Charts of the Week – BQL for Fixed Income: Marginal Default Rates
BQL for Fixed Income: Marginal Default Rates
In this week webinar we will see how to compute marginal default rates of an index using BQL.
We will see in detail how each BQL formula work, and how we can leverage that to analyze a single sample over a specific timeframe.
In this week webinar we will see how to compute marginal default rates of an index using BQL.
We will see in detail how each BQL formula work, and how we can leverage that to analyze a single sample over a specific timeframe.
Speakers
Ludovico Galanti
BQL Specialist
Bloomberg L.P.
Ludovico Galanti is a member of the Advanced Data Analytics desk at Bloomberg. He focuses in Credit and Rates markets in Europe and how Bloomberg users can leverage BQL and BQNT to perform advanced statistical analysis. He supports Bloomberg European clients by automating their workflows and reducing manual raw data handling. Ludovico has a educational background in Financial Technology and python application building from EDHEC Business School that help him support Terminal users in complex datasets analysis.