TAKE CONTROL OF YOUR DATA.
WITH MORE CERTAINTY.
MORE CLARITY.
MORE CONFIDENCE.
Price Master
Obtain precise pricing and optimize risk oversight
- Ensure accurate and trusted pricing
- Streamline pricing exception handling
- Enhance compliance and valuation accuracy
GoldenSource Price Master delivers a reliable, validated gold copy of prices from multiple vendors and internal sources, supporting both End-of-Day (EOD) and intraday pricing processes—critical for meeting non-negotiable EOD timelines and optimizing data flows.
Price Master’s flexible rules manage requesting, loading, and validating prices, with robust checks for stale data, day-over-day tolerance, cross-vendor consistency, calendar alignment, price types, and statistical analysis. These validations ensure pricing accuracy and timeliness, which is essential given the number of consumers and downstream systems reliant on this data.
The centralized Suspect Handling UI enables teams to review, correct, audit, and approve pricing exceptions across multiple valuation dates, streamlining workflows and reducing operational risk. Support for built-in vendor price mappings and integration with all major vendors simplifies data consolidation across multiple business lines and reporting cycles.
Additional modules include Pruval, Bond Proxy, Bid-Ask spreads, Independent Price Verification, and valuation impact analysis, each of which helps firms to optimize EOD and intraday processes, meet stringent regulatory standards, and ensure accurate NAV and portfolio metrics.
Curve Master
Standardize market risk factors and strengthen valuation accuracy
- Validate market risk factor curves and surfaces
- Automate yield curve and volatility surface construction
- Support regulatory compliance and governance
GoldenSource Curve Master provides a robust solution for managing and validating market risk factor curves and surfaces—the core ingredients for pricing derivatives and other OTC-type products that lack liquid market prices.
Using GoldenSource’s unique data model, Curve Master provides visualization, zoom, and validation for individual points and entire curves, including checks on validity, smoothness, and parallel shifts, ensuring data integrity for derivative pricing.
It also includes built-in interpolation and bootstrapping to automate yield curve and volatility surface construction, streamlining workflows and reducing errors.
Its Curve Definitions module provides best-practice curve packages mapped to multi-sourced vendor identifiers, with screens to efficiently manage curve reference data.
Curve Master enables alignment with regulatory frameworks like FRTB, improved auditability, risk reporting, and valuation accuracy. By standardizing market risk factors and centralizing data, it supports risk aggregation, model validation, and regulatory compliance to help manage risk with greater confidence and efficiency.
