JP Morgan bets on tiered-liquidity analytics for credit and buy-side shift to multi-asset
J.P. Morgan is betting on tiered-liquidity analytics in credit and the buy side’s shift to multi-asset. Speaking to Trader TV at FILS in Boston, hosted by Worldwide Business Research (WBR), Matthew Farrell and Jessica Hamilton discuss where the bank is investing its efforts in real-time pricing, customizable order book views, and price alerts across bonds. Hamilton also shares where the firm is seeing increasing appetite for cross-asset capabilities and how the bank has revamped their approach to tech builds.
In this episode:
📌 The ongoing pain points in credit e-trading
📌 Where can customizable liquidity analytics play a role?
📌 Learnings from the FX and rates spaces
📌 Where is the shift to cross-asset?
📌 How are banks shaking up their approach to tech builds?
This video was first published on sibling site TraderTV
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