New Hedge Effectiveness Capabilities with pasVal

pasVal has made its push-button comprehensive Hedge Effectiveness Testing even better. In addition to supporting all four testing methods (Consistent Critical Terms, Dollar Offset, Synthetic Instrument and Regression), it is now also possible to perform testing where by different market condition scenarios can be created and used as prospective tests.

Hedge Effectiveness Testing in pasVal is incredibly straightforward: simply request the tests for a given hedgeable and hedged item pair and pasVal produces a full report of the effectiveness of the items for each of the four methods, complete with supporting calculations and details.

About Principia Partners

Principia Partners LLC (Principia) provides solutions for derivative and structured finance operations. Global financial institutions and independent asset managers have used the award-winning Principia Structured Finance Platform since 1995 to unify investment analysis, portfolio management, risk surveillance, accounting and operational control across the breadth of structured credit assets, fixed income investments and complex derivatives. In 2015, Principia launched its Analytic Service, pasVal, to make its award-winning pricing and analytics available to an even broader range of businesses.

Principia is based in New York, with an office in London and a technology center in King of Prussia, Pennsylvania.