CASE STUDY: DWS Group Improves Credit Trading Performance

In recent years, shifts in market structure and regulation have changed the liquidity profile of many sectors of the fixed income universe. In response, asset managers now have a range of efficiency tools available to them to streamline and automate their trading processes and to locate liquidity quickly and cost-effectively.

As early adopters of new technology, DWS has integrated data analysis and automation into its workflow processes, meaning it can better identify the best route to market for any individual trade on a consistent and systematic basis.

They were particularly keen to explore further possibilities to trade quickly and at scale – even for less-liquid credit instruments for which market-makers might be reluctant to offer an individual price.