Getting Started with BVAL Derivatives for Autocallables
The market for autocallables has grown tremendously over the last 20 years to become a major segment of the structured products universe. Yet, investors face a unique set of modeling, market data, and operational challenges when valuing such products. Join us to learn how Bloomberg BVAL Derivatives provides a high-quality, transparent and streamlined solution to value autocallable structures.
Discussion Topics:
- Introduction to BVAL Derivatives
- Pricing in DLIB and templates
- Workflows for Upload and Download
- What is unique about BVAL OTC offering on Autocalls
- Coverage of proprietary custom indices
- Live case study
- Q&A