Introduction to BondEdge Next Generation Version 3.2

Dear Fixed Income Professional:

We invite you to register for access to the replay of our recently recorded webcast: Introduction to BondEdge Next Generation Version 3.2

Recording Info:

Topic:
Recorded:
Duration:
Cost:

Introduction to BondEdge Next Generation Version 3.2
Thursday, April 22, 2010
1 hour 15 min
Free

Recording Description:

During the past 12 months, BondEdge clients have been increasingly converting to our Next Generation platform. We have been very pleased at the positive feedback we have received on our latest, most technologically advanced platform. These clients have benefited from Next Generation’s intuitive user interface, ease of navigation, centralized reporting engine that has enhanced our standard and custom client report capabilities and innovative technology framework that enables faster development of reporting enhancements.

In anticipation of the release of Version 3.2 at the end of April, we wanted to update our customers on further significant enhancements to the system and provide a review of the features and benefits of the BondEdge Next Generation platform.

This informative webcast provides a general overview of BondEdge Next Generation and also highlights new features released in Version 3.2:

Multi-Factor Term Structure Model
RMBS Enhanced Collateral Information
BondEdge Prepay Scaling at Security Level
Prepay Speed and Loss/Default Import
Multiple Instances of Single Security “What-If”
Additional Charting capability and Report Format controls

Panelist Info:

Louis J. Gehring
Senior Vice President, BondEdge® Product Manager
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
Vice President & Director, Product Development
and Quality Assurance
Philippe Rasborn is Vice President & Director, Product Development and Quality Assurance 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.
Senior Vice President, Director of Quantitative Research
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,
Jeffrey Foley
Vice President, Director of Analytic Solutions
Interactive Data Fixed Income Analytics

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