Webinar: Pricing with Confidence When the Market Goes Quiet

A Practitioner Conversation on How Fixed Income Leaders Are Closing the Gaps in Their Pricing Data

Every desk has the same problem. The market slows down, the data dries up, and you’re left defending marks with less information than you had last week. The bond hasn’t traded in three weeks. The dealer axes you relied on have gone quiet. Your structured products inventory feels like a black box.

It’s not just a pricing problem — it’s a visibility problem. And the firms that are getting ahead of it aren’t waiting for the market to come back. They’re rethinking how they source, aggregate, and act on their data.

In this 30-minute conversation, SOLVE’s CEO Eugene Grinberg and SVP Mihai Szabo — who spent 30 years on and around trading desks before building MBS Source — sit down with Solutions Consultant Anthony Mossa to talk through the questions practitioners are actually asking:

• When the last trade was weeks ago and you need to defend a mark by EOD, what are you actually working with?
• How are the most sophisticated desks filling gaps in their structured products data — and what’s becoming table stakes?
• Where does quote data matter more than trade data, and how do you know when to trust a model vs. dig deeper?
• What does it actually look like when a firm goes from stitching together five sources to having a single view of the market? 

This isn’t a product walkthrough. It’s a candid conversation about how fixed income leaders are managing their pricing data when the market isn’t making it easy — and where most firms don’t realize they have gaps.

What You’ll Hear

• How leading desks are aggregating quote data across 30M+ daily data points to see where the market actually is — even when nothing is trading
• What predictive pricing looks like in practice for corporates, and how it’s validated against 6 million real trades
• How structured products teams are using aggregated dealer inventory — 25,000+ bonds for sale daily from 180+ dealers — to close visibility gaps
• Where the models work, where they have limits, and how they sit alongside existing workflows and internal models

Who Should Attend

Portfolio managers, traders, analysts, CIOs, and pricing teams working across corporate bonds, MBS, and structured products — especially if you’re managing data from multiple sources, working around gaps in dealer coverage, or trying to build a more defensible pricing process when the market isn’t giving you clear signals.

Details

Recorded On: March 12, 2026
Duration: 30 minutes plus Q&A

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