Webinar

BVAL OTC: A Premium Independent Derivatives Valuation Service

On Demand
Duration: 25 Minutes
Original Date: April 07, 2022

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As markets evolve and become increasingly complex, independent valuations on derivatives portfolios are now indispensable for the buy-side, sell-side, custodian, and audit space. More than just a set of numbers, clients want a partner who can explain how valuations are derived, what the market data inputs look like, and what the implications are of choosing, for instance, a "stochastic vol" over a "local vol" model. Join Bloomberg for an in-depth session on how BVAL OTC can help your organization achieve a greater level of accuracy and transparency in your derivatives portfolio valuation function.

Speakers

Mike Chou

Head of Financial Engineering Services - Americas

Bloomberg

Head of Bloomberg's Financial Engineering Services in the Americas. He has 19 years of experience in the dealer space: 6 years as an FX quant, and 13 years as a market maker in FX derivatives and Cross-Asset hybrid derivatives. He joined Bloomberg's Financial Engineering team in New York in 2018 and has worked on numerous projects on enhancing the quality of the BVAL OTC platform.

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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