Stress Your Portfolio for Multiple Tariff Scenarios: How Will Your Portfolio React to Potential Tariff Outcomes?
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
Naima Hammoud
Quantitative Researcher
Bloomberg
Naima Hammoud joined Bloomberg in August 2022. She currently focuses on fixed income portfolio risk models in developed markets. Prior to Bloomberg, Naima was an Assistant Professor of Mathematics at New York University’s Courant Institute of mathematical Sciences. Naima obtained her Ph.D. in Applied Mathematics from Princeton University in 2016.
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.