He is mentioned in the Gylfaginning section of Snorri Sturluson's Prose Edda, chapter 50, possibly by confusion of a reference to Váli, son of Óðinn as binding Loki.
And the Æsir took his entrails and bound Loki with them over the three stones: one stands under his shoulders, the second under his loins, the third under his houghs; and those bonds were turned to iron.
A variant version in the Hauksbók manuscript of stanza 34 of "Völuspá" refers to this event; it begins: "Þá kná Vála | vígbǫnd snúa", usually amended to the nominative Váli in order to provide a subject for the verb; in Ursula Dronke's translation in her edition of the poem, "Then did Váli | slaughter bonds twist".
[3] This presumably refers to Váli, son of Óðinn, who was begotten to avenge Baldr's death, and thus it is not unlikely that he bound Loki; but the Hauksbók stanza interrupts the flow of "Völuspá" at this point and presumably draws on a variant oral tradition.
[3] In the rather cryptic prose at the end of "Lokasenna", which appears to be derived from Snorri's account, Narfi transforms into a wolf and his brother Nari's guts are used to bind their father.