Asset-Liability Management for Asset Owners | Bloomberg Professional Services
Webinar

Asset-Liability Management for Asset Owners

In a low-yield world, asset owners and corporate treasuries need dependable liability-matching technology and robust ALM practices to reduce hedging costs and generate alpha. Join Bloomberg's asset owner experts to learn how Bloomberg's Multi Asset Risk System (MARS) can provide you with: 1. A unified daily and intra-day view of assets, derivatives, and liabilities offering clear sight of duration gap, convexity gap, EVE/Economic Balance-sheet mismatch 2. Ability to look at Interest Rate and Credit Spread Risk on the Economic Balance Sheet 3. Single click calculations of duration flattening interest rate swaps and credit-swap hedges 4. Separating risks based on asset accounting treatments With upcoming regulatory mandates around IFRS17, LDTI, and UFR discounting of liabilities, Bloomberg MARS can provide you with the tools necessary to meet these challenges.

Speakers

Anne Levy

Account Manager - Buy-side Risk

Bloomberg

Anne Levy is the MARS Americas Risk account manager, looking after risk clients across the Americas. Prior to her current role, she was a specialist focusing on market risk management, responsible for advising Bloomberg's clients on the best ways to use MARS to enhance their risk management processes. She also previously ran the model validation group for PORT. Prior to joining Bloomberg, she worked in risk management at Goldman Sachs.

Chintan Shah

Global Front Office Risk Product Manager

Bloomberg L.P.

Chintan Shah is a global product manager for MARS Front Office. Chintan advises insurers, pensions, and corporate treasuries on leading practices in enterprise risk management, and asset-liability management practices. Prior to his role at Bloomberg, Chintan spent 11 years in the industry working at AIG, Ernst & Young Advisory, Barclays, and Deutsche Bank.

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