Dadd Inc

Description

Markit CDS Liquidity supports client requirements for independent measures of liquidity, both through the provision of individual metrics and calculated liquidity scores. CDS Liquidity has become an increasingly hot topic in recent years with regulators, accountants, investors, risk managers, trading desks and internal management focusing on the ability to measure the liquidity associated with CDS positions. Market liquidity, the ability of market participants to buy or sell a specific position at a minimal price impact, is one critical measure of liquidity. Markit CDS Liquidity provides market participants with an independent set of CDS liquidity measures, including an easy to understand and transparent liquidity score. Available as an enhanced add-on to clients of Markit's end of day CDS service, it leverages access to the broadest CDS data set available. Metrics include: - Bid / ask spread data - Market depth using both intra-day dealer runs and end-of-day contributions - Estimated notional size of standard trades - Liquidity scores Through the combination of individual metrics, scores and transparency into the methodology used, Markit CDS Liquidity provides objective liquidity information that market participants can use with confidence.

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