The reference data model since 1991

Every financial instrument.One model.

FINSUITE® is a comprehensive data model of financial instruments of all types, positions and transactions: the foundation for integrated financial applications.

700+

Classes

3,100+

Attributes

900+

Relationships

600+

Domain types

3,900+

Domain values

The logic

Characteristics, not classifications.

In 1976, Stephen Ross showed that a few securities with sufficiently variable payoffs can span an infinite range of payoffs. Martin Janssen’s 1987 working paper Securities, Cash and Rules applied this insight to describe a complete market from a small set of securities: the foundation for a comprehensive description of financial instruments of all types.

FINSUITE follows the same principle. Instead of sorting instruments into categories, it captures what each one is built from: cash flows, rights, conditions, events and the parties involved. Risk evaluation, asset-liability analysis and portfolio diversification all work at that level.

01

Market-proven

Trusted by leading banks, exchanges, CSDs, data vendors and hedge funds worldwide, powering production-grade applications for more than 30 years.

02

Future-proof

Built on financial market theory and a modular building-block approach, the model stays stable as markets evolve, even for instruments that don't exist yet.

03

Technology-agnostic

Fits any architecture and operating model, integrating cleanly across platforms, institutions and technology stacks.

04

Modular

Implement the full model or only the components you need: customizable building blocks that extend existing systems without disruption.

05

User-friendly

Despite its depth, the model stays easy to work with: clear definitions and strong documentation help teams onboard quickly.

06

Global

Supports multiple currencies, languages and time zones, capturing local market rules as reusable, adaptable principles.

Trusted across the financial industry

UBS
Citadel
SIX
Deutsche Börse Group
Credit Suisse
Zurich
Lombard Odier
LCH
Temenos
360T
BCN

Our history

Three decades in production. One theory at the core.

FINSUITE did not start as a product. It started as financial market theory, and it has been carried through production systems at the heart of the financial industry ever since.

1976

Options and Efficiency

Stephen Ross shows that a small number of securities with sufficiently variable payoffs can span an infinite number of independent payoffs.

1987

Securities, Cash and Rules

Martin Janssen's ECOFIN working paper describes a complete market from a small set of securities, the groundwork for a full description of financial instruments.

1991

The Swiss market adopts the standard

Telekurs (today SIX Financial Information), UBS, Credit Suisse and other Swiss banks adopt the standard virtually simultaneously. Telekurs, UBS, and ECOFIN develop it further as FIDM®.

1999

License for the German market

Finanz-Daten-Systeme GmbH, a subsidiary of Deutsche Börse and Wertpapier-Mitteilungen, is granted a FIDM license for Germany, including sub-licensing rights.

2005

MODM: the position model

A second model aligned with FIDM is developed to represent positions, transactions and conditions of financial instruments.

2009

CONNEXOR launches

SIX Swiss Exchange launches CONNEXOR, based on FIDM and on preparatory work by UBS. It becomes the reference data standard for structured products in the Swiss market and beyond.

2025

Two models become FINSUITE

FIDM and MODM are merged and have since been maintained and marketed under the brand name FINSUITE.

Use cases

One model.
Every side of the market.

FINSUITE customers come from all sectors of the financial market. Choose your perspective.

Unify data islands into a single source of truth.

Trusted by leading financial institutions, from global banks to boutique asset managers. Improve data consistency and power mission-critical operations across front, middle and back office.

Discuss your use case →
Security masterPortfolio & riskTrade managementRegulatory reportingDigital back officeData exchange

A future-proof reference data backbone for market infrastructure.

Enable smarter listing and settlement services across the full instrument lifecycle, with reference data your issuers and members can rely on.

Discuss your use case →
Reference data platformListing & admissionBook-entry openingLifecycle managementPayment instructionsRegulatory & tax

Turn fragmented input into structured, valuable data.

Deliver high-quality, regulation-ready financial reference data at scale. Streamline data operations, reduce reconciliation and accelerate value-added services.

Discuss your use case →
StandardizationEnrichment & analyticsTax & regulatoryFlexible deliveryCorporate actionsNew business models

Build modern financial products faster on a proven foundation.

With a modular, API-ready data model, accelerate development, integrate cleanly with existing systems and scale efficiently.

Discuss your use case →
Core bankingPortfolio & investmentCompliance tools

Get in touch

Build on the model the industry runs on.

Whether you are unifying a security master, upgrading market infrastructure, or defining instruments that don’t exist yet: start from a foundation proven since 1991.