Yield Profiles - Group by Market
Grouping by Market in External Yield Profiles is useful for understanding where external flow has been sent:
When adding a Party grouping or filter you are able to see flow externalised to each LP from each book or process (hedging or brokered)
Not only does grouping by Market allow you to see the volumes sent to each LP by each process, but it also allows you to dig further into the flow to understand:
- Fill Ratios and Last Look periods you are receiving from each of your LPs and assess whether this is fair and inline with SLAs.
- The quality of the flow an LP is choosing to accept/reject: LP Markout Analysis
- The types of spreads they are providing and whether this is in line with their models.