Webinar

Emerging OTC Derivatives: Understanding Exotics and Structured Products with BVAL OTC

On Demand
Duration: 38 Minutes
Original Date: September 07, 2022

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The pricing of complex derivative structures is always a challenge for global market practitioners. Clients have high demands on a partner who can provide an accurate and robust independent valuation service on Exotics and Structured Products. Join us to learn how Bloomberg BVAL OTC provides a high-quality, transparent and streamlined solution to Exotics and Structured Products, leveraging the top-notch Financial Engineers support.

Discussion Topics:
  • Exotic and Structured Products valuations using Bloomberg DLIB.
  • What is unique about BVAL OTC offering on Exotic and Structured Products?
  • Premium templates and bespoke payoff scripting support.
  • Structured Notes valuation with counterparty risk via funding curves.
  • Full transparency on the payoff script and intermediate steps.
  • Bulk upload and Auditability.

Speakers

Tony Ip

Senior Financial Engineer

Bloomberg L.P.

Tony Ip is a Senior Financial Engineer in London. He has more than 10 years of experience in derivatives and structured products pricing across all asset classes. He has worked extensively with clients from Buy-side, Sell-side, Exchanges, and Regulators over the years.

Javier Lopez

Senior Financial Engineer

Bloomberg L.P.

Javier Lopez is a Senior Financial Engineer in Asia with more than 10 years experience in derivatives pricing, sales and trading of structured treasury products and financial solutions.

Yi (prod) Ma

Senior Financial Engineer

Bloomberg L.P.

Yi Ma is team member of Financial Engineering in Americas. He has 8 years of experience in cross-asset derivatives modeling and pricing across vendors, banks and consulting. He joined Bloomberg's BVAL OTC Financial Engineering team in New York in 2021.

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