Clearstream Settlement Analytics
Master your settlement liquidity risk
Key product characteristics
Our product in a nutshell
Provides detailed T+1 statistics on failed, pending, late, and settled instructions
Significantly increased coverage compared to the legacy offering
Delivers a granular breakdown of on-time vs. late settled volumes
New metrics allow users to quantify the term structure of settlement failures
Includes historical data for back-testing, spanning back to January 2022
Use cases
Understand the liquidity of individual securities (ISINs) to better manage risk and identify opportunities
Generate proprietary liquidity scores or derive metrics in combination with other data sources
Measure the liquidity risk of bond issuers and perform valuation of fixed income portfolios, especially for illiquid bonds (marking-to-market)
Generate demand and liquidity assumptions for bond issues in the secondary markets and estimate execution prices for trades
Data details
The report is based on settlement instructions in Clearstream Banking Luxembourg (CBL)
New fields deliver deeper insights into the entire settlement lifecycle, including "failing" and "pending" statuses
To protect anonymity, censoring rules are applied, blanking out fields if the number of unique participating institutions in a column group is less than three.
Access
The Clearstream Settlement Analytics Report is available via the Deutsche Börse Group Marketplace
Subscribers can receive the dataset as a daily, weekly, monthly, quarterly, or annual subscription in CSV format, delivered on a T+1 basis
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