The solution integrates fixed-income market and liquidity data from IHS Markit with MSCI’s LiquidityMetrics analytics that lets asset managers classify the liquidity of each asset in a portfolio as well as calculate other indicators like the cost to liquidate, liquidation amount and time to liquidation. It also factors in market impact, depth and activity.
It covers equities and all fixed-income instruments.
The Securities and Exchange Commission’s (SEC’s) rule 223-4 requires mutual funds and
It’s a trio of problems: Mifid II’s data problem; blockchain projects stalled; and data quality issues for machine learning.Subscribe to Weekly Wrap emails