Corporate Treasury: Hedging in Volatile Markets
Discussion Topics
- Pre-trade FX market analysis, forecasting and valuation
- Structuring an optimal FX hedge
- Backtesting and stress testing analysis of an FX hedge
- Effective FX execution
- Strategic risk management in volatile times
Speakers
Annie Grebenyuk
FX Markets and Corporate Treasury Specialist
Bloomberg
Annie Grebenyuk is an FX markets and corporate treasury specialist at Bloomberg. Her focus is on assisting Bloomberg clients to optimise their FX and treasury operations while working closely with Bloomberg product developers to help enhance Bloomberg solutions and to tailor them to the current market needs. She joined the company 10 years ago from Barclays Capital where she was an FX exotic options trader for 5 years. Previously she worked briefly at BNP Paribas. Annie holds an MSc degree in Financial Mathematics from the University of Oxford and BA degree in Mathematics from the University of Cambridge.
Stefan Schmidt
Enterprise Solutions Specialist for Derivatives and Risk Management
Bloomberg
Stefan Schmidt is a specialist in enterprise solutions for derivatives and risk management. He is responsible for the business development of Bloomberg's risk platform (Multi-Asset Risk System “MARS”) for all businesses except financial services companies in Europe, the Middle East and Africa. Previously, he spent 5 years at Moody's Analytics, where he led a team of quantitative consultants advising clients and specializing in risk management solutions and custom model development. Stefan holds a Master of Engineering in Computer Science from Imperial College London and an MBA from INSEAD Paris.
Alex Bakri
FX Electronic Trading Sales
Bloomberg
Alex is currently part of the FX Electronic Trading Solutions team covering clients in the UK and Ireland. Before joining Bloomberg he held different Front Office roles at J.P. Morgan and Citi, including FX spot trader. Alex has completed the CFA program and is a graduate of EDHEC Business School and holds an MBA from London Business School.