Pricing Credit Risk – Analytical challenges and practical applications for valuation & transfer pricing practitioners
- Credit Default Risk - Modeling Approaches
- Support Structures
- Issuer- vs. Issue-specific Credit Risk
- Holding Structures
- Bond vs. Loan-based Pricing
This session will be held in English language.
Session C-3: Thursday, 5 December 2024 I 14:30 – 15:30
Ernest Breitschwerdt, CFA
S&P Global Market Intelligence | Head of Credit & Risk Solutions Product Specialists, Europe
Ernest is heading up the Credit & Risk Solutions Product Specialist team in Europe for S&P Global Market Intelligence, which provides multi-asset class data, research and analytics to global financial market participants.
Specifically the team is responsible for supporting analytical solutions for the assessment of credit risk across different asset classes and risk dimensions, comprising expert-based – as well as quantitative credit risk approaches.
Over the past 10+ years, Ernest has therefore worked extensively with corporate & investment banks, advisory & valuation professionals, insurance firms , investment managers as well as tax professionals on various credit risk related projects involving efficient counterparty credit analysis, surveillance, risk management and credit risk pricing.
Prior joining S&P Global Market Intelligence, Ernest worked for FactSet concentrating on multi-asset class portfolio analytics solutions.
Ernest holds a Diploma in Economics from Humboldt-University, Berlin and is a CFA Charterholder.