Announcements

25 Mar 2019

Principia Now Offering a Comprehensive Solution for SOFR Derivatives

Principia announced the full integration of SOFR into their platform, Principia SFP, and the online derivatives valuation service powered by it, pasVal. ...Read More

20 Mar 2019

Mar-19 SOFR Market Adoption

SOFR-based OIS trading grew significantly at the start of 2019. ...Read More

12 Mar 2019

Mar-19 LIBOR Replacement: Watchlist

SOFR-based issuance and SOFR futures trading took big leaps in February. ...Read More

24 Jan 2019

ISDA's Q4 2018 Updates for Interest Rate Derivatives

Key highlights from ISDA's 4th Quarter review of the interest rate derivatives market. ...Read More

6 Dec 2018

Nov-18 SOFR Market Adoption

SOFR issuances, futures, and swaps all significantly increased trading in October and November 2018. ...Read More

30 Nov 2018

Nov-18 LIBOR Replacement: Watchlist

ISDA announces preliminary fallback methodology, SOFR continued growth and the ECB discontinued some tenors of EURIBOR. ...Read More

16 Nov 2018

ISDA's Q3 2018 Updates for Interest Rate Derivatives

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 from LIBOR to SOFR. ...Read More

31 Oct 2018

Oct-18 LIBOR Replacement: Watchlist

FASB officially added SOFR as an approved rate for hedge accounting and a new idea for LIBOR transitions took shape. ...Read More

25 Oct 2018

FASB Issues Accounting Standards Update No. 2018-16

Derivatives and Hedging (Topic 815): Inclusion of SOFR OIS as a Benchmark Interest Rate for Hedge Accounting Purposes. ...Read More

28 Sep 2018

Sep-18 LIBOR Replacement: Watchlist

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

Aug-18 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

Jul-18 LIBOR Replacement: Watchlist

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

31 May 2018

May-18 LIBOR Replacement: Watchlist

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

17 Apr 2018

Apr-18 LIBOR Replacement: Watchlist

Several new and important developments on the LIBOR replacement 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

Feb-18 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 update to expand the list of U.S. benchmark rates permitted in the application of hedge accounting. ...Read More

08 Nov 2017

Nov-17 LIBOR Replacement: Watchlist

pasVal's special summary watchlist to help you prepare for the upcoming changes to LIBOR and its potential replacements. ...Read More

07 Nov 2017

More Webinars for FHLBanks and Swap Advisors...

Webinars specifically for FHLBanks and Swap Advisors showing how pasVal easily provides valuations, CVA, and HET. ...Read More

26 Sep 2017

Let Us Show You How...

Webinars showing how easy comprehensive Hedge Effectiveness testing is in pasVal. ...Read More

31 Aug 2017

FASB Simplifies Derivatives Hedge Accounting

FASB has announced important improvements to hedge accounting requirements for derivatives' risk profiles. ...Read More

30 Jun 2017

New Hedge Effectiveness Capabilities with pasVal

pasVal's push-button hedge effectiveness testing now includes prospective tests for the dollar offset method. ...Read More

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. ...Read More

29 Nov 2016

Valuation, CVA and HET Webinar

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

26 Oct 2016

GASB Reporting Webinar

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

FHLBanks demo on independent valuations, CVA and HET

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

3 Feb 2016

GASB 53 Reporting and Effectiveness Testing Made Easy

pasVal provides full hedge effectiveness testing and reporting to help state and local governments comply with GASB 53 ...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 service from the derivatives portfolio experts, Principia. ...Read More