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Inter-Dealer OTC E-markets

Author

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  • Iosif ZIMAN

    ()

Abstract

The global OTC markets have been very active in the past decade as many institutions have chosen to rely on growth in the OTC issuance to facilitate deal-making outside of the exchange regulated avenues. Products included in this category are bonds, converts, volatility and variance swaps, CDS contracts. This paper introduces the financial instruments used in connection with the OTC markets, presents and offers suggestions for setting up generic sell and buys side RFQ and market making systems and introduces the main concepts and compo-nents that need to be taken into account when developing such systems when targeting the growing E-Business focus of the market.

Suggested Citation

  • Iosif ZIMAN, 2012. "Inter-Dealer OTC E-markets," Informatica Economica, Academy of Economic Studies - Bucharest, Romania, vol. 16(3), pages 105-116.
  • Handle: RePEc:aes:infoec:v:16:y:2012:i:3:p:105-116
    as

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    File URL: http://www.revistaie.ase.ro/content/63/09%20-%20Ziman.pdf
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    References listed on IDEAS

    as
    1. Agarwal, Vikas & Fung, William H. & Loon, Yee Cheng & Naik, Narayan Y., 2011. "Risk and return in convertible arbitrage: Evidence from the convertible bond market," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 175-194, March.
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