Liquidity quantification, clearing and the death of last look

XTX Markets' co-chief executive says 2017 will see a solution for options clearing, eventually forcing forwards and swaps too

zar-amrolia-xtx
Zar Amrolia: "The segregation of credit and market risk will be a game-changer structurally"

The quantification of liquidity, clearing and the commercially driven death of last look will be key themes in 2017, as market participants adapt their business models to regulatory changes that bring more transparency to relationships as costs rise, according to Zar Amrolia, co-chief executive of non-bank liquidity provider XTX Markets.

Traditionally, liquidity quality was evaluated on the basis of spreads before moving towards a more complex set of metrics as the market became electronic and

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact customer services - www.fx-markets.com/static/contact-us, or view our subscription options here: https://subscriptions.fx-markets.com/subscribe

You are currently unable to copy this content. Please contact info@fx-markets.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to FX Markets? View our subscription options

You need to sign in to use this feature. If you don’t have a FX Markets account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: