Bloomberg Excel Toolkits: Interest Rate Curve Analysis and Pricing
Join us as we discuss the changing interest rate environments and how Bloomberg toolkits and other solutions can help navigate the evolving and volatile landscape.
Speakers
Jeremy Wilson
Fixed Income Market Specialist
Bloomberg
Jeremy is a Fixed Income market specialist, with a particular focus on rates derivatives and helping our clients to navigate regulatory change, including the LIBOR transition. 12 years market-making interest rate swaps at Credit Suisse, Royal Bank of Canada and BNP Paribas, including time in Sydney, Hong Kong and London and covering various currencies including EUR, USD, AUD, JPY, NZD and HKD. Latterly, 4 years providing consultancy, thought leadership and engagement delivery to financial services clients, specialising in Front Office topics and a wide range of emerging risks, including LIBOR transition.
Sujit Nagda
Product Manager, Derivatives Data
Bloomberg
Sujit Nagda is a Product Manager in Bloomberg's Enterprise Platform and Risk Services group and is responsible for Derivatives Data services including interest rate curves, cross-asset volatility surfaces and other such data sets. Sujit's group is responsible for modelling and building such derivatives data sets from various market data sources, and also in building analytical solutions around such data sets including terminal functions, excel Toolkits, programmatic APIs and Enterprise data solutions for clients to access such data in different workflows. Recently, he has been focussing extensively in building solutions for interest rates curves analytics so as to support clients through LIBOR transition by gaining access to rates market data as also derived analytics on such interest rates curves.