Understanding Sofr’s Impact in Latin America: Data, Pricing and Risk Management with Bloomberg
With the market’s transition to the secured overnight financing rate, parties have also expressed the need for a credit sensitive supplement, therefore we will also cover BSBY, a credit sensitive rate with a forward term structure to help banks and corporations.
*this webinar will be in Portuguese with Spanish captioning
Speakers
Gaspard Monnoyer
Risk & Valuations Sales LATAM
Bloomberg L.P.
Gaspard is responsible for risk, front risk and back risk solutions for Latin American banks at Bloomberg. He has over 15 years of experience in the financial market. He served as structured product sales at Barclays in London. He has also worked on the equity derivatives structuring desk at J.P. Morgan in London and ING Bank in Brussels.
He has a master's degree in electromechanical engineering from the Free University of Brussels.
Marco Aurelio Mota
Fixed Income and Currency Specialist
Bloomberg L.P.
Marco Aurélio Mota is a Fixed Income and Currencies Specialist at Bloomberg. He has a 20-year career in the financial market having worked as Head of European Product Control at Barclays Global Investors, VP of IRP/Exotic Derivatives at Credit Suisse in London, Product Control at Credit Suisse São Paulo, and at Bradesco CTVM Stock Broker.
Marco Aurélio holds a master's degree in Mathematical Trading and Finance from CASS Business School (United Kingdom), certificates in finance and a bachelor's degree from Northeastern University (Boston, USA), and a bachelor's degree in Mechanical Engineering from the University of São Paulo (Brazil).
Sandro Amorim
Fixed Income Market Specialist
Bloomberg L.P.
Sandro Amorim is part of Bloomberg's Enterprise Sales team, focused on fixed income products for Latin America. He has more than 15 years of experience in the financial market in the Sales & Trading area, working in Brazil, Mexico and the United States.
Sandro has extensive experience in onshore and offshore derivatives, acquired in passing by institutions such as Citigroup, Banamex, Dresdner Bank and HSBC. Sandro has a degree in Economics from the UnB and an MSc and from EPGE/Fundação Getúlio Vargas in Rio de Janeiro.