Credit Risk Entertainment Forecasting Valuation 
Barry Ritholtz
MARCH 5, 2024
David Snyderman has put together an incredible career in fixed income, alternative credit, and really just an amazing way of looking at risk and trade structure and how to figure out probabilistic potential outcomes rather than playing the usual forecasting and macro tourist game. They have an incredible track record.
Barry Ritholtz
AUGUST 29, 2023
And you had to take on significant duration risk and credit risk just to earn a couple percentage points. DAVIS: Where international equities, because of valuations, probably 7% to 7.5%. RITHOLTZ: So let’s talk about that, because that gap in valuation has persisted for a long time. RITHOLTZ: Right.
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Barry Ritholtz
FEBRUARY 13, 2023
But there are so many tools at your disposal, and let alone how much duration you’re taking, how much interest, how much credit risk you’re taking, illiquidity, et cetera. And how do you make the decision, I’m not comfortable with this credit risk relative to the return it’s going to throw off?
Barry Ritholtz
SEPTEMBER 26, 2023
When you look at this present environment, do you think of yourselves more as bottom up credit pickers or, or do you look at the macro environment and say, Hey, we have to figure out what’s going on there? Also, 00:36:15 [Speaker Changed] You know, we’re bottoms up credit pickers. 00:37:26 [Speaker Changed] Huh.
Barry Ritholtz
MARCH 12, 2024
And up until that moment in time, we didn’t spend a lot of time on credit risk in mortgages. We didn’t really have to model credit risk because that was, that risk was taken by the agencies. But in these private labels, you had the, the market was taking the credit risk.
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