Cross Asset Liquidity
Working to Ease Cross Asset Liquidity Strains Liquidity is a cornerstone of efficient markets . Yet across asset classes we are witnessing progressively lower liquidity peaks and deeper troughs in market volumes . And with MiFID II on the horizon , this lower volume environment seems set to become further entrenched . In this article , we look at the spread of these liquidity deserts , and how the hunt for block volumes will increase the focus on natural crossing and bank intermediary capital .
“ Strong cross asset client coverage and liquidity solutions remain key to delivering a bestin-class Global platform ”
Mark Robinson
Head of Distribution EMEA , Markets and Securities Services , Citi
“ The ongoing shift to low touch requires a fluid coverage approach providing effective high value market intelligence with direct trading access ”
James Harris
Head of Portfolio and Electronic Execution EMEA , Markets and Securities Services , Citi
Citi operates in 160 countries , giving clients a consistent execution framework and platform across developed and emerging markets . The result is a standardised service model that imbues traders and investors with confidence in the endto-end product , which includes compliance , market oversight and operational support .
“ The requirement for bigger block liquidity leverages the trust model of the cash sales trader to help navigate all available liquidity options . At Citi , this is provided both via a public and private side engagement framework supporting clients around strategic block and ECM situations ”
Sam Huggins
Head of Developed Sales Trading , EMEA , Markets and Securities Services , Citi
22 www . buysideintel . com Summer 2017