How Man Numeric found SVB red flags in credit data
Network analysis helps quant shop spot concentration and contagion risks
Quantitative investment firm Man Numeric says alternative data and network analysis of the credit markets provided an early warning signal for the failure of Silicon Valley Bank last month.
The $36 billion equity and credit manager is currently on a mission to apply advanced quantitative techniques to the old-school bond market.
The firm is using data automation and systematic processes to anticipate credit market blips and plot the appropriate response, says Robert Lam, co-head of credit at
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