A top-tier US-based asset manager needed a structured approach to pricing for institutional investment mandates.
Pricing decisions were becoming increasingly complex with expanding product portfolios, formalized procurement processes, changing mandate requirements, and competitive intensity.
Pricing inconsistency was also an issue as business units and investment teams approached pricing from different perspectives.
The team designed a future-state pricing framework that combined market intelligence, internal data, advanced modeling, and strategic objectives.
A series of market-based pricing curves built using benchmarket data provided objective reference points across asset classes, mandate sizes, client segments, and investment strategies.
The dynamic pricing framework incorporated a range of strategic and tactical variables such as client relationship value, mandate complexity, competitive intensity, and capacity constraints.
In parallel, the team conducted primary research to understand willingness-to-pay, purchasing behaviors, and drivers of manager selection.
The project provided the asset manager with a structured approach to pricing institutional mandates.
Supported by market benchmarks, pricing analytics, competitive intelligence, and customer insights, pricing discussions shifted from subjective negotiations to a fact-based framework grounded in market evidence and strategic priorities.
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