New Hedge Effectiveness Capabilities with pasVal
pasVal has made its push-button comprehensive Hedge Effectiveness Testing even better. In addition to supporting all four testing methods (Consistent Critical Terms, Dollar Offset, Synthetic Instrument and Regression), it is now also possible to perform testing where by different market condition scenarios can be created and used as prospective tests.
Hedge Effectiveness Testing in pasVal is incredibly straightforward: simply request the tests for a given hedgeable and hedged item pair and pasVal produces a full report of the effectiveness of the items for each of the four methods, complete with supporting calculations and details.
About Epsilon Technologies Group
Epsilon is a vibrant capital markets technology solutions and services firm serving small and medium-sized financial institutions such as regional banks, Government-Sponsored Enterprises, and Federal Home Loan Banks. The Group’s deep expertise embraces every aspect of software development, products, data, technologies, and consulting. Epsilon offers ETS and Principia Analytic System as licensed products, and various innovative bespoke solutions across a broad set of capital markets domains. Epsilon also offers a full range of consulting services, including implementation, advisory, analytics, risk management, accounting, and data modeling.
