22 May 2015

FHLB Topeka strengthens derivatives analytics with Principia

05 December 2012  |  1736 views  |  0 Source: Principia

Principia, a leading software provider for derivatives market participants and structured finance investors, today announced that the Federal Home Loan Bank of Topeka (FHLB Topeka) has signed up to access Principia's web-based derivatives valuation and risk analytics platform.

Principia's hosted web platform provides banks with access to a proven, multi-curve enabled platform for independent derivatives valuations, investment stress testing, risk management and financial reporting. The solution captures the subtleties of OIS discounting, including OIS curve construction, dual curve calibration, tenor/basis swap OIS-based curve adjustments, and the integration of OIS discounting into volatility calibration.

"We are very proud to call FHLB Topeka a client and add another of the FHLBanks to our user base. By quickly analyzing the impact of the fundamental changes in OTC markets, the bank is ahead of the curve, setting a strong example to the investment banking community," said Theresa Adams, President and CEO of Principia."

Comments: (0)

Comment on this story (membership required)
Log in to receive notifications when someone posts a comment

Related blogs

Create a blog about this story (membership required)

Related company news

 

Who is commenting?

Top topics

Most viewed Most shared
Cash overtaken by non-cash payments in the...
5852 views comments | 45 tweets | 30 linkedin
MasterCard launches personal payments serv...
5470 views comments | 15 tweets | 26 linkedin
US banks bid to crack down on 'card cracki...
5264 views comments | 8 tweets | 10 linkedin
Rise of the FinTech - A threat to Retail B...
5092 views 3 | 7 tweets | 7 linkedin
UK opts out of European online payments se...
4570 views comments | 14 tweets | 12 linkedin

Featured job

up to £100K base, commission, benefits
London, UK

Find your next job