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