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 that focuses on delivering cost-effective, streamlined and achievable results for small to medium businesses.
pasVal leverages this wealth of expertise by providing a simple, web-based interface to the powerful valuation engine of the Principia Analytic System. pasVal provides streamlined access to sophisticated pricing tools needed to grow a business; and pasVal does this online--without requiring investments in cumbersome software or system infrastructure..
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). pasVal has been a leader in the transition away from LIBOR and offers full support for replacements such as SOFR as well as impact assessments and automated fallback updates.