Portfolio managment, risk and compliance for ABS MBS and CDO investments

Structured Finance Platform

Dedicated to the unique requirements of structured finance, with comprehensive capital markets functionality, Principia SFP consolidates analysis and risk management across ABS, RMBS, CMBS, structured credit and fixed income assets on a single operational platform.

Across deals, portfolios and business units Principia's due diligence, risk exposure analysis, stress testing and operational platform is used to effectively and consistently:

Independently evaluate every deal, monitor collateral performance & forecast cashflows;
Proactively monitor & reveal risks & stress test internal or third party assumptions;
Automate structured finance reporting and maintain compliance with risk & investment guidelines;
Consolidate operations and implement controls across portfolios and business areas.

The platform is available and proven both as an onsite implementation, or as a fully hosted, Software-as-a-Service platform over the web.

Know Your Investments

Master Investment Due Diligence

Bring assets, liabilities and hedges together in one view to analyze across deals and portfolios
Unify performance data and deal analytics from any source, for on-demand portfolio analysis
Evaluate third party valuations and apply forecasting to project future cashflows
'Slice and dice' investments by any combination of collateral, deal or portfolio characteristics

Proactively Manage Risk

Query portfolio exposures (e.g. asset, geography, ratings) and performance
exposures (e.g. 30 day delinquency, LTV etc) across deals, portfolios and business units
Stress portfolios by default, prepayment or interest rates to better predict future behavior
Full suite of standard and customizable structured finance deal cashflow,
performance, portfolio and compliance reports
Reduce barriers to maintaining accurate and timely internal, investor and regulatory compliance e.g. Article 122a EU CRD Due Diligence requirements

Streamlined Operations

Centrally manage all portfolios (on/off-balance sheet) for a complete view and total control
Operational backbone from portfolio management through risk control and into accounting
Eliminