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:
Thomas Lehrkinder
Date:
April 23, 2018
Research Type:
Market Note
Author:
Colby Jenkins
Date:
January 30, 2018
Research Type:
Vision Note
Author:
Colby Jenkins
Date:
December 19, 2017
Research Type:
Data Driven Report
Author:
Colby Jenkins
Date:
December 12, 2017
Research Type:
Focus Note
Author:
Dayle Scher
Date:
September 27, 2017
Research Type:
Market Note
Author:
Radi Khasawneh
Date:
September 27, 2017
Research Type:
Focus Note
Author:
Radi Khasawneh
Date:
July 26, 2017
Research Type:
Focus Note
Author:
Colby Jenkins
Date:
July 19, 2017
Research Type:
Focus Note