Access independent fair value pricing for equities and bond globally.
Our Fair Value service helps clients meet their regulatory and compliance requirements by providing daily fair value adjustment factors and prices for over 150,000 equity and fixed income securities. We provide security-level as well as aggregate-level fair value adjustment factors across global hourly snaps with the ability to add custom snap times tailored to client requests.
Our cutting-edge methodology uses the correlation between individual security prices and over 70 market, regional, sector and entity-specific factors to calculate the best estimate of a security’s price outside of active trading hours. Daily model calibration optimizes the accuracy of the fair value estimation. Results of back testing and detailed methodology documents are available for potential clients to review.
Timeliness – Gauge prices on portfolio holdings returned within 30 minutes of market close
Accuracy – Use models calibrated daily to ensure continued calculation accuracy
Transparency – See clearly documented methodology available for review
Dedicated support – Access our global analyst team available for support and price challenges 24 hours per day, 5 days per week
User-Friendly Distribution – Get delivery via FTP, XML or through an API