Announcements
6 Dec 2018 |
Updates on SOFR Market Adoption SOFR issuances, futures, and swaps all significantly increased trading in October and November 2018. ...Read More |
30 Nov 2018 |
Updates to LIBOR Replacement: Watchlist In November, ISDA announces preliminary fallback methodology while SOFR-based issuances & swaps continued to grow and the ECB discontinued 2W,2M and 9M tenors of EURIBOR. ...Read More |
16 Nov 2018 |
ISDA's Updates for Interest Rate Derivative Trading Activity – Q3 2018 Key highlights from ISDA's 3rd Quarter review of the interest rate derivatives market. ...Read More |
8 Nov 2018 |
Principia Offers SOFR Impact Assessments with pasVal Principia announced its new service: impact assessments for the US market transition away from LIBOR to replacement SOFR. ...Read More |
31 Oct 2018 |
Updates to LIBOR Replacement: Watchlist In October, FASB officially added SOFR as an approved rate for hedge accounting and a new idea for LIBOR transitions began to take shape. ...Read More |
25 Oct 2018 |
FASB Issues Accounting Standards Update No. 2018-16 Derivatives and Hedging (Topic 815): Inclusion of the Secured Overnight Financing Rate (SOFR) Overnight Index Swap (OIS) Rate as a Benchmark Interest Rate for Hedge Accounting Purposes. ...Read More |
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. ...Read More |
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. ...Read More |
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. ...Read More |
24 Jul 2018 |
Updates to LIBOR Replacement: Watchlist In June and July, there were new market developments on the LIBOR replacement front: ...Read More |
31 May 2018 |
Updates to LIBOR Replacement: Watchlist In May, there were further important developments on the LIBOR replacement front: ...Read More |
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: ...Read More |
5 Mar 2018 |
The ARRC Issues Updated Report The ARRC has updated their initial report on LIBOR replacements ...Read More |
28 Feb 2018 |
Updates to LIBOR Replacement: Watchlist In February, there were a few new and important developments on the LIBOR replacement/reform front: ...Read More |
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 |
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. ...Read More |
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. ...Read More |
26 Sep 2017 |
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. ...Read More |
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. ...Read More |
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. ...Read More |
25 Apr 2017 |
pasVal hosted webinars in April and May to show comprehensive hedge effectiveness testing at the push of a button. ...Read More |
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. ...Read More |
26 Oct 2016 |
pasVal hosted a webinar to show just how easy your GASB derivative reporting could be. ...Read More |
31 Aug 2016 |
GASB 72 Derivative Reporting Webinars pasVal hosted three webinars to show just how easy your GASB 72 derivative reporting could be. ...Read More |
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. ...Read More |
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 |
