Benchmark or product
Order-Book Depth Resiliency Half-Life (FX)OB-TAU
Microstructural metric measuring the elapsed time in seconds required for top-5-level order-book liquidity to recover 50% of its pre-announcement depth following a macro shock.
Updated
Coverage of Order-Book Depth Resiliency Half-Life (FX)
7 articles
Currency Pair Analytics
G10 Central Bank Rate Announcements: Measuring Order-Book Depth Evaporation and Post-Shock Liquidity Recovery Half-Life
Quantifying millisecond-by-millisecond order-book withdrawal 60 seconds prior to FOMC and Non-Farm Payroll releases across primary FX venues.
Currency Pair Analytics
Tom-Next Swap Point Disclosure — Liquidity Telemetry Framework: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of tom-next swap point disclosure focusing on liquidity telemetry framework. Covers statutory register tie-out (OB-TAU), 10.9 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Currency Pair Analytics
VPIN Toxicity In Multi-Dealer Aggregators — Counterparty Credit Filter Design: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of vpin toxicity in multi-dealer aggregators focusing on counterparty credit filter design. Covers statutory register tie-out (OB-TAU), 15.8 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Currency Pair Analytics
ISDA VM-CSA Dispute Resolution Timers — Execution Quality Markout Study: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of isda vm-csa dispute resolution timers focusing on execution quality markout study. Covers statutory register tie-out (OB-TAU), 7.9 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Currency Pair Analytics
CLS Settlement Fail Monitoring — Desk Benchmark Methodology: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of cls settlement fail monitoring focusing on desk benchmark methodology. Covers statutory register tie-out (OB-TAU), 7.1 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Currency Pair Analytics
Prime Broker NOP Utilization Caps — Regulatory Filing Cross-Check: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of prime broker nop utilization caps focusing on regulatory filing cross-check. Covers statutory register tie-out (OB-TAU), 5.8 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Currency Pair Analytics
Currency Basis Cross-Currency Swap Line — Liquidity Telemetry Framework: 2026 Institutional Audit & Desk Controls
2026 institutional desk audit of currency basis cross-currency swap line focusing on liquidity telemetry framework. Covers statutory register tie-out (OB-TAU), 13.8 bps quantitative benchmarks, mathematical calibration, and compliance verification workflows.
Common questions
3 questions answered
What is Order-Book Depth Resiliency Half-Life (FX) (OB-TAU) and how is it classified?
Microstructural metric measuring the elapsed time in seconds required for top-5-level order-book liquidity to recover 50% of its pre-announcement depth following a macro shock. In FXOpen Ledger's entity index, Order-Book Depth Resiliency Half-Life (FX) is classified as a benchmark or product with identifier or ticker code OB-TAU.
Which jurisdiction and regulatory authority oversee Order-Book Depth Resiliency Half-Life (FX)?
Order-Book Depth Resiliency Half-Life (FX) is tracked under the Global Electronic FX jurisdiction, with primary regulatory oversight or statutory reference tied to Order-Book Depth Resiliency Half-Life (FX). Key structured dossier attributes include category: Currency Pair Analytics; coverage desk: FXOpen Ledger; regulatory body: Order-Book Depth Resiliency Half-Life (FX).
How is Order-Book Depth Resiliency Half-Life (FX) covered in FXOpen Ledger institutional research?
Order-Book Depth Resiliency Half-Life (FX) is referenced across 7 published research articles on FXOpen Ledger. Coverage examines regulatory filings, market structure impact, and cross-border compliance developments involving Order-Book Depth Resiliency Half-Life (FX) (OB-TAU).
Peer entities comparison
Side-by-side regulatory & classification matrix for Order-Book Depth Resiliency Half-Life (FX) and related entities
| Entity | Classification | Ticker / code | Jurisdiction | Regulator / statute | Wikidata ID | Articles |
|---|---|---|---|---|---|---|
Order-Book Depth Resiliency Half-Life (FX)Current | Benchmark or product | OB-TAU | Global Electronic FX | Order-Book Depth Resiliency Half-Life (FX) | — | 7 |
| Benchmark or product | NDF-1M | Global OTC / SEF | 1-Month Non-Deliverable Forward (NDF) Standard Contract | — | 8 | |
| Benchmark or product | CFETS-FIX | China / Hong Kong Offshore | CFETS USD/CNY Central Parity Fixing Mechanism | — | 7 | |
| Benchmark or product | CIP-BASIS | Global Interbank | Covered Interest Parity (CIP) Cross-Currency Basis | — | 8 | |
| Benchmark or product | WMR-4PM | United Kingdom | FTSE Russell WMR 16:00 London FX Benchmark | — | 8 | |
| Benchmark or product | TCA-IS | Global Institutional | FX Transaction Cost Analysis (TCA) Implementation Shortfall | — | 7 | |
| Benchmark or product | XAU-LDN | United Kingdom (LBMA) | Loco London Unallocated Gold Clearing (XAU/USD) | — | 7 |