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Webinar: Measuring Fixed Income Volatility
Wednesday, September 11, 2019
11:00am to 12:00pm EDT
The equity market has long had the VIX Index as a measure of its volatility and a benchmark for tracking future uncertainty in U.S. equity returns. Until recently, however, the fixed income market did not have suitable volatility measures that could address the market's term and credit structure.
Join this upcoming webinar in which we will introduce four measures of fixed income volatility covering North American investment grade credit, North American high yield credit, 10-year U.S. Treasury, and interest rate swap markets. Our panel of experts will discuss market dynamics, features of each index, and their applications to portfolio management.
Michael MolletSenior Director, Product Development, Cboe Global Markets
Michael Mollet is a Senior Director of Product Development at Cboe Global Markets and Managing Director of the Cboe Futures Exchange. Full Bio
Michael Mollet is a Senior Director of Product Development at Cboe Global Markets and Managing Director of the Cboe Futures Exchange. As part of Cboe’s Multi Asset Solutions team, Michael’s responsibilities include product evaluation, planning, and delivery. Previously, he was responsible for the day to day operations of the Cboe Futures Exchange while maintaining a business development focus on VIX and variance futures. Prior to joining Cboe in 2004, Michael was an independent futures trader, and before that he worked in mortgage-backed securities research for ABN AMRO. Minimize
S&P Global Contributor
Brian LukeGlobal Head of Fixed Income Indices, S&P Dow Jones Indices
Brian Luke is Global Head of Fixed Income Indices at S&P Dow Jones Indices (S&P DJI). With over 15 years of fixed income experience, Full Bio
Brian Luke is Global Head of Fixed Income Indices at S&P Dow Jones Indices (S&P DJI). With over 15 years of fixed income experience, Brian leads S&P DJI’s global fixed income indices, including the S&P Municipal Bond, Global Bond, Global Leveraged Loan, and Global Bond Futures Indices. These index series cover key benchmarks for the fixed income market such as the S&P National AMT-Free Municipal Bond Index, the S&P/LSTA U.S. Leveraged Loan 100 Index, the S&P 500® Bond Index, the Dow Jones Sukuk Total Return Index, and the S&P Green Bond Index.
Previously, Brian headed S&P DJI’s index construction, development, and implementation for fixed income, commodities, and alternative indices. Before joining S&P DJI, Brian led the U.S. fixed income trading desk for Maybank Global Markets, where he managed the bank’s U.S. dollar fixed income portfolio. Prior to that, he worked at Pacific Income Advisers, where he traded and managed active and passive portfolios for institutional and retail investors. As a fixed income specialist, Brian has presented on Bloomberg TV, covering headline events and investment strategies within the fixed income markets.
Brian is a CFA charterholder and holds a bachelor’s in business administration with a concentration in finance from the University of Washington. In his spare time, Brian enjoys skiing and traveling, having logged over 30 ski resorts and visited over 40 countries and holds U.S. and EU passports. Minimize
S&P Global Contributor
Lynn BachstetterSenior Director, Head of U.S. Insurance Solutions, S&P Global Market Intelligence
Lynn Bachstetter is a Senior Director on the U.S. Insurance Product Management team at S&P Global Market Intelligence. Full Bio
Lynn Bachstetter is a Senior Director on the U.S. Insurance Product Management team at S&P Global Market Intelligence. In this role, Lynn helps oversee the operational and strategic management of the Insurance Group. The Insurance Group is responsible for delivering company-specific and sector information to 1,000+ clients, including investment banks, asset management firms, global and regional insurance companies, brokers, consultants and accounting firms. Prior to joining the firm in 2008, Lynn was a credit ratings analyst with Fitch Ratings covering insurance companies. Lynn holds a Bachelor of Science in Business Administration degree from Villanova University. Minimize
S&P Global Contributor
Yoshiki ObayashiManaging Director, Head of Research, Applied Academics
Yoshiki is a managing director at Applied Academics where he is responsible for the firm’s research activities. Full Bio
Yoshiki is a managing director at Applied Academics where he is responsible for the firm’s research activities. He has developed several fixed income volatility indices in partnership with Cboe and has also pioneered statistical methodologies for predicting the performance of active managers. Prior to founding the firm, he managed credit portfolios for a proprietary fixed-income trading group of an investment bank. He holds a PhD in Financial Economics from Columbia Business School. Minimize
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