Data Solutions Showcase – Risk and Investment Analytics
In our introductory session, speakers from our Risk and Investment Analytics team will discuss why it is important to establish a robust foundation for your risk management workflow with market-derived data and grow it to the next level. In subsequent sessions, we will take a deeper dive into specific market challenges and strategies in which Bloomberg specialists demonstrate our risk solutions.
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Agenda (in EST)
12:30-1:00pm | Introduction: Why use market-derived data for risk management? The key to managing risk is having the data to measure it. Increasingly sophisticated financial markets are generating valuable data points, however, they also introduce more complex and faster-moving risks. Unfortunately, while everyone is forced to deal with the increasing complexity, few are fully leveraging the wealth of market data to properly manage the risks. Firms that continue to rely on legacy frameworks with rules-based assumptions are not only at-risk of significant losses from unexpected events (and we've seen plenty in the past couple years), but they will also miss out on potential investment opportunities.
In this session, we will discuss Bloomberg's Risk & Investment Analytics solutions and how they can enhance your risk management framework and investment processes with cutting-edge market insights
1:00-1:30pm | Enhanced Counterparty Risk Management with Market Driven Analytics A robust counterparty risk management framework is essential to mitigating potential loses and identifying investment opportunities, especially when global events like the COVID-19 pandemic quickly upend whole sectors. While many firms have sophisticated counterparty risk models based on detailed company fundamentals, they struggle to capture and quantify the impact of recent news and events. Bloomberg's new Market-Implied Probability of Default (MIPD) distills market sentiment from the fixed income market to produce a daily credit risk signal that quickly responds to recent events. In addition, Bloomberg's Liquidity Assessment solution (LQA) allows firms to assess the risk and impact of liquidating positions if a counterparty defaults.
1:30-2:00pm | Enhanced Portfolio Management using Market-Derived Analytics Today the motivation for portfolio management, especially for fixed income, goes beyond fulfilling investment mandates, and avoiding defaults. Fund managers need to proactively monitor the credit and liquidity risk of their funds to reduce costs, improve returns, protect investors, and identify opportunities. By leveraging Bloomberg's market-driven analytics, firms can capture rapid changes in the market, and actively mitigate credit and liquidity risks due before they become a problem, while also meeting their portfolios objectives.
2:00-2:30pm | Early Warning Indicators & Algorithmic Trading using Market Driven Analytics
One of the key challenges in the credit market is distilling the available market data into easy-to-interpret signals that reliably forecast future events. Quants across the industry spend significant time and effort sifting through and wrangling millions of data points to identify the metrics that enhance their trading strategies, generate alpha, or provide early warning indicators. Bloomberg's suite of Risk & Investment Analytics provide clients with reliable credit, liquidity, and price movement signals to enhance various processes, including identifying expected under or over performers, timing trades, developing strategy and determining quote levels.
Speakers
Jason Ortman
Valuation and Risk Application Specialist
Bloomberg L.P.
Jason Ortman is a Valuations & Risk Specialist within Bloomberg’s Enterprise Data group. He previously worked as a COO in the Financial Products group as well as managing the Mid Atlantic Sales Team & Mortgage Specialist Team within Core Terminal Sales at Bloomberg. Jason was also the Bloomberg Mortgage Sales Advocate for North America responsible for representing priority client needs and product development. Prior to joining Bloomberg in 2010, Jason worked as a securitized products salesman for institutional clients at Lehman Brothers and Merrill Lynch.
Jason earned a Bachelor of Science degree in Finance and Marketing from the University at Albany and a MBA in Finance from New York University Stern School of Business. In 2011, Jason was named the Corporate Mentor of the Year by The Mentoring Partnership of New York because of the powerful effect he had as a mentor on a young person’s life. He is also the founder of the Billy Garfield Scholarship Fund, a non-profit charity to help under privileged children.
Zane Van Dusen
Global Head of Risk & Investment Analytics
Bloomberg
Zane Van Dusen manages Bloomberg's suite of Risk and Investment Analytics products globally. In this role, he works with quants and engineers to build data-driven analytics that address a wide range of client needs from investment research to portfolio construction to regulatory reporting. Prior to this role, Zane managed the implementation of risk management, stress testing and reporting systems for Credit Suisse's Treasury and Liquidity Risk Management groups.
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.