Overview

Valuation and pricing teams face constant pressure: deliver timely marks, defend methodologies, and satisfy auditors and regulators — all while working with incomplete or inconsistent data. Quotes are fragmented across dealers, trades are scarce, and models drift without reliable calibration.

SOLVE changes that. By parsing 24M+ daily quotes through SOLVE Quotes and combining them with predictive trade pricing from SOLVE Px™, SOLVE equips valuation professionals with defensible, transparent data to validate marks, benchmark vendors, and streamline audit processes.

Market Challenges

  • Fragmented inputs

    Dealer runs, quotes, and trades scattered across sources.

  • Model drift

    Pricing models diverge from market reality without calibration.

  • Scrutiny is rising

    Auditors, regulators, and boards demand hard evidence for marks.

  • Manual burden

    Validation and reconciliations consume valuable time.

How SOLVE Helps

  • Centralize Pricing Intelligence

    Access structured market color, trade data, and predictive pricing models in one system—reducing reliance on disparate data sources. Gain clarity across bonds, loans, and structured products through a unified view of current and historical prices.

  • Validate Vendor & Internal Models

    Benchmark vendor marks and internal valuations against SOLVE Px™ predictive trade pricing and SOLVE Quotes composite data. Identify and resolve discrepancies with data-driven precision and defensible transparency.

  • Accelerate Compliance & Audit Readiness

    Support fair value documentation and model validation workflows with full traceability. Easily surface underlying data, quote sources, and model confidence scores for every evaluated price.

  • Enhance Operational Efficiency

    Automate manual processes with API integrations, Excel Add-Ins, and FTP delivery—reducing turnaround time for pricing reviews and regulatory reporting.

Clarity in Numbers

24M+

Quotes parsed daily through SOLVE Quotes

250,000+

Corporate bonds with predictive trade pricing

900,000+

Municipal bonds priced and tracked daily through SOLVE Px | Municipal Bonds and SOLVE Secondary Market Pricing

300+

Model features used in SOLVE Px predictive pricing calculations

<3 bps MAE

Mean Absolute Error achieved by SOLVE Px’s predictive pricing models across major asset classes

10+ years

Of historical market data across fixed income asset classes

Use Cases

  • Vendor Benchmarking (Buy-Side & Sell-Side)

    Compare vendor marks to market-derived prices and predictive fair values to ensure consistency and compliance.

  • Model Calibration (Buy-Side)

    Use predictive pricing and observed quotes to fine-tune valuation models across illiquid asset classes.

  • Audit & Compliance Support (Buy-Side & Advisory)

    Provide full transparency into pricing inputs and methodologies, strengthening audit trails and defensibility.

  • Challenging Counterparties (Sell-Side)

    Dealers leverage SOLVE Quotes to evidence price levels during internal reviews or when challenged by clients, improving defensibility and reducing disputes.

  • Portfolio Valuation Consistency (Cross-Segment)

    Across buy-side, sell-side, and service providers, SOLVE Px outputs and the SOLVE Relative Value Analysis solution bring consistency to marks across large, diverse portfolios.

  • Backtesting & Trend Analysis (Cross-Segment)

    With 10+ years of history across fixed income, valuation teams backtest assumptions, track spread shifts, and analyze historical liquidity to strengthen pricing frameworks.

Relevant SOLVE Solutions

  • SOLVE Quotes

    Pre-trade transparency from 24M+ daily quotes across bonds, loans, and structured products.
    Used by valuation teams to benchmark prices, validate vendor marks, and source observable market color for compliance documentation.

  • SOLVE Px™ | Corporate Bonds

    Predictive trade pricing for 250,000+ corporate bonds using SOLVE’s proprietary AI models and 300+ market features. Provides continuously updated fair value estimates with confidence scoring and explainable AI—supporting audit-ready validation and price reasonableness testing.

  • SOLVE Px | Municipal Bonds

    Predictive pricing for 900,000+ municipal bonds, with mean absolute error (MAE) under 3 bps and accuracy 34% higher than traditional methods.
    Delivers observable and model-derived prices at the CUSIP level, enabling fair value analysis and validation in thinly traded or illiquid muni names.

  • Workstation | Banking Data

    Portfolio-level transparency and monitoring for public and private credit exposures.
    Enables valuation teams to centralize benchmarks, access issuer-level analytics, and track market movements across corporate and municipal holdings.

Clarity Powered Through
Millions of Data Points

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Valuation & Pricing Teams