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Agenda

07:30

Breakfast & Registration

08:00

Workshop Session #1 − Choose one to attend:

08:00

TRACK A: The Bank Debt Market

In the world of corporate debt, the bank loan markets continue to be one of the most opaque markets in the world. Despite the difficulty in accessing information in the bank loan markets, Bloomberg continues to grow the amount of data available and build tools to find opportunities. In addition to data, Bloomberg has also begun to add tools oriented to linking analysts and PM's together making surveillance, communication and decision making on credits more fluid.

Joseph Young

Joseph Young

Bank Loan Market Specialist, Bloomberg L.P.

08:00

TRACK B: Research Management Solutions

Make your investment and research process richer and more efficient by integrating your proprietary research and data with Bloomberg's powerful analysis, trading, and collaboration tools. Learn how to capture your internal research from platforms such as Microsoft Outlook, Word and Excel and leverage it against your ideas.

Debbie Massiello

Debbie Massiello

Equity Market Specialist, Bloomberg L.P.

Tejash Shah

Tejash Shah CFA

Fixed Income Market Specialist, Bloomberg L.P.

08:00

TRACK C: Municipal Bond Relative Value

Secondary trading in the muni bond market has evolved from largely a rates based market a decade ago to more of a credit market akin to the corporate bonds.  Bloomberg has completed a tremendous amount of new analytical development allowing muni users to more effectively evaluate muni bonds and conduct thorough relative value analysis.

Ray Johnson

Ray Johnson

Fixed Income Market Specialist, Bloomberg L.P.

08:00

TRACK D: BVAL Evaluated Pricing and Liquidity Assessment

Bloomberg's award winning Evaluated Pricing Service (BVAL) continues to raise the bar for pricing transparency and quality in the fixed income valuation market. This session will cover enhancements to current BVAL valuations, review the major coverage expansion in to new asset classes, and explore the continued convergence of valuations and liquidity assessment.

Brent Forsland

Brent Forsland

Bloomberg Valuations (BVAL) Product Manager, Bloomberg L.P.

Peter Ristine

Peter Ristine

BVAL Pricing & Liquidity Specialist, Bloomberg L.P.

09:00

Workshop Session #2 − Choose one to attend:

09:00

TRACK A: A look into the BAM Predictive Model

The Agency MBS market is a highly sophisticated market that requires advanced models and analytics.  As part of the acquisition of BRAIS (Barclays Risk Analytics and Index Solutions), Bloomberg acquired the Barclays agency MBS prepayment model along with the research team that developed and supports the model.  Bloomberg is proud to introduce to the market the newly branded BAM (Bloomberg Agency MBS Prepayment Model) and demonstrate the new functionality that will assist in trading and risk management in the Agency MBS Market.

Steven Bergantino

Steven Bergantino

Head of Mortgage Index Models – Engineering, Bloomberg L.P.

Doug Frigon

Doug Frigon

Structured Products Specialist, Bloomberg L.P.

Nicholas Strand

Nicholas Strand

Mortgage Index Models - Engineering, Bloomberg L.P.

09:00

TRACK B: Finding Relative Value in Corporate Bonds

Harness Bloomberg's fixed income relative value tools, which integrate current and historical bond pricing, issuer fundamentals, index analytics, and liquidity data, to evaluate relative value opportunities in the corporate bond market.

George Caliendo

George Caliendo

Fixed Income Market Specialist, Bloomberg L.P.

George Oomman

George Oomman

FI Products Manager, Cash Bond and Curve Relative Value, Bloomberg L.P.

09:00

TRACK C: The New Issue Municipal Bond Market

Determining the value of new issue muni bonds has been a difficult and time consuming process.  With the release of Bloomberg’s AAA Callable Benchmark Curve the process has become much more transparent.  Bloomberg’s New Issue Calendars have been enhanced to capture spreads at issuance using the muni industry standard methodology.  Municipal Bond Sector Curves that track muni bond credit spreads can be used to determine fair levels for pending bonds.

Ray Johnson

Ray Johnson

Fixed Income Market Specialist, Bloomberg L.P.

09:00

TRACK D: Market Liquidity and Regulation: SEC 22e-4

Bloomberg Liquidity Assessment (LQA) enables consistent management and reporting of liquidity risk across multi asset class portfolios.  LQA's award winning approach is designed to deliver on global regulatory requirements and to

add value to risk management and investment processes.  This session will focus on quantitatively evaluating market liquidity in context of SEC Rule 22e-4's Liquidity Risk Management Program, even for instruments with limited trading activity, and utilizing liquidity classifications for SEC form N-PORT.

