Andrii Liakhovchenko

Swedbank AB

Andrii Liakhovchenko finished his Bachelor degree in Quantitative Economics from Vilnius University in 2022. Andrii has over 3 years of professional experience in valuation team of EY Baltics (2022-2024) and over a year of experience in financial risk management in the market risk area of a regional commercial bank, Swedbank AB (2024-present). He is a Chartered Financial Analyst (CFA) since 2023 and a certified Financial Risk Manager (FRM) since 2025. The main academic interest is quantitative risk management.

Articles by Andrii Liakhovchenko

Original research

Exceedance-based backtesting of expected shortfall

The authors apply exceedance-based validation techniques often used for VaR model validation the the validation of ES models, showing such an application to be feasible.

18 Feb 2026

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