Webinar

Liquidity & Credit Risk in the Shadow of Bank Failures

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Financial markets have witnessed multiple stress events over the past decade, each time responding by evolving new ways to monitor and quantify credit and liquidity risk. This development has seen the concurrent evolution of credit and liquidity data and analytics—allowing market players to better identify early signals of distress.

Join us to learn how Bloomberg’s tools can be instrumental in the monitoring process following recent bank failures. You’ll also discover new ways to understand credit and liquidity concerns through data science and the latest enhancements to our Multi-Asset Risk System (MARS).

Discussion points:
  • Overview of Bloomberg credit and liquidity data
  • SVB pre- and post-event data-science approach to analyzing credit and liquidity data
  • How to study increased rate stresses on the ALM banking book

Speakers

Jacy He

Derivatives/Risk Solutions Specialist

Bloomberg

Dennis To

Regulatory Specialist, Asia-Pacific, Enterprise Solutions

Bloomberg

Dennis To leads Bloomberg's regulatory data business for the Asia Pacific region. Dennis oversees the development of new data sets in response to changes in regulatory and accounting landscape, including FRTB, Libor Transition, new IFRS standards, Uncleared Margin Rules and Liquidity Risk Management frameworks. Before joining the Enterprise Solutions business, Dennis worked as the Market Specialist at Bloomberg, covering fixed income and derivatives products for the Greater China region. He has helped to promote and develop Bloomberg's fixed income offerings, such as the emergence of Kungfu Bonds (Chinese USD Credits) in recent years.

Kevin Kwan

Head of Data Science, Enterprise Data

Bloomberg

Kevin leads the quant and data science solution developments at Bloomberg Enterprise Data globally. His team designs and develops proof-of-concept models and visualizations to extract insights from data using cutting edge data science and machine learning techniques. Kevin has over 10 years of experience applying quant and data scientist techniques in investment processes. Kevin is a Chartered Financial Analyst (CFA) charterholder and certified Financial Risk Manager (FRM), and holds Bachelor's and Master's degrees in Aerospace Engineering from Purdue University.

Yimin Liu

Fixed Income & Derivatives Specialist

Bloomberg L.P.

Yimin Liu is part of  the Fixed Income & derivatives workflow specialist team at Bloomberg. Yimin has extensive background from the financial market vendors at FIS, Refinitiv, IBM, and Finastra with coverage across treasury, risk, and data. Yimin specializes in derivative pricing and risk management, and has proven success in leading large treasury and risk management system's implementation projects across banks and securities in APAC.

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