Thank you to everyone who joined us on Wednesday for our informative live web seminar featuring our new BondEdge® Asset Manager package.
The recording and materials from this event will be posted in the next couple of weeks.
Event Info:
Event:
Inside BondEdge Next Generation: BondEdge Asset Manager
Wednesday, December 2, 2009
2:00 pm EDT | 11:00 am PDT
1 hour 15 min
Free
Event Description:
During this web seminar, we will explore the BondEdge Asset Manager package of product capabilities to be released at the end of November. We will demonstrate how asset managers can utilize this new package of capabilities to manage risk/return versus a benchmark, proactively project returns, adjust investment strategies and customize reports.
The new packaging of capabilities includes enhancements to Factor-based Performance Attribution for taxable and tax-exempt portfolios and benchmarks and Liability Driven Investing analysis. Portfolio versus benchmark stress testing tools, “what-if” analytics for pre-trade simulations, and automated, flexible presentation style reports and graphics are also included.
Topics covered during this session will include:
Performance Attribution Enhancements including Total Return Report Detail for Portfolio vs. Index (Sector, Quality) and Municipal Factor-Based Attribution
Liability as a Benchmark (LDI)
Benchmark processing and delivery
Enhancements to the API and API Add-In for Excel®
Register yourself and/or the appropriate colleague today!
Panelist Info:
Louis J. Gehring
Louis J. Gehring is Senior Vice President, BondEdge Product Management at Interactive Data Fixed Income Analytics. Mr. Gehring brings more than fifteen years product management experience and fixed income market expertise, having joined the business in 1991. Mr. Gehring leads our efforts to listen to customer and market demands and to ensure that we continuously improve our BondEdge product allowing it to become more valuable and mission critical to our customer’s business process over time. Mr. Gehring speaks regularly at industry conferences and specializes in the topics of performance attribution and fixed income portfolio risk analysis. Prior to Interactive Data, Mr. Gehring worked as a pension fund consultant in the trust department at Citibank and at the Irving Trust Company. Mr. Gehring holds an MBA from SUNY, Buffalo, and a BS in Physics from Rensselaer Polytechnic Institute.
Philippe Rasborn
Philippe Rasborn is Vice President, Product Development at Interactive Data Fixed Income Analytics, and has been with the business since 1996. Mr. Rasborn oversees the product development lifecycle from strategic planning to tactical activities, and provides expertise and leadership in the design, definition and development for all products leveraged from the BondEdge® platform. Mr. Rasborn received his BBA in Finance from Loyola Marymount University, Los Angeles.
William Burns, Ph.D.
William Burns, Ph.D., is Director of Quantitative Research at Interactive Data Fixed Income Analytics. In this role, Dr. Burns leads the Research team that develops and supports the quantitative models (e.g., term structure, option and prepayment) as well as all security-level analytics integral to our bond- and portfolio-level product offerings and services. Prior to joining Interactive Data Fixed Income Analytics in 1996, Dr. Burns served as Adjunct Professor of Mathematics for Chapman University and the University of California Irvine. Dr. Burns holds a Ph.D. in Applied Mathematics from the University of California, Irvine.
Sincerely,
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Jeffrey Foley