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 provides solutions for derivative and fixed income operations. Global financial institutions and independent asset managers have used the award-winning Principia Analytic System since 1995 to unify valuations, portfolio management, risk surveillance, hedge accounting and operational control across the breadth of fixed income and derivative products. In 2015, Principia launched its Analytic Service, pasVal, to make its award-winning pricing and analytics available to an even broader range of businesses.