pasVal is a powerful, web-based providing easy access to end-of-day valuations, sophisticated risk analytics, and hedge effectiveness testing for interest-rate derivatives – capabilities typically available only through big, expensive system implementations. With pasVal you can log on and quickly download prices, cash flows, risk reports, and more – no steep learning curve and nothing to install.
pasVal identifies critical market exposures and provides mitigation strategies via counterparty credit analysis, benchmarking, stress testing, model validation, and impact assessments.
Derivative valuations are provided to the world's leading financial institutions and independent advisors, who also rely on pasVal for their official swap valuations. We support: mark-to-market and ASC 820 / GASB72 / IFRS 13 / FAS 157 fair value adjustments.
Risk management is made easy with our industry leading scenario analysis, stress testing, and counterparty credit exposure analysis. pasVal provides independent model validation and price benchmarking as well as insightful risk impact assessments – including LIBOR transition to its replacements; SOFR, SONIA, ESTR, SARON, and TONAR.
Hedge accounting under ASC 815 (FAS 133), GASB 53, and IFRS 9 (IAS 39) is simplified with pasVal. We perform hedge effectiveness testing (prospective & retrospective), generate hedge documentation, and financial statement disclosures for reporting of interest rate swap derivatives and their associated hedged items.
In summary, pasVal takes the complexity out of hedge accounting — delivering precision and transparency.
pasVal supports a wide range of solutions for swap and derivative valuations, risk management and hedge accounting. View our mini-demo here.
pasVal SolutionWe serve small and medium-sized financial institutions such as regional banks, Government-Sponsored Entities (GSEs), and Federal Home Loan Banks.
