About Us

pasVal is a service created by specialists in derivative valuations since 1995. A broad range of financial institutions and independent investment managers have relied on their enterprise-level platform, the Principia Analytic System, for official valuations, risk analysis, and accounting of their derivative portfolios for nearly 30 years. In early 2024, both PAS and pasVal were acquired by Epsilon Technologies Group, a vibrant capital markets technology solutions and services firm with deep domain expertise in software development, products, data, and consulting.

pasVal leverages this wealth of expertise to provide a straightforward, low-cost service granting easy access to sophisticated end-of-day valuations, risks, and hedge effectiveness testing -- capabilities usually only available through big, expensive system implementations.

pasVal supports a wide range of solutions for swap and derivative valuations, risk management and hedge accounting: ASC 815 (FAS 133), ASC 820 (FAS 157), GASB 53, GASB 72, IFRS 9 (IAS 39), IFRS 13, CVA, DVA, stress testing, cash flows, and hedge effectiveness (retrospective & prospective HET).