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Integrated platform for ABS/MBS/CDO and
structured credit investment management

Principia SFP provides full support for ABS/MBS/CDO and structured credit investment management. This enables streamlined operational control of the complex cashflows of these assets for complete lifecycle management – from deal capture to accounting.

Portfolio Management

  • All ABS, MBS and CDO assets and associated hedges on a single platform
  • Full range of products: home equities, credit card receivables, auto loans, manufactured housing and equipment leases
  • Supports full range of MBS products: pass-throughs, CMO, CMBS and RMBS
  • Flexible interface to any source of internal or external performance data for consistent analysis
  • Define and track over 350+ industry standard, or any user defined collateral pool performance metrics (e.g delinquency, prepayment and default rates, LTV ratios or cumulative loss etc).
  • Drill-down capabilities and dedicated interfaces to incorporate Intex deal models, data, and analytics and Lewtan performance data (click to see pdf)

Cashflow and Exposure Analysis

  • Ongoing asset surveillance and diversification controls integrated with investment policy
  • Full suite of prepayment, delinquency, default and recovery options
  • Consistent valuation and risk management across all products
  • Daily data uploads with rate resets
  • Standardized integration with ABS/MBS/CDO and CDS data vendors (Intex, Lewtan, Markit etc)
  • Stress testing and sensitivity analysis across all risk factors
  • Full suite of standard structured finance portfolio, compliance (composition, rating, market risk) and performance monitoring reports


Operations and Administration

  • Maintenance of historical portfolio and cashflow information
  • Accounting framework supports FAS91 retrospective and designed to handle multiple amortization and interest accrual methods
  • FAS133 and IAS39 compliant accounting
  • Full control over factor and interest information in advance of data delivery
  • Robust workflow enforces audits, operational controls and reports that monitor compliance
  • Facilitates compliance with new regulation and industry standards e.g. Basel II Securitization Framework, FAS 157/166/167, IASB, ASF, AFME/ESF and SOX

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Principia SFP provides seamless integration of industry leading
data providers into a streamlined operational infrastructure.

Strategic alliances include:

 Lewtan