Understanding Liquidity is the key to understanding risk. Global Liquidity Index™
(GLI™) series compiled by CrossBorder Capital are widely-used, key
benchmark indicators which measure financial and economic conditions across some
80 countries Worldwide.
GLIs predict movements in international fixed income, equity, credit, currency,
futures and options markets. They typically lead business cycles by around 12-15
months and financial asset prices by 3-6 months. Economists, analysts, strategists
and portfolio managers in banks, asset management firms, hedge funds and corporate
treasury departments all need to watch these data.
The monthly GLI data have two levels: (1) the headline global and national GLI release
is designed to provide an overview of financial liquidity conditions at each month
end; (2) sub-component data detail the key Central Bank, private sector and foreign
flow building blocks.