Decomposing the Noise: Portfolio Risk Attribution in a Shifting Market
Join us to explore how to adapt your investment strategy in response to upcoming tariff changes. Using Bloomberg’s analytical tools, we’ll break down the market shifts, identify portfolio impacts, and demonstrate how to reposition effectively in the new environment.
What you’ll learn:
• Market overview: Which sectors are bouncing back, and which are lagging?
• Risk Change Attribution: Understand the drivers of portfolio risk changes
• Tickerization with position sizing & Portfolio Grouping (Intraday)
• TLTS BQL: Equity portfolio exposure analysis with historical context
• New Scenario Methodology (Fixed Income):
• Leveraging new factors
• Setting appropriate input magnitudes
• Decomposing scenario returns by factor
• Integrating Climate Risk into portfolio analysis
Speakers
Yuriko Obayashi
Buy-Side Performance and Risk Specialist
Bloomberg
Yuriko Obayashi is a Buy-side Performance and Risk Specialist with a focus on Switzerland, bringing over 5 years of expertise to Bloomberg. Throughout her tenure, she has demonstrated a keen understanding of the performance risk space, providing expertise to new and existing clients on our portfolio and risk management system.
Viktor Jonsson
Buy-Side Performance and Risk Specialist
Bloomberg
Viktor Jönsson is a Buy-Side Performance and Risk specialist for Europe, actively engaging new and existing clients on our solutions for portfolio management. Over the years he has developed deep expertise in the multi-asset risk models that lay the foundation for a new and innovative portfolio management platform part of the Bloomberg Buy-Side Solutions.
Adam Ali
Buy-Side Performance and Risk Specialist
Bloomberg
Adam is a Buy-Side Performance and Risk specialist for UK & Ireland, providing expertise to new and existing clients on our state-of-the-art solutions for portfolio and risk management. Prior to joining Bloomberg, Adam worked at various Tier 1 asset management companies in portfolio construction, performance analysis and investment reporting roles.