Charts of the Week – Mispricing in Credit Risk
Credit spreads and Probability of default are both credit risk indicators and in theory should be strongly correlated. We are going to see how you can use Bloomberg to check for potential credit mispricing in index members and identify which securities might require additional analysis.
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.