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 |
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 |
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 |
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 |
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 |
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 |
