High Speed Fixed Income Analytics

• The market standard for valuation and analysis of bonds, MBS, interest rate derivatives, and structured products.

Advisory and Consulting Services

• Debt management, model validation and calibration, counterparty exposure measurement, hedge effectiveness testing, and portfolio construction.

Independent Valuation Services

• Bonds, MBS, interest rate derivatives, and structured products.

• Dr. Kalotay is quoted again by Gretchen Morgenson in a front-page article of the August 6th edition of New York Times: Exotic Deals Put Denver Schools Deeper in Debt.

Upcoming

• In January 2011, Dr. Kalotay will give a talk at an event on illiquid investments, which is hosted by the Montreal chapter of PRMIA.

• Dr. Kalotay will give a talk on Valuing Illiquid Mortgage Products at the Risk Magazine seminar for Measuring fair value for illiquid financial instruments, on September 14th in New York.

August 2010

• Dr. Kalotay is quoted again by Gretchen Morgenson in a front-page article of the August 6th edition of New York Times: Exotic Deals Put Denver Schools Deeper in Debt.

July 2010

• The Bond Buyer featured Dr. Kalotay guest editorial on July 26th, on the topic of Making Sense of the Make-Whole Call, From Its Origins to BABs.