Rates: Volatility – What Drives It & How to Measure It
This session explores the core elements of volatility trading and shows how to apply Bloomberg’s volatility analytics and data tools. Designed for equity derivatives professionals, data users, and portfolio risk managers, it offers practical insights into market behavior, data access, and integration.
Key topics:
Implied vs Realized Volatility: what sets them apart
The Volatility Surface: skew, smile and term structure
Volatility Sources: BVOL, BBIR, LIVE and Custom
Volatility Monitors: HVG, VCA, OVDV, VCUB, NSV, SWIL
Data download and Enterprise Licenses
Speakers
David Harper
Rate Derivative Market Specialist
Bloomberg
David Harper is a Rates Derivative Market Specialist at Bloomberg. Formerly a swaps trader at Deutsche Bank and HSBC, he now promotes Bloomberg products for rates markets and works with the product development team to advance the company’s product offering.
Kenza Medjkane
Senior Derivatives Specialist
Bloomberg
Kenza is our Senior Derivatives Specialist, spearheading coverage of the French-speaking territories across Rates and FX. With a stellar track record in global financial markets, she has held senior quant and trading roles at top-tier institutions such as Société Générale, CACIB, Banque de France, and on the buy side with industry leaders like TotalEnergies. Kenza brings deep expertise in non-linear rates derivatives, where she spent several years as a seasoned market maker. Beyond her technical mastery, she has also led cross-asset quantitative teams and held strategic leadership roles across major financial hubs including Hong Kong, Tokyo, London, and Paris. Her international experience and sharp market acumen make her a key asset in navigating complex derivatives landscapes and driving client impact.
Tosin Dokunmu
Analytics
Bloomberg
Tosin is a financial markets professional with a growing specialization in derivatives. With a background in fixed income and FX analysis, they transitioned into derivatives where they currently focus on pricing, structuring, and risk assessment of financial instruments. As a financial product analyst, Tosin offers practical insights into how derivatives function across asset classes.