Liquidity Landscape H1 2022

Geopolitical risks combined with rising interest rates and inflationary pressures continue to ensure volatility and market impact remain centre stage in European secondary markets.

As the risk of a new global financial crisis (GFC) accelerates and equity allocations are being cut, European intraday liquidity is increasingly sporadic which, with rising volatility, is creating the perfect storm for traders to deliver on best execution.

This time around though, traders in Europe also have added complexity of Brexit which is increasing the multiplicity in where and how liquidity may form as the consequences of splitting the European regions liquidity finally emerge.

Take a look at our latest Liquidity Landscape report to hear more about what we have learned.

This report has been compiled by Gareth Exton Head of Liquidnet's Execution + Quantitative Services EMEA , in partnership with Rebecca Healey, Redlap Consulting.