Chart 2: Comparing ETF liquidity, assets and spreads (colored by underlying exposures) ETF liquidity is also very concentrated. Just 120 tickers, or around 5% of all ETFs trade more than $100 ...

For example, the chart below shows how a client can use LQA via BQL, to analyze the weighted average liquidity score by sector (according to Bloomberg FI Classification System, BCLASS, Level 2 ...

Private-credit firms tend to accept much higher loan-to-value ratios than banks, raising default risks, Moody’s says.

Charts accompanying the report show that average market depth - a key liquidity measure that can indicate Wall Street dealers' capacity to absorb large market moves - plunged in the sell-off ...

Only Wells Fargo does not meet 100% of its at-risk deposits without having to consider at least a partial sale of securities if the Fed’s liquidity facility were not an option.

The cryptocurrency market is striving for stability following a bearish wave during the Asian session on Friday, which saw ...

Zane Van Dusen, Head of Risk & Investment Analytics products at Bloomberg, says: “We’re honoured to have LQA recognised as the market liquidity risk product of the year in the Risk Market ...

This week’s Chart of the Week explores the relationship between market cap., liquidity, and valuation. In the current capital-constrained environment, a logical hypothesis would be that ...

To calculate the real risk-free rate, subtract the current inflation rate from the Treasury bond yield that matches your investment duration. If, for example, the 10-year Treasury bond yields 2% ...

Trading conditions have sharply deteriorated in a popular vehicle for betting on swings in the S&P 500, exacerbating the volatility in the stock market in the past two weeks.