Stress Your Portfolio for Multiple Tariff Scenarios: How Will Your Portfolio React to Potential Tariff Outcomes?
In this webinar, we'll equip clients with tools to simulate and prepare for different tariff-related scenarios.
Discussion Topics:
Discussion Topics:
- Framework for building plausible tariff escalation and de-escalation scenarios.
- How to model structural breaks in trade policy using historical volatility and beta shifts.
- Short-term vs long-term effects of tariff imposition/removal.
- Run what-if scenarios through the platform.
- Highlight key outputs: risk metrics change, VaR, contribution to volatility.
Speakers
Tizian Otto
Portfolio and Analytics Research
Bloomberg
Tizian Otto, Ph.D., is a Researcher in the Portfolio & Risk Analytics Team at Bloomberg in London where he is leading the acceleration of machine learning adoption. Prior to that, he was a Research Fellow at Yale University as well as a Visiting Research Scholar at Stanford University and Harvard University. During his doctoral and postdoctoral studies, Tizian worked on the development of machine learning-based models to forecasting return, risk, and liquidity in different financial markets. Holding a Ph.D. in Finance from the University of Hamburg, Germany, he reviewed and published several articles on this topic in leading academic and practitioner journals.