pasVal helps manage exposures
pasVal identifies critical market exposures and provides mitigation strategies via counterparty credit analysis, benchmarking, stress testing, model validation, and impact assessments
Market and Credit Risk Management
Exposure management is easy with pasVal. Stress testing, counterparty credit exposure, CVA/DVA calculations and scenario analysis are standard.
Independent Model Validation & Benchmarking
In addition to serving as an official valuation engine, pasVal’s sophisticated and market-proven analytics can support internal model validation and independent benchmark valuations.
Impact Risk Assessments
In a constantly evolving market, evaluate your readiness for pending change. Let pasVal help you assess potential impacts and automate LIBOR fallbacks.