Systematically centralize, normalize, and master securities reference data into one trusted source.
Data quality monitoring and a bi-temporal architecture engineered for audit trails and data lineage.
Scalable, cloud-native technology to absorb new products and added complexity as a business grows or evolves, without re-platforming.
A market use case on how banks and sell-side institutions can streamline securities reference data management with help from Arcesium.
Securities reference data is growing increasingly complex for banks and sell-side institutions to manage. Without a single source of truth, this data is often siloed, fragmented, and burdensome to normalize, reconcile, and manage across systems. The problem is compounded by resource constraints, as firms are asked to do more with less, often with scarce engineering talent tied up maintaining legacy systems.
Our Financial Data Stack and security master capabilities are designed to help banks and sell-side institutions efficiently master, integrate, and scale data across regions, business lines, and asset classes. Established connections to numerous market data providers and third-party tools, paired with pre-built adapters, enable firms to systematically ingest securities data and keep information current and easily accessible. Data quality management is built into core architecture, with rules, monitoring, and exception workflows that proactively support data quality.
Firms stand to gain a unified, consistent view of securities reference data across business lines and geographies with teams working from a normalized source. A bi-temporal architecture is built for data lineage and audit trails to help make historical analysis and compliance less complex and resource-intensive. Rather than building and maintaining solutions in-house or relying on multiple specialized systems, firms benefit from purpose-built, scalable technology.
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