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
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
- Without international ratings
- Subordinated bonds
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?
Try the feed for two weeks free of charge and select the asset types you need
Request and sign an agreement
Get fair prices on nsddata.ru
