Valuations, Risk & Accounting for derivatives and fixed income portfolios

Principia Provides:

Principia Analytic System (PAS): A full front-to-back platform for valuing and managing interest-rate derivatives and fixed-income portfolios.

pasVal: Offering simple, online access to market-proven valuations, risk, credit adjustments and hedge effectiveness testing for derivative portfolios.

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Valuations, Risk & Accounting for derivatives and fixed income portfolios

Epsilon Acquires Principia:

Epsilon has acquired Principia, thereby adding the Principia Analytic System to its product line alongside ETS, a comprehensive and sophisticated trade management platform designed specifically for Federal Home Loan Banks, GSEs, and regional banks.

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Introducing Principia Analytic Service: pasVal

More Details on Principia Valuation Service: pasVal

pasVal offers a simple web-based interface making sophisticated portfolio valuations more accessible than ever before. The service includes CVA (GASB 72 & ASC 820), hedge effectiveness testing (GASB 53 & ASC 815) and cash flow & reset verification.

Full Support for SOFR


SOFR, ESTR, SONIA, TONAR RFRs and credit-sensitive rates like Ameribor, BSBY 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.

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Streamlined management of derivative and fixed-income portfolios through their complete life-cycle including valuations, risk, hedge effectiveness testing, operations and accounting. Financial institutions, investment managers, insurance companies and advisors utilize the Principia Analytic System and pasVal. Discover how Principia meets your needs. Dedicated to the capital markets and fixed income space, we continuously evaluate the impact of regulation, new technology and operational best practices. Read our research.
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