Auflistung nach Schlagwort "otc markets"
Anzeige der Dokumente 1-9 von 9
-
BaFin
Die Bundesanstalt für Finanzdienstleistungsaufsicht (kurz: BaFin) ist eine rechtsfähige deutsche Anstalt des öffentlichen Rechts des Bundes mit Sitz in Frankfurt am Main und Bonn. -
Bloomberg
Bloomberg offers a wide range of data on the world's leading public and private companies. Bloomberg database components includes: Stock price data, CDS and bond data, calculated ratios, financial accounts information; ... -
DFA
Die Bundesrepublik Deutschland – Finanzagentur GmbH ist ein Finanzdienstleistungsunternehmen im Eigentum der Bundesrepublik Deutschland. Rechtsgrundlagen sind § 1 der Verordnung zur Übertragung von Aufgaben nach dem ... -
Lighting up the Dark: Liquidity in the German Corporate Bond Market
(2018-09-17)"We study the impact of transparency on liquidity in OTC markets. We do so by providing an analysis of liquidity in a corporate bond market without trade transparency (Germany), and comparing our findings to a market with ... -
Markit
Markit Ltd. was a British financial information and services company with over 4,000 employees, founded in 2003 as an independent source of credit derivative pricing. The company provides independent data, trade processing ... -
MTS
MTS is one of Europe’s leading electronic fixed income trading markets, with over 500 unique counterparties and average daily volumes exceeding EUR 100 billion. -
OTC Discount
(2020-12-08)We document a sizable OTC discount in the interdealer market for German sovereign bonds where exchange and over-the-counter trading coexist: the vast majority of OTC prices are favorable with respect to exchange quotes. ... -
OTC Discount
(2021-10-08)We document a sizable OTC discount in the interdealer market for German sovereign bonds where exchange and over-the-counter trading coexist: the vast majority of OTC prices are favorable compared to exchange quotes. This ... -
The Pitfalls of Central Clearing in the Presence of Systematic Risk
(2018-11-08)Asset transaction prices sampled at high frequency are much staler than one might expect in the sense that they frequently lack new updates showing zero returns. In this paper, we propose a theoretical framework for ...