Liquidity disclosure: Navigating the JITA guidelines | Bloomberg Professional Services
Webinar

Liquidity Disclosure: Navigating the JITA Guidelines

The Japanese Investment Trust Association (JITA) liquidity classification guidelines are due to come into force on January 1, 2022. The guidelines seek to enhance disclosure of fund liquidity and redemption practices under both normal and stressed conditions over the fund lifecycle. After consultation with market participants, however, some aspects of the guidelines remain in contention.

We invite you to join a webinar to learn about the guidelines, understand key challenges, and discover the extent to which market participants have reached consensus on certain topics.

Speakers

Fergus Trenholme

EMEA Product Manager, Risk & Investment Data Analytics

BLOOMBERG/ LONDON

Fergus Trenholme is a Liquidity Risk Specialist at Bloomberg L.P., the world’s most trusted source for real-time and historical financial data, news, research and analytics. Fergus is responsible for the product development of Bloomberg’s Liquidity Assessment solution (LQA) which helps clients formulate trading strategies and evaluate liquidity risk by quantitatively estimating a security’s liquidity. LQA is part of Bloomberg’s Risk and Investment Analytics solutions, helping clients on the both buy and sell side with next generation analytics making use of machine learning techniques. Fergus has spent over 20 years in Banking in a variety of roles ranging from Market Risk to Model Validation. Prior to joining Bloomberg, Fergus worked at Nomura where he was responsible for implementing the European Banking Authority Prudent Valuation framework. Fergus holds a Bachelor of Economics from the University of Sheffield.

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