Case Study: Liability-Driven Investing in BondEdge®
Recording Info:
Topic:
Topic:
Recorded:
Duration:
Cost:
 Case Study: Liability-Driven Investing
 in BondEdge®
 Tuesday, October 30, 2007
 1 hour 30 minutes
 Free
 
Recording Description: First introduced as a portfolio immunization tool for liability-driven investing nearly 30 years ago, BondEdge now provides cutting-edge fixed income portfolio analytics to more than 500 leading global financial institutions.

In our recently recorded Web seminar, we examine how liability-driven investing tools in BondEdge can uncover surprising mismatches and help ensure that plan portfolios are fully funded to meet future liabilities. Among the highlights:

  • Determine current funding status - BondEdge provides robust risk measures and cash flows for a wide spectrum of fixed income assets and derivatives
  • Uncover unintended mismatches - Compare assets versus liabilities in terms of duration and yield curve exposure, including key rate exposure, to better isolate unwanted risks
  • Mitigate funding volatility risk - Apply a number of strategies, including an interest rate swap hedging scenario, to extend the duration of the liability portfolio and realign the asset/liability relationship in support of sufficient funding
Panelist Info:
Louis J. GehringLouis J. Gehring, Senior Vice President, BondEdge® Product Manager at Interactive Data Fixed Income Analytics works with both clients and prospects on fixed income investment applications and modeling issues. Prior to joining Interactive Data Fixed Income Analytics in 1991, Lou was a pension fund consultant in the trust departments of Citibank and the Irving Trust Company. Lou holds an MBA from SUNY, Buffalo and a BS in Physics from Rensselaer Polytechnic Institute.
Featured panelist:
William Burns, Ph.D.William Burns, Ph.D., Senior Vice President, Director of Research at Interactive Data Fixed Income Analytics coordinates quantitative research, model implementation, and research publications. Before joining Interactive Data Fixed Income Analytics in 1996, he was a Lecturer of Mathematics at U.C. Irvine and Chapman University. He received his Ph.D. in Pure Mathematics from the University of California, Irvine.
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