Managing Credit & Liquidity Risk During Uncertainty
Join Bloomberg and industry leaders as they share market insights and discuss the latest tools that will help you tackle today’s most pressing business issues and support your firm’s current and future challenges.
For full agenda at APAC Risk & Reg Week 2022, please visit: go.bloomberg.com/events/apac-risk-reg-week-2022.
Speakers
Thierry Ciszewski
Senior Risk Manager
HSBC Asset Management
Thierry Ciszewski is the Subject Matter Expert on Liquidity Risk and Model Risk at HSBC Asset Management, responsible for the design, implementation and enhancement of the global liquidity risk model across all investment classes and covering both asset and liability stress testing capabilities. He runs the Asset Management Model Oversight forum providing guidance as well as challenging individual models. As part of his role, he participates at industry body working groups and engage regularly with regulators (e.g. SEC, FSB, FCA). Prior to joining HSBC, he led the Solvency II and ICAAP risk quantification at AXA IM, designed a challenger model for vendor pricing and CAPM pricing at Natixis Asset Management. He co-developed the Powertrain System Analysis Toolkit (PSAT) in Matlab to optimise fuel consumption (e.g. hybrid, hydrogen, and fuel cell) for the US department of Energy at Argonne National Laboratory. Thierry has Masters in management from HEC Paris and in engineering from Ecole Superieure d’Aeronautique and San Diego State University.”
Zane Van Dusen
Global Head of Risk and Investment Analytics
Bloomberg
Zane Van Dusen is the Global Head of Risk & Investment Analytics Products at Bloomberg. Zane began this role in 2019 and under his leadership, the group has become one of the industry's top data analytics providers, supplying innovative risk metrics, such as Bloomberg's award-winning Liquidity Assessment solution (LQA), based on Bloomberg's vast database of market data. Zane 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 for over a decade.
David Croen
Global Credit Risk Product Manager
Bloomberg
David Croen is head of credit risk products for Bloomberg, L.P., working in the firm’s enterprise product business. Prior to joining Bloomberg, David led risk management and valuation for global banks and asset managers, with specialization in credit and securitization. He contributed to the President’s Working Group on Financial Markets Best Practices for Risk Management (2008), and has advised U.S. regulators and accounting firms on complex structured finance transactions. David earned a B.A. in Applied Mathematics and an MBA in Finance, both from the University of Rochester.