Tous les livres

Professionnel

Applis À propos Coach Connexion Commencer la lecture

Quantitative Finance · Glossaire

Qu'est-ce que « Client tiering » ?

Definition 24.2 Strategies II: Volatility, Relative Value, Macro and the Bank Desks · Chapitre 24 — Flow Market Making at a Bank

Client tiering is pricing each client, or group of clients, by what its trades cost the desk (its mark-out) and by how sensitive it is to price (its hit ratio against the desk’s quotes), rather than quoting everyone the same.

Lire dans le chapitre →