Pat Patterson

Pat Patterson

Regulatory & Liquidity Specialist, Bloomberg Enterprise Data

Peter Ristine

Peter Ristine

BVAL Pricing & Liquidity Specialist, Bloomberg L.P.

10:00

​Workshop Session #3 − Choose one to attend:

10:00

TRACK A: Single Security - What You Need to Know for Implementation

Designed to bring additional liquidity and fungibility to the MBS TBA market, the Uniform Mortgage-Backed Security (UMBS) is a joint security that will be issued by Fannie Mae and Freddie Mac starting in 2019, under the direction of the Federal Housing Finance Agency's (FHFA) Single Security Initiative.  This track will discuss possible actions market participants should consider taking to ensure a smooth transition to TBA trading and management of the new securities.

Doug Frigon

Doug Frigon

Structured Products Specialist, Bloomberg L.P.

Stephanie Milner

Stephanie Milner

Director, Capital Markets and Securitization, Fannie Mae

Barbara Pak

Barbara Pak

Vice President, Securitization Policy and Investor Relations, FreddieMac

10:00

TRACK B: New Issue Corporate Bond Workflow

Learn about our new issue workflow solution for credit markets.  NIMY , or My New Issue Monitor, captures announcements directly from your messages to let you easily track new issues with speed and transparency. This session will showcase our end-to-end new issue workflow for collaboration across your firm, including analyzing post-issue performance.

Mark Betteridge

Mark Betteridge

Global Head of Fixed Income and Currency Analytics, Bloomberg L.P.

Tejash Shah

Tejash Shah CFA

Fixed Income Market Specialist, Bloomberg L.P.

10:00

TRACK C: Bloomberg Barclays Indices

Learn how to Access Bloomberg Barclays Indices on and off the Terminal. We will demonstrate how to access data and reports including historical performance since inception, index contents, aggregated analytics and index publications for these benchmarks. As well as in-depth, customizable workflows to make sure you are in-tune with the indices every day.

Nicholas Gendron

Nicholas Gendron

Global Head of Fixed Income Index Product Management, Bloomberg L.P.

Everett Perry

Everett Perry

Portfolio Client Services, Bloomberg L.P.

10:00

TRACK D: Bloomberg Credit Trading: BTRS, CDS, and Cash List Trading (BOLT)

Total Return Swaps on the Bloomberg Barclays Indices (BTRS) are a key tool for corporate bond managers to create exposure to the market leading fixed income benchmarks and the underlying cash markets. BTRS are experiencing a new level of transparency and sponsorship in 2018, expanding your options. Session will include overview of substantial changes to Investment Grade and High Yield Credit trading via Bloomberg's list trading platform (BOLT) and ET for single-names and index.

Paul Kaplan

Paul Kaplan

Credit & TRS Business Manager, Bloomberg L.P.

11:00

Lunch & Rates Outlook

Ira F. Jersey

Ira F. Jersey

US Rates Strategist, Bloomberg Intelligence

12:00

Keynote Session

Mark Kiesel

Mark Kiesel

CIO Global Credit, PIMCO

Erik Schatzker

Erik Schatzker (Moderator)

Editor-at-Large, Bloomberg Television

13:00

Panel: The State of Credit

Ryan Brist

Ryan Brist

Head of Global Investment-Grade Credit/Portfolio Manager, Western Asset Management Company

James McHugh

James McHugh

Assistant Portfolio Manager, Co-Head of Global Natural Resources Team (IG), Vanguard Group

Samantha Milner

Samantha Milner

Managing Director, Co-Portfolio Manager and Head of Research, Credit, Ares Management

John Yovanovic

John Yovanovic CFA

Head of Global High Yield, Pinebridge Investments

Damian Sassower

Damian Sassower (Moderator)

Chief EM Credit Strategist, Bloomberg Intelligence, Bloomberg L.P.

13:45

Panel: Implications of Machine Learning and AI in Finance

AJ Lindeman

Dr. AJ Lindeman

Product Manager, Sellside Enterprise Products, Bloomberg L.P.

Evan MacMillan

Evan MacMillan

Founder and CEO, Gridspace

Ashish Singal

Ashish Singal

Senior Product Manager - Machine Learning, Bloomberg L.P.

James Cham

James Cham (Moderator)

Partner, Bloomberg Beta

14:30

Networking Reception