A Stylized History of the Risk-Free Rate Transition

(Tom Davis, FactSet Research Systems)

The London Interbank Offered Rate (LIBOR) – arguably the most important benchmark in today’s financial markets – underpins trillions of dollars of derivatives and fixed income securities.  The

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LiquidityMatrix

Channel LiquidityMatrix

TABB Group’s LiquidityMatrix provides liquidity and pricing information on US Exchanges, ECNs, Dark Pools and Crossing networks. These reports have been a tremendous asset to the industry, as understanding liquidity both on- and off-exchange is becoming more challenging and complex.

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What’s Been Happening with Fixed Income ETFs?

What’s Been Happening with Fixed Income ETFs?

One of the major stories in the fixed income markets over the past two years has been the rapid growth of fixed income ETFs (FI ETFs). By the end of 2019 the assets under management (AUM) in the 400+ funds reported by etfdb.com had grown to almost $815 billion, and...

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Videos

SteelEye Regulatory Reporting Discussion
SteelEye Regulatory Reporting Discussion

SteelEye CEO Matt Smith and Kaizen Reporting CEO Dario Crisp...

Market Structure Weekly with Larry Tabb: Virus Volatility, Banks’ New Capital Rules, Exchange Volume Explosion, Robinhood Fail, ETF Win, ESG Rules, Point72 Quant Departure, the Future of E-Trading, Disappearing Treasury Volumes, Goldman’s ‘No-Code’ Bet, ESMA’s Market Data Issues, and more
Market Structure Weekly with Larry Tabb: Virus...

The coronavirus is causing volatility in all aspects of the ...

Market Structure Weekly with Larry Tabb: Virus Fears, Morgan-E-Trade Implications, Speed Bump Rejection, Venue Analysis Challenges, Growing MEMX Support, MiFID II Drama, Bitcoin ETF Blues, Crypto Custody Progress, BlackRock’s Aladdin Magic, Equities Settlement Competition, and more
Market Structure Weekly with Larry Tabb: Virus...

Like the rest of the world, TABB Group founder and research ...

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Events

ESG and Derivatives

ONLINE - 9:00 AM EDT | SEPTEMBER 30, 2020

TABBFORUM

Back to the (UMR) Future

ONLINE - 10:00 AM EDT | OCTOBER 06, 2020

TABBFORUM

SIFMA Annual Meeting 2020

ONLINE - 9:00 EDT | OCTOBER 19, 2020

TABBFORUM

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