Visibility, analysis & control for structured finance and derivatives portfolios

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.

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Introducing Principia Analytical 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

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.

Trends in derivatives valuation and OIS discounting

Download Our OIS Discounting Papers

Our whitepaper series looking at the transition to OIS discounting, multi-curve valuations and central clearing for vanilla and OTC derivatives. Covers the practical implications of OIS discounting on curves, valuations, risk and hedge effectiveness.

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Contact a product specialist for further information or join our mailing list to receive our whitepapers and technology updates.

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SOFTWARE CLIENTS INSIGHT
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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