Valuation Pricing Service

Quality-assured price feed for the fund industry (KARBV), retail banks (MiFID II), and insurance companies (lower of cost or market principle)

full transparency

multi-vendor integration

Reduction of data costs

automated valuation

audit-compliant processes

The Valuation Pricing Service (VPS) delivers high-quality, fully automated valuation prices for almost all asset classes, including illiquid securities and OTC derivatives.

By applying transparent, rule-based processes, the VPS ensures accurate results while reducing manual effort and improving auditability. Comprehensive plausibility checks, combined with cascading vendor connections guarantee that clients receive the most reliable price available for each instrument class.

Efficient and Cost-Optimised Data Procurement

The VPS intelligently connects to a wide range of external vendors as well as internal data sources to streamline your market data procurement.

By leveraging existing licenses and proprietary data, the service avoids unnecessary costs for duplicate or redundant connections. Licensed or model-based prices are only retrieved when no other suitable market data is available, ensuring a sustainable reduction of long-term data costs.

Customisable Pricing Logic per Instrument Class

Every instrument class has its own market characteristics and data availability.

The VPS applies customer-specific rules to all available prices and combines them with class-specific logic to produce the optimal valuation. This approach guarantees that the pricing process reflects your unique requirements, while maintaining consistency and compliance across your portfolio.

Comprehensive Plausibility Checks

Before a final valuation price is delivered, the VPS performs thorough plausibility analyses using cascading vendor logic and cross-source validation.

This ensures that only the most reliable and representative price is selected, even for complex or illiquid asset classes. Optional integration of technical information such as corporate actions as well as markings regarding source quality (e.g. Regulated Markets (RM), Multilateral Trading Facilities (MTF), Best Trading Venues and market level classifications) further enhances the quality and reliability of your pricing.

Fully Automated and Seamlessly Integrated

The entire process, from data retrieval to price determination, runs in a secure, automated environment.

Interfaces to your internal systems, administrators and market data vendors ensure minimal operational overhead. The result is a consistent, timely and audit-compliant price feed that integrates effortlessly into your existing workflows.

Extendable

The Valuation Pricing Service (VPS) is closely aligned with our other Risk & Compliance solutions.

By combining VPS with Transaction Cost Calculation (TCC) or Market Conformity Check and Best Execution (MCC), clients can leverage consistent data sourcing and shared process routines, reducing operational effort and costs. In addition, valuation data can serve as an essential input for our Risk Management Service, ensuring that risk analyses and scenario simulations are based on high-quality, consistent and audit-compliant price information. This way, VPS acts as the central foundation for reliable and efficient risk and compliance processes across your organisation.