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Journal of Financial Markets Vol. 61 2022

The visible hand: benchmarks, regulation, and liquidity

Matteo Aquilina1; Gbenga Ibikunle2; Vito Mollica3; Tom Steffen4

1 Financial Stability Board · 2 University of Edinburgh · 3 Macquarie University · 4 Osmosis Investment Management, 36-38 Botolph Lane, London, EC3R 8DE, UK

open access

Abstract

According to recent theoretical work, a more transparent and precise benchmark assessment should positively impact liquidity in the underlying market. We exploit a benchmark regime change in the $289 trillion interest rate swaps market to test this prediction. Utilizing proprietary electronic order book data, we find improved liquidity effects in the USD swaps market following the transition to the regulated ICE Swap Rate. Regulations that improve the methodology and oversight of benchmarks can, therefore, impact markets positively. Conservative estimates of direct savings in a single swap tenor on one trading platform are in the region of $4 million - $7 million.

DOI
10.1016/j.finmar.2022.100734
Volume
61
Pages
100734
Language
en
Sources
crossref openalex

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