Bloomberg Data Solutions for IBOR: Preparing for Successful Rate Migrations Part II (2)
As a follow up to the last IBOR Transition webinar, Bloomberg's Product Management team will further discuss its comprehensive suite of data solutions focused on providing the necessary information and transparency required for successful rate migrations. Given recent events, we will highlight several use cases to monitor, track and analyze the new bond structures.
Discussion Topics:
- A review of Bloomberg's Enterprise Data products relating to the IBOR transition
- An overview of enhancements made to Bloomberg's Corporate Actions and Reference Data products
- Examples of instruments that have transitioned, and how they were represented in these products
Speakers
Maureen Gallagher
Enterprise Data Product Manager
Bloomberg L.P.
Maureen Gallagher is the Global Head of Enterprise Reference Data at Bloomberg. In her role she is responsible for managing the Reference Data products covering Terms & Conditions Data, Corporate Actions and Legal Entity Data. She joined Bloomberg in 2010 and has held leadership roles in various divisions with in Bloomberg L.P. Including Bloomberg's Global Data Division. Maureen holds a Bachelor of Science in Finance from Lehigh University.
Dominick D'angelo
Enterprise Data Product Manager
Bloomberg L.P.
Dominick oversees product development for Bloomberg's Enterprise Data solutions for Cash Equity and Fixed Income Reference Data, as well as Economics. He joined Bloomberg's Analytics Department in 2009, where he managed Foreign Exchange, Commodities, and Structured Cash Flow Product teams. Dominick holds a Bachelor of Arts in Finance from Muhlenberg College, and a Masters in Business Administration from Fordham University.
Christopher Mcdonald
Product Manager - Global LIBOR Fallback Enterprise Data
Bloomberg
Christopher McDonald is the Regulatory Product Manager for Bloomberg’s Enterprise data. Chris leads the design, development and delivery of the Libor Fallback data set. Prior to joining Bloomberg in 2011, Chris managed middle office operations supporting credit, exotic and interest rate derivatives trading desks in London and New York for JP Morgan and in New York for Goldman Sachs.