ICMA’s Secondary Market Practices Committee (SMPC) has published its semi-annual report that provides detailed data…
FCA enhances access to market data and investment research to support growth
The FCA has set out a package of measures to reinforce the UK’s leading position…
UK and EU Fixed Income: Data Quality Report
Our latest report, in collaboration with Adamantia Advisory and Propellant Digital (supported by AFME, BVI…
Trade Protocols, Transparency, and Liquidity – Theory and Evidence from the European Corporate Bond Market
The authors develop a model of market making with an endogenous choice of trade protocols…
CTP Whitepaper Series #7: Across the pond
In previous papers, we worked with a number of trade associations and bodies to promote…
ICMA publishes the fourth semi-annual report that provides detailed data on EU and UK bond market trading activity
ICMA’s Secondary Market Practices Committee (SMPC) has published its fourth semi-annual report that provides detailed…
ICMA publishes a new paper on liquidity and resilience in the core European sovereign bond markets
ICMA has published an in-depth analysis of liquidity and resilience in the core European sovereign…
CTP Whitepaper Series #6: Reference Data – Part 1
In our last whitepaper, we outlined a simple framework to capture the interconnected, generic issues affecting…
CTP Whitepaper Series: #5 Data Quality
Previously in this whitepaper series and alongside our work with the Dutch Authority for the…
MiFIR 2021 Sovereign Bond Trade Data Analysis and Risk Offset Impact Quantification
AFME and Finbourne Technology have published new data on EU sovereign and public bond trading…
MiFIR 2021 Sovereign Bond Trade Data Analysis and Risk Offset Impact Quantification
AFME and Finbourne Technology have published new data on EU sovereign and public bond trading…
CTP Whitepaper Series #4: The ABC’s of a CTP
As the process of constructing and refining a consolidated tape (or tapes) gains momentum across…
CTP Whitepaper Series #3: The coherence of underlying transaction data
Following the European Commission’s 2021 Capital Markets Union package, particularly the emphasis on a Consolidated…
CTP Whitepaper Series #2: Identifying issues around consistency
Following the European Commission’s 2021 Capital Markets Union package, particularly the emphasis on a Consolidated…
CTP Whitepaper Series #1: Tackling consolidation and aggregation
Following the European Commission’s 2021 Capital Markets Union package, particularly the emphasis on a Consolidated…