How Man Numeric found SVB red flags in credit data

Network analysis helps quant shop spot concentration and contagion risks

SVB red flags
Main photo: Tony Webster/ montage

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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here