Announcements

28 Sep 2018

Updates to LIBOR Replacement: Watchlist

In September, SOFR-related debt issuances and swaps continued to increase and fallback language was put forth for consultation.

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11 Sep 2018

SOFR Derivatives Now Available in pasVal

Market participants can now fully capture and value SOFR derivatives via subscription to pasVal's monthly online valuation service.

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31 Aug 2018

Updates to LIBOR Replacement: Watchlist

In August, the market made new strides in accepting alternative rates to LIBOR, particularly for SOFR in the US.

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24 Jul 2018

Updates to LIBOR Replacement: Watchlist

In June and July, there were new market developments on the LIBOR replacement front:

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31 May 2018

Updates to LIBOR Replacement: Watchlist

In May, there were further important developments on the LIBOR replacement front:

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17 Apr 2018

Updates to LIBOR Replacement: Watchlist

In March and April, there were several new and important developments on the LIBOR replacement/reform front, not least of which was the publication of SOFR:

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5 Mar 2018

The ARRC Issues Updated Report

The ARRC has updated their initial report on LIBOR replacements

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28 Feb 2018

Updates to LIBOR Replacement: Watchlist

In February, there were a few new and important developments on the LIBOR replacement/reform front:

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20 Feb 2018

FASB Proposes Update to Benchmark Interest Rates

FASB proposed an Accounting Standards Update that would expand the list of U.S. benchmark interest rates permitted in the application of hedge accounting. ...Read More

08 Nov 2017

LIBOR Replacement: Watchlist

As part of our Derivative Valuations in Practice series, pasVal has created a special summary watchlist to help you get ready for the upcoming changes to LIBOR and its potential replacements.

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07 Nov 2017

More Webinars for FHLBanks and Swap Advisors...

We will be offering webinars through the month of November specifically for FHLBanks and Swap Advisors to show them how to make Valuations, CVA, HET and Client and Member Services as simple as a click of a button in pasVal.

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26 Sep 2017

Let Us Show You How...

pasVal hosted webinars through the month of October to show how comprehensive Hedge Effectiveness testing could be as easy as pushing a button and also how Swap Advisors could use pasVal to win more business.

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31 Aug 2017

FASB Simplifies Derivatives Hedge Accounting

FASB has announced targeted improvements to hedge accounting requirements for derivatives that will make it easier for many institutions to manage interest rate swaps and improve their risk profiles. They will no longer be required to separately measure and report on effectiveness, changes in hedging item valuations will be shown along with the earnings effect of the hedged item, and it’s easier to use qualitative assessments once an initial quantitative test has passed.

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30 Jun 2017

Even More Hedge Effectiveness Capabilities with pasVal

pasVal has further enhanced its push-button hedge effectiveness testing to include prospective tests for the dollar offset method.

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25 Apr 2017

HET Made Easy with pasVal

pasVal hosted webinars in April and May to show comprehensive hedge effectiveness testing at the push of a button.

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29 Nov 2016

Valuation, CVA and HET Webinar

pasVal hosted webinars in December to specifically show financial institutions how to make valuations, CVA and HET easier than ever.

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26 Oct 2016

GASB Reporting Webinar

pasVal hosted a webinar to show just how easy your GASB derivative reporting could be.

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31 Aug 2016

GASB 72 Derivative Reporting Webinars

pasVal hosted three webinars to show just how easy your GASB 72 derivative reporting could be.

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1 Jul 2016

Webinar for FHLBanks who need independent valuations, CVA and HET

pasVal hosted a webinar specifically to show financial institutions how to make valuations, CVA and HET easier than ever.

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3 Feb 2016

GASB 53 Reporting and Effectiveness Testing Made Easy with pasVal

pasVal helps state and local governments to comply with the GASB 53 standard with comprehensive hedge effectiveness testing and a full reporting package ...Read More

1 Feb 2016

Make Sure You've Got Your OIS Bases Covered with this Comprehensive Checklist

Make no mistake, switching to OIS Discounting can have a material impact. Use our OIS Checklist to make sure you've got all your bases covered. ...Read More

15 Dec 2015

Straightforward OIS Discounting Impact Assessment with pasVal

Get OIS discounting impact assessments from Principia’s derivatives valuation service, pasVal. ...Read More

15 Oct 2015

Principia Makes Complex Valuations More Accessible with pasVal

pasVal is an online portfolio valuation, risk, and accounting management service from Principia, leveraging their 20+ years of derivatives expertise ...Read More