Analyzing Market Liquidity with LQA
The latest version of Bloomberg's Liquidity Assessment solution (LQA) provides much needed transparency by exposing both actual trade volumes and counts for government and corporate bonds, aggregated from multiple global sources, as well as liquidity estimates for specific positions under both current and stress market conditions.
Join Bloomberg's liquidity risk experts to learn about the following:
- Gaps and challenges with traditional liquidity measures
- Bloomberg's Liquidity Assessment solution (LQA)
- LQA's new empirical liquidity metrics for government corporate bonds
Speakers
Zane Van Dusen
Global Head of Risk & Investment Analytics Products
Bloomberg
Zane Van Dusen is the Global Head of Risk & Investment Analytics Products at Bloomberg. Zane began this role in 2019 and under his leadership, the group has become one of the industry's top data analytics providers, supplying innovative risk metrics, such as Bloomberg's award-winning Liquidity Assessment solution (LQA), based on Bloomberg's vast database of market data. Zane works with quants and engineers to build data-driven analytics that address a wide range of client needs from investment research to portfolio construction to regulatory reporting. Prior to this role, Zane managed the implementation of risk management, stress testing and reporting systems for Credit Suisse's Treasury and Liquidity Risk Management groups for over a decade. Prior to this role, Zane managed the implementation of risk management, stress testing and reporting systems for Credit Suisse's Treasury and Liquidity Risk Management groups for over a decade.
Kemi Talabi
Advanced Fixed Income Specialist
Bloomberg
Kemi Talabi is a rep in the Analytics Department specialising in Advanced Fixed Income. She joined the company in 2022 and has been in the Senior Fixed Income team since late 2023, where she has gained a vast experience in conducting client trainings regarding LQA.