NSD valuation center

Valuation service for bonds and other financial instruments, accredited by the Bank of Russia

Consultation request

Get fair prices every day

Illiquid assets

How would you valuate non-traded or illiquid assets? The NSD Valuation Center revaluates Russian bonds and other financial instruments on a daily basis, based on the IFRS13 requirements

Mark-to-model

We disclose all valuation models for any client to be able to cross-check the algorithms. The NSD Valuation Center Expert Council supported by the Bank of Russia develops and updates valuation models in line with the global and Russian market best practices

View and download

We provide fair values on a daily basis on the website and in JSON or XML/DBF for you to get the pricing on time. The service supports automatic download via REST API

Russian Ministry of Finance Eurobond
NSD Valuation Center fair pricing based on OTC market data. Russia-42, Jan-Feb 2019
RUONIA Floating Rate Government Bond
Proprietary yield curves on RUONIA provide stable pricing for illiquid loating rate assets. Floating rate OFZ, May-Jun 2019
Russian Government Bond (OFZ)
We use the Moscow Exchange data to price local bonds and the models provide you with stable quotes anytime. OFZ, Jun-Sept 2018

Use cases

Risk management

Set repo haircuts

Get yield curves for the Russian market

Perform historical risk modeling

Regulatory reporting

Fair value and MtM reporting

Estimate NAV for MIF and AIF

Get data for customer reposts

Middle office

Collateral management

Disputing margin calls

Illiquid assets valuation

2,000+ ASSETS

  • Rated Russian bonds
  • Russian mortgage bonds
  • Russia-related corporate eurobonds
  • Eurobonds of the Russian Ministry of Finance
  • Floating rate bonds linked to RUONIA, CPI and sovereign yield

Fair prices based on IFRS13

01

Main market

We use prices and volumes from the main market to calculate the fair price for actively traded assets

02

Other markets and similar assets

No prices today? We automatically check different markets and add relevant indices or indicators

03

Fundamental models

How to value the assets that have no quotes or traded prices at all? We run multiple factor models to make the valuations as precise as possible

Monthly fee

RUB 7000
per asset type

* Download the prices in JSON or get them in the web.
Note that Corporate Eurobonds valuation costs 24 000 rub per month

How to get fair prices?

1

Try the feed for two weeks free of charge and select the asset types you need

2

Request and sign an agreement

3

Get fair prices on nsddata.ru

Оценка облигаций с плавающим потоком платежей

Оценка еврооблигаций Правительства РФ

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