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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/Risk.net 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

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