Designing Liquid Credit Portfolios: Bquant Enterprise’s Tradable Trackers Workflow, Data and Methodology Unveiled 2023 | Bloomberg Finance L.P | 18 September 2023 | Webinar
Venue
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| Event Date |
Tue Sep 19 UTC - Wed Sep 20 UTC (about 1 year ago)
In your timezone (EST): Mon Sep 18 8:00pm - Tue Sep 19 8:00pm |
| Location | Webinar |
| Region | All |
Details
Join us for our upcoming webinar where we tackle the challenges of creating liquid credit portfolios. Dive deep into the Bloomberg liquid credit methodology and discover how to replicate and enhance it using powerful quantitative tools. Explore the potential of the liquid credit approach, offering exposure to broader index returns without the complexities of managing a large securities portfolio. Delve into the implications of this methodology on liquidity and various risk factors. Gain valuable insights on constructing liquid portfolios with different credit liquidity factors and leverage Bloomberg's extensive fixed income data and services to design these factors. Lastly, explore practical use cases and learn how to create, analyze, and backtest liquid portfolios using the BQuant Enterprise.
Speakers
2023 Speakers
Amine Khanjar
Portfolio and Index Research, Bloomberg
Dmitry Belaev
DBG Quantitative Analyst, Bloomberg