Cds-Bond Basis and Relative Value Analysis with BQNT
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: https://events.bloombergevents.com/x7Kram
This webinar offers a high-level overview of Bloomberg's CDS-Bond Basis analytics framework and its applications across credit market workflows. The session will demonstrate how Bloomberg tools and BQNT can help users analyze relative value opportunities, access and scale data-driven insights, and develop customized analytics to support investment and risk management decisions.
Introduction:
- CDS-Bond Basis Fundamentals
- Basis definition, signals and interpretation
- Basis Z-scores
Bloomberg Analytics Applications:
- CDS Index Relative Value
- Portfolio Relative Value Analysis
- Credit Linked Note Structuring
BQNT Methodology:
- BQNT APP Mapping, deciding the bonds and CDS match, daily interpolation
- Dynamic connection with Terminal (MSG1, CDS and Bond extended data)