Simplicity in Integrating Your Liquidity Stress Tests
- Introduction: ESMA/Liquidity Stress Testing
- LQA Solution
- Liquidity Stress Testing Architecture via PORT Enterprise
- Q&A
Speakers
Stanley Yeh
Portfolio and & Risk sales representative
BLOOMBERG/ LONDON
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.
Bryan Weber
Portfolio Risk & Analytics Product Manager
BLOOMBERG/ 731 LEX
Bryan has been working within the Portfolio & Risk Analytics’ global business development group with a concentration on portfolio and firm-level risk management applications since 2008. Prior to the Portfolio & Risk Analytics group, he spent 6 years within the business development group of the Bloomberg AIM product targeting portfolio/firm level risk reporting, trade execution management, and post trade processing. His career at Bloomberg started in 1992 within our Portfolio department run from the Skillman, New Jersey office.
Bryan received a Bachelor of Science degree in Economics from the University of Delaware as well as holds an FRM designation.