Webinar

Introduction to PORT Risk and Attribution Models

On Demand
Duration: 102 Minutes
Original Date: July 05, 2023

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Agenda: Join us for this exclusive webinar (Q&A session included) where our head of portfolio risk and analytics research and product manager will provide an overview of Bloomberg's next generation best-in-class Attribution and Risk models. In this webinar, we will share about PORT's latest MAC HPA multi-asset class attribution models and the flexible model choices to fit different investment styles. We will also share about PORT's latest MAC3 multi-asset class risk models - methodology, enhancements, backtest performance and applications for risk analysis on PORT's new UI Workspace.  

Speakers

Bryan Weber

Portfolio Risk & Analytics Product Manager

Bloomberg

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.

Yingjin Gan

Head of Fixed Income Portfolio Research

Bloomberg

Yingjin Gan heads up the fixed income portfolio risk and analytics research group at Bloomberg. She leads the research effort on developing fixed income risk models and performance attribution models. She also plays an important role in model implementation, quality control, and model publications. She joined the team in December 2008. Prior to Bloomberg, Yingjin worked at Lehman Brothers’ Fixed Income Research Department since 2005. Her role was to develop the performance attribution capabilities of Lehman’s portfolio management platform (POINT), and market the platform to asset managers, hedge funds and insurance companies. Yingjin graduated from the Wharton school, University of Pennsylvania with a Ph.D in Applied Economics in 2005.

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