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Markets Never Sleep: The Need for Global Liquidity Whenever Risk Spikes
With a return of episodic spikes in volatility over the past 18 months, spurred by geopolitical shifts, the changing interest rate environment and major financial events such as the collapse of Silicon Valley Bank (SVB), the importance of effective risk management has become critical for institutional investors. As such, there has been an increasing need to respond to market-moving events around the clock, trading continuously and being able to access deep pools of global liquidity during non-U.S. hours (5:00 p.m. to 8:00 a.m. Central Time). This was evident during the recent early August volatility shock, when ... (full story)