Proactive Management of Credit Default Risk
While credit ratings from the major rating agencies continue to be the primary measure of an issuer's creditworthiness, they are only one component of a holistic credit risk management framework. Market-driven credit metrics have become an increasingly important tool of credit analysis, especially during the COVID-19 pandemic where world events have rapidly changed the financial landscape, and traditional risk measures have been slow to react.
Join Bloomberg as we discuss solutions to proactively manage credit risk using market implied data to assess issuer and sector credit worthiness in distressed markets. During this session we'll discuss tools to help mitigate high risk exposures in the credit and counterparty risk area.
Join Bloomberg as we discuss solutions to proactively manage credit risk using market implied data to assess issuer and sector credit worthiness in distressed markets. During this session we'll discuss tools to help mitigate high risk exposures in the credit and counterparty risk area.
Speakers
Hugo Rodriguez Bautista
Global Product Manager, Risk and Investment Analytics
Bloomberg L.P.
Hugo Rodriguez Bautista is a Global Product Risk Manager for the Risk and Investments analytics group. In his role he’s responsible for creating solutions to help financial institutions take more educated decisions when investing and to better manage the risks associated with it. Hugo assists in ensuring proper capture of daily market movements and converting into data driven solutions. Prior joining Bloomberg, Hugo directed large scale engagements by implementing quantitative risk management frameworks, providing risk strategy in capital markets, and implementing trading systems, securities and derivatives in US, Europe and Latam.