Team BLX

Guangyu Shi

Associate Director - Los Angeles
Structured Products/Derivatives


Beijing University of Aeronautics and Astronautics, 1994 - Bachelor of Science
Rensselaer Polytechnic Institute - MS in Mechanical Engineering, 2000
Stanford University - MS in Finance 2004

FINRA Licenses

Series 50 Municipal Advisor Rep (2016 to Present)

Guangyu Shi has over 20 years of derivative modeling experience. She is nationally known in the realm of building derivative models, calculating swap mark to market values, evaluating credit valuation adjustments pursuant to FASB 157, preparing monitoring reports, performing hedge effective analysis under GASB 53/FASB 133, and verifying periodic swap payment amounts.

Guangyu also provides analytical work to evaluate and compare the relative quality of various investment instruments via data interpretation (e.g., price, yield, stability, liquidity, investment risks, and economic influences on different investment alternatives).

She has developed a specialized expertise in GASB 53 and related matters and has a keen understanding of the subtle factors responsible for valuation discrepancies with counterparties. She has an excellent track-record for quickly and efficiently resolving such matters, not just for purposes of reconciling valuations, but for collateral posting requirements as well. She has identified counterparty errors that have been worth thousands of dollars for the benefit of our clients.

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