SOLVE provides an AI‑driven platform that aggregates over 24 million daily dealer quotes across corporate, municipal, loan, and structured‑product markets to generate predictive fair‑value prices (SOLVE Px™) for fixed‑income securities. Each price is accompanied by a Confidence Score that quantifies pricing uncertainty, helping valuation, pricing, and risk teams produce transparent, defensible marks and streamline compliance through API, Excel, and FTP integrations.
Funding
Funding not disclosed
Founders
Product
Problem
Valuation and pricing teams in fixed‑income markets must produce timely, defensible price marks despite fragmented dealer quotes, scarce trade data, and increasing regulatory scrutiny. Illiquid corporate and municipal bonds often lack observable prices, leading to model drift and manual, error‑prone validation processes.
Solution
SOLVE aggregates and parses over 24 million daily quotes across corporate, municipal, loan, and structured‑product markets, then applies AI‑driven predictive models (SOLVE Px™) to generate trade‑level fair‑value estimates. Each predictive price is accompanied by a Confidence Score that quantifies pricing uncertainty, enabling users to interpret model outputs with clear risk metrics. The platform centralizes market color, historical data, and analytics in a single interface, supporting benchmark comparisons, vendor validation, and audit‑ready documentation. API, Excel add‑ins, and FTP delivery automate data flows, reducing manual effort and improving compliance readiness for both buy‑ and sell‑side firms.
Target Audience
Primary users are valuation, pricing, and risk teams at buy‑side asset managers, sell‑side dealers, and advisory firms that require transparent, defensible pricing for corporate, municipal, loan, and structured‑product portfolios.
Features
- SOLVE Quotes engine parses 24 M+ daily dealer quotes and structures them for instant retrieval across bonds, loans, and structured products
- SOLVE Px™ predictive pricing covers 250 k+ corporate bonds and 900 k+ municipal bonds using >300 market features and AI models with <3 bps mean absolute error
- Confidence Score metric provides quantitative uncertainty for each AI‑generated price, supporting risk‑adjusted decision making
- Integrated data access audit tools assess the resilience of pricing workflows and identify gaps in market coverage
- API, Excel add‑in, and FTP delivery options enable seamless integration into existing valuation and risk systems
- Structured‑product analytics and MBS Source data extend coverage to agency mortgage‑backed securities and asset‑backed securities
- Workstation modules (e.g., Debt Analysis, Scale Viewer/Writer) deliver on‑demand issuer profiles, benchmark scales, and primary‑market intelligence