Navigating the Storm: Strategies for FX & Rates Volatility Management
Join us as we explore how central bank policy expectations and potential divergence are set to affect FX and rates markets, and look at potential hedging strategies to help mitigate risk.
Presentation topics:
- Analyze global FX and Interest Rate volatility
- Hedging strategies for mitigating currency and Interest Rate risks
- Back testing Hedging Strategies and implementing optimized hedge ratios
- Measuring Portfolio Risk amid Macro volatility
Speakers
Gaurav Kapoor
Market Specialist - Derivatives & Risk
Bloomberg
Gaurav specializes in X-asset derivatives pricing and risk management at Bloomberg and leads the structured products strategy for the APAC region.
Prior to joining Bloomberg, he has worked in the corporate and investment banking industry across Asia & Europe including specializing in structuring of complex derivative products. He is passionate about quantitative finance and risk management, with a keen interest in application of machine learning techniques in finance.
He holds a Bachelor of Engineering and MBA (Finance) from the M.S. University of Baroda. Gaurav has also been awarded the Certificate in Quantitative Finance (CQF) and is a Financial Risk Manager (FRM).
ONKAR JOTKAR
Multi-Asset Risk & Valuations Sales
BLOOMBERG L.P.
Onkar Jotkar leads Bloomberg’s Multi-Asset Risk & OTC Valuations business for ANZ, ASEAN and India. In this role, Onkar works with corporations, asset managers and asset owners on their derivatives pricing and risk workflows. He is based in Singapore but works with risk managers, treasurers, portfolio managers and traders across Australia, New Zealand and South East Asia. Prior to joining Bloomberg, Onkar managed FactSet’s Portfolio, Quant and Risk Analytics team in ASEAN and India.