pasVal is an online subscription service for interest rate derivative valuations and more:

The world's leading financial institutions and independent advisors rely on pasVal for their official swap and derivative valuations, supporting: mark-to-market and ASC 820 / GASB 72 / IFRS 13 / FAS 157 fair value adjustments.

Risk management is made easy with our industry leading scenario analysis, stress testing, and counterparty credit exposure analysis. pasVal provides independent model validation and price benchmarking as well as insightful risk impact assessments - including LIBOR transition to its replacements; SOFR, SONIA, ESTR, SARON, and TONAR.

Hedge accounting under ASC 815 (FAS 133), GASB 53, and IFRS 9 (IAS 39) is simplified with pasVal. We perform hedge effectiveness testing (prospective & retrospective), generate hedge documentation, and financial statement disclosures for reporting of interest rate swap derivatives and their associated hedged items.