Interactive Data has decades of experience in providing independent fixed-income evaluated pricing and is a recognised leader in the market. Interactive Data's teams of evaluators operate in three major time zones to evaluate approximately 2.8 million fixed-income and international equity issues every day, covering a broad range of instruments that include global asset-backed securities (ABS), mortgage-backed securities (MBS) and collateralised mortgage obligations (CMOs). Independent valuations for a broad range of alternative investments are also available. Over 5,000 financial institutions in over 50 countries, including central banks, investment banks, major mutual and investment fund companies, subscribe to Interactive Data's evaluated prices.About Interactive Data Corporation Interactive Data Corporation (NYSE: IDC) is a trusted leader in financial information. Thousands of financial institutions and active traders, as well as hundreds of software and service providers, subscribe to our fixed income evaluations, reference data, real-time market data, trading infrastructure services, fixed income analytics, desktop solutions and web-based solutions. Interactive Data’s offerings can help clients around the world with mission-critical functions, including portfolio valuation, regulatory compliance, risk management, electronic trading and wealth management. Interactive Data is headquartered in Bedford, Massachusetts and has more than 2,400 employees in offices worldwide. Pearson plc (NYSE: PSO; LSE: PSON), an international media company, is Interactive Data’s majority stockholder. Pricing, evaluations and reference data are provided in the US through Interactive Data Pricing and Reference Data, Inc. and internationally through Interactive Data (Europe) Ltd. and Interactive Data (Australia) Pty Ltd. Valuations for OTC derivatives and structured products, and TALF loans are provided by Interactive Data through an agreement with Prism Valuation. For more information about Interactive Data please visit: www.interactivedata.com About Prism Valuation Prism Valuation was founded in 2006 to provide independent valuation and risk management services for customers’ deals covering all major asset classes. Prism Valuation has a team of senior people, each with many years’ direct and extensive experience on the trading floors of leading international structured products dealers. This core knowledge base is supported by a team of high-calibre associates, each highly skilled in financial engineering and computer modelling.
Prism Valuation’s strategy in providing services is to replicate the pricing and risk analysis capabilities of a structured products dealer. In this spirit, a bottom-up approach is taken, in which the valuation quant teams independently analyse original deal documentation (deal termsheet, confirm or prospectus) and then decide on the required market data, appropriate models and relevant calibration strategies most suitable for valuing a given deal.