Bquant Spotlight Webinar – Investigating Credit Spreads as Economies Reopen
Historically low borrowing costs, coupled with a post-pandemic economic recovery, continue to drive demand for investment grade credit. Spreads versus Treasury yields have dropped to their lowest levels in 10 years, but monitoring spread development over specific maturities and other subgroups has traditionally posed challenges, due to a lack of indices fit for purpose.
Join us for this month's Spotlight webinar to learn how BQuant enables you to create constant maturity series on the fly and easily identify and visualize spread changes in specific market segments.
Discussion topics
- Access spread data in BQL for corporate bonds & universes
- Identify spread changes for sectors, countries & ratings across maturities for specific bond universes & subgroups
- Construct & visualize constant maturity series over time
Speakers
LILIAN LIU
BQuant Product Specialist
BLOOMBERG/ LONDON
Lilian Liu is a BQuant Product Specialist in Bloomberg’s Desktop Build Group. Her role focuses on delivering quantitative desktop solutions to buy side clients. Lilian has been with Bloomberg for the past two years and have had previous experience working in software development for the biomedical sector.