Bloomberg Valuation Service (BVAL)
Bloomberg Valuation Service (BVAL) is Bloomberg's evaluated pricing service providing independent fair value prices for over 2.5 million fixed income securities including corporate bonds, municipal bonds, government securities, structured products, and derivatives. BVAL prices are designed for portfolio valuation, NAV calculation, regulatory reporting, and risk management, with full transparency on pricing methodology and inputs.
APIs
Bloomberg BVAL Pricing API
Access BVAL evaluated prices, yield curves, spread data, and pricing transparency metadata for fixed income securities via BLPAPI and Data License. Supports corporate bonds, mun...
Bloomberg BVAL Municipal Bond Pricing
Evaluated pricing for US municipal bonds with BVAL's deep munis coverage providing independent prices for general obligation, revenue, and specialty municipal securities. Widely...
Bloomberg BVAL Structured Product Pricing
Evaluated pricing for complex structured finance instruments including ABS, MBS, CMBS, CLOs, and other securitized products using market-consistent models and observable market ...
Features
Third-party evaluated prices for over 2.5 million fixed income securities.
Full transparency on pricing methodology, comparable securities, and model inputs.
Pricing coverage for corporate, government, municipal, and structured products globally.
BVAL prices designed to meet ASC 820/IFRS 13 fair value hierarchy requirements.
Bloomberg yield curves and spread surfaces used in BVAL pricing.
Full audit trail and pricing justification for regulatory and compliance review.
Use Cases
Use BVAL prices for end-of-day NAV calculation for fixed income funds.
Value fixed income portfolios at fair value for reporting and analytics.
Meet fair value measurement requirements for ASC 820 and IFRS 13 reporting.
Use BVAL prices for mark-to-market and risk analytics.
Value fixed income collateral for repo, lending, and margin purposes.
Calculate accurate returns and attribution using BVAL evaluated prices.