Principia by Epsilon is:
Principia Analytic System (PAS): Offers tried-and-true valuations, risk analytics, and hedge effectiveness testing for interest-rate derivatives and fixed income portfolios.
pasVal: Offering simple, online access to market-proven valuations, risk, credit adjustments and hedge effectiveness testing for derivative portfolios.
Epsilon Acquires Principia:
Epsilon Technologies Group has acquired Principia, thereby adding the Principia Analytic System to its product line alongside ETS, a sophisticated trade management, valuation, reporting and accounting platform designed specifically for Federal Home Loan Banks, regional and local banks.
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.
| SOFTWARE | CLIENTS | INSIGHT |
|---|---|---|
| With PAS, you can structure complex terms, rely on precise cash flows, explore and stress-test valuations, and perform hedge effectiveness testing with ease. | Financial institutions, investment managers, insurance companies and advisors utilize the Principia Analytic System and pasVal. Discover how PAS meets your needs. | Dedicated to the capital markets and fixed income space, we continuously evaluate the impact of regulation, new technology and operational best practices. Read our research. |
 Find out about PAS Find out about pasVal
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Who uses PAS and why? PAS news |
Derivatives Valuation in Practice Structured Finance Perspectives |
