The field of artificial intelligence (AI) has yet to fully capitalise on the potential to develop AI systems through collaboration between system developers and data scientists, especially when they belong to different organisations. We studied how using a marketplace creates value in such value chains by allowing organisations to advertise and share AI assets like data and models and enable multi-party development of AI systems while protecting these assets. The paper describes an embedded multi-case study of a marketplace under development, the Bonseyes marketplace. The cases were a collaboration between universities, a large company outsourcing data science, and a small business offering AI models as products. Value creation was linked to reduced development time, streamlined product communication, and protection of shared assets. However, participants required data protection concerns to be addressed, as well as marketplace maturity. The marketplace created value with clear goals for developing an AI system and supporting tools, templates, and examples. Our study benefits researchers wanting to advance AI systems development by offering rich examples of how a marketplace can enable multi-party collaborations.