Webinar

Simplifying Risk Management with BVAL Curves

On Demand
Duration: 46 Minutes
Original Date: June 21, 2022

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Inflation, market volatility & interest rate hikes are all hot topics that will introduce increased pricing & market uncertainty in 2022. Bloomberg provides a suite of market data driven curves that can be used for pricing and risk assessment. We will also discuss how LIBOR Cessation is impacting spreads and probability of default implied spreads can address your risk use cases. List of discussion Topics:
  • BVAL Cash Curves Product Overview
  • Var & Stressed Var Calculations and Private Placement Pricing
  • Spread feeds for LIBOR Cessation MIPD - Market Implied Probability of Default
  • FRTB - Fundamental Review of the Trading Book

Speakers

Sandeep Beri

Business Manager, BVAL Curves

Bloomberg L.P.

Sandeep is and experienced fixed income professional. After trading MBS at the height of the credit crisis for Merrill Lynch he joined Bloomberg to help build the evaluated pricing business from the ground up. Over the years, Sandeep has been critical in growing the BVAL business, of late expanding into BVAL Curves.

HUGO RODRIGUEZ BAUTISTA

Global Product Manager, Risk and Investment Analytics

BLOOMBERG/ 120 PARK

Hugo Rodriguez Bautista is a Global Product Risk Manager for the Risk and Investments analytics group. In his role he’s responsible for creating solutions to help financial institutions take more educated decisions when investing and to better manage the risks associated with it. Hugo assists in ensuring proper capture of daily market movements and converting into data driven solutions. Prior joining Bloomberg, Hugo directed large scale engagements by implementing quantitative risk management frameworks, providing risk strategy in capital markets, and implementing trading systems, securities and derivatives in US, Europe and Latam.

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