A modular and easy to integrate liquidity estimation
Trades derived from of our clients' broker network
Robust models using machine learning
Regular exchanges with traders
Analyses for clients and risk managers
NTEX Liquidity Insight ® : 2 modules to measure and monitor
Liquidity scoring (static vision)
On-demand estimation of bond liquidity within your portfolios.
Liquidity estimation through a "liquidity score", easy to interpret and integrate into your operations.
Liquidity monitoring (dynamic vision)
Weekly monitoring of the portfolio’s liquidity and alerts sent upon changes.
Estimation of scoring shifts between two individual dates for dynamic monitoring.
Better assess the liquidity of your bonds across your broker network.
"Addressing liquidity concerns from a trader’s perspective"