IDS GmbH - Analysis and Reporting Services
IDS GmbH - Analysis and Reporting Services
IDS GmbH - Analysis and Reporting Services
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19<br />
Data Quality<br />
Bloomberg BVAL<br />
• Observation: If an asset is infrequently traded, there are only few market data,<br />
<strong>and</strong> they do not have good quality.<br />
• Bloomberg BVAL determines price for an asset based on available market data:<br />
traded prices<br />
indicative prices<br />
similar assets<br />
model prices<br />
• BVAL-Score ( = data quality) indicates asset liquidity<br />
© <strong>IDS</strong> <strong>GmbH</strong> – <strong>Analysis</strong> <strong>and</strong> <strong>Reporting</strong> <strong>Services</strong><br />
19
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