Visibility, analysis & control for structured finance and derivatives portfolios

Principia Provides:

Principia SFP: The industry's only full platform solution for unified analysis, proactive risk management and operational control of fixed income and structured finance investments and hedging derivatives.

pasVal: Offering simple, online access to market-proven valuations, risk, credit adjustments and hedge effectiveness testing for derivative portfolios.

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Introducing Principia Valuation Service: pasVal


pasVal offers a simple web-based interface making sophisticated portfolio valuations more accessible than ever before. The service includes CVA (GASB 72 & ASC 820), hedge effectiveness testing (GASB 53 & ASC 815) and cash flow & reset verification.

Structured finance research and whitepapers

(805) 781-3044

Alternative benchmarks to LIBOR are entering the market: SOFR (USD), ESTER (EUR), SONIA (GBP), TONAR (JPY) and TOIS (CHF). Download our watchlist to help prepare yourself for these big changes happening in derivatives markets.

Trends in derivatives valuation and OIS discounting

Download Our OIS Discounting Papers

Our whitepaper series looking at the transition to OIS discounting, multi-curve valuations and central clearing for vanilla and OTC derivatives. Covers the practical implications of OIS discounting on curves, valuations, risk and hedge effectiveness.

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Contact us

Contact a product specialist for further information or join our mailing list to receive our whitepapers and technology updates.

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Unify the portfolio management, valuations, risk surveillance, compliance, accounting and operational management of fixed income and structured credit assets (ABS, MBS, CDO) and hedging derivatives. Financial institutions, investment managers, insurance companies and advisors of all sizes utilize Principia SFP and pasVal®. Discover how Principia meets your needs. Dedicated to the capital markets and structured finance space, we continuously evaluate the impact of regulation, new technology and operational best practices. Read our research.
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