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Summary
Join S&P Global Market Intelligence and NYU Stern School of Business for an interactive discussion on the growing interplay between financial risks and their contagion effects on a firm’s lifecycle.
During this 45-minutes session, we will:
- Address recent risk trends and their heightened interplay.
- Explore the dynamics of a recent textbook case of market-to-credit risk contagion – how an apparent FX-derivative hedge grew into a €2.6 billion headache, forcing the Italian steel-engineering firm Cimolai into a technical default.
- Provide a perspective of how S&P Global Market Intelligence can help navigating uncertainty and risks.
Moderator
S&P Global Market Intelligence
Rafael Castro
Credit Product Specialist, Credit & Risk Solutions
Rafael is a Credit Product Specialist in EMEA for S&P Global Market Intelligence’s Credit & Risk Solutions, which provides data, research and analytics to global financial market participants. His focus is in probability of default (PD) and loss given default (LGD) solutions.
Speakers
S&P Global Market Intelligence
Whit McGraw
Senior Vice President, Head of Risk & Valuations Services
Whit leads Risk & Valuations Services a business unit within Market Intelligence (MI), that focuses on powering global risk markets by bringing together differentiated data, valuations, analytics and deep market expertise. In this role, Whit is responsible for the P/L of the business, including the growth and market strategy, operational execution and delivery of the financial plan. He is a member of the divisional operating and risk committees. More recently, Whit also led the global Credit &Risk Solutions group and the expansion of the growth-focused Credit Analytics and Credit Solutions businesses.
He has 25 years of industry experience focused primarily in the capital and commodity markets. Prior to joining Market Intelligence, he worked on the Corporate Strategy and M&A team at Cargill, a global commodity and energy company based in Minneapolis. In this role, he split his time between leading M&A transactions and internal strategy projects both at the corporate and business unit level. Additionally, he served as a Vice President in the Institutional Equity Derivatives group at Morgan Stanley in London and New York.
Whit holds a B.A. degree in Economics from Hamilton College and an MBA from the Darden Business School at University of Virginia. He currently serves as a member of The University of Virginia’s Darden School of Business Corporate Advisory Board and chairs the Corporate Engagement Committee. He also a member of the Development Committee for the Brunswick School in Greenwich, Connecticut.
NYU Stern School of Business
Cristiano Zazzara
Adjunct Professor of Finance, Volatility and Risk Institute
S&P Global Market Intelligence
Giorgio Baldassarri
Managing Director, Global Head of Quantitative Risk Modelling
Giorgio Baldassarri is Global Head of the Analytic Development Group (ADG). His team is responsible for the analytical development, maintenance and on-going validation of all credit risk models and products across Risk Services. These products are used by financial institutions and companies to measure and manage credit risk within regulatory frameworks such as Basel II/III or Solvency II.
Prior to joining S&P Global Market Intelligence in 2011, Giorgio worked at Barclays for three years as Associate Director in Group Risk (Operational Risk and Credit Risk).
Giorgio holds a Ph.D. in Quantum Mechanics and Semiconductor Physics from Sapienza University of Rome.
Questions?
Please contact us if you need more information or have trouble accessing the webinar.