Early Warning Signs in Credit & Liquidity Risk Assessment
Of the $139 billion of U.S.-dollar-denominated bonds trading at distressed prices, 46% were issued by companies in China’s real estate sector. Junk-rated dollar bonds from Chinese issuers have reached yields not seen in about a decade, following months of weakness on concerns over rising debt-repayment pressure for developers and the sector’s increasing number of defaults.
Tune in as we discuss the impact of credit risk events in China's real estate industry and explore Bloomberg's Market-Driven Daily Credit Risk Indicator and award-winning solution for Liquidity Assessment.
Speakers
Hugo Rodriguez Bautista
Global Product Manager, Risk and Investment Analytics
Bloomberg L.P.
Hugo Rodriguez Bautista is a Global Product Risk Manager for the Risk and Investments analytics group. In his role he’s responsible for creating solutions to help financial institutions take more educated decisions when investing and to better manage the risks associated with it. Hugo assists in ensuring proper capture of daily market movements and converting into data driven solutions. Prior joining Bloomberg, Hugo directed large scale engagements by implementing quantitative risk management frameworks, providing risk strategy in capital markets, and implementing trading systems, securities and derivatives in US, Europe and Latam.
Leo Li
Pricing & Regulatory Specialist, Enterprise Solutions
Bloomberg