Fixed Income Research

TABB Group’s Fixed Income Research Practice examines trading, operational and technology issues impacting corporate bonds, treasuries, swaps, and other credit and rate derivatives in North America, Europe and Asia. This includes deep dives into market structure, business models, execution venues, central clearing, prime brokerage, technology, market data, and compliance.  

Our Fixed Income Research Practice consistently delivers research that provides unparalleled clarity into the cash and derivative credit and rates markets. The acceleration of change in these markets catalyzed by global derivatives reform has made understanding this market structure more critical than ever to our client base.

To this end, TABB Group’s Fixed Income Research Practice is designed to cater to all institutional rates and credit market participants. Our research is used by legislators, regulators and market participants worldwide to make strategic and policy decisions surrounding fixed income trading and OTC derivatives reform. This includes insight into swap execution venues, central clearing, prime brokerage, fixed income technology, derivatives market data and compliance.

All Fixed Income Research

Fixed Income Research:

Author:
George Bollenbacher
Date:
March 19, 2019
Research Type:
Vision Note
Author:
George Bollenbacher
Date:
March 12, 2019
Research Type:
Market Note
Author:
Larry Tabb
Date:
March 04, 2019
Research Type:
Market Note
Author:
George Bollenbacher
Date:
February 21, 2019
Research Type:
Vision Note
Author:
Colby Jenkins
Date:
February 07, 2019
Research Type:
Market Note
Author:
George Bollenbacher
Date:
January 15, 2019
Research Type:
Vision Note
Author:
Colby Jenkins
Date:
December 11, 2018
Research Type:
Data Driven Report
Author:
George Bollenbacher
Date:
December 04, 2018
Research Type:
Vision Note