
Principia Provides:
Principia SFP: The industry's only full platform solution for unified analysis, proactive risk management and operational control of fixed income and structured finance investments and hedging derivatives.
pasVal: Offering simple, online access to market-proven valuations, risk, credit adjustments and hedge effectiveness testing for derivative portfolios.


FULL SUPPORT FROM CURVE CONSTRUCTION TO NUANCED PRODUCT FEATURES:
SOFR (USD), ESTR (EUR), SONIA (GBP), TONAR (JPY) and other RFRs like Ameribor and BSBY (as well as all SOFR products from Term SOFR, ON, and the Average and Index) can be included for valuation and interest calculations in Swaps, Options, FRNs and other interest rate securities. This includes the features necessary to accommodate for daily compounded averages such as rate locks/cutoffs, payment delays and observational shifts.


Contact us
Contact a product specialist for further information or join our mailing list to receive our whitepapers and technology updates.
SOFTWARE | CLIENTS | INSIGHT |
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Unify the portfolio management, valuations, risk surveillance, compliance, accounting and operational management of fixed income and structured credit assets (ABS, MBS, CDO) and hedging derivatives. | Financial institutions, investment managers, insurance companies and advisors of all sizes utilize Principia SFP and pasVal®. Discover how Principia meets your needs. | Dedicated to the capital markets and structured finance space, we continuously evaluate the impact of regulation, new technology and operational best practices. Read our research. |
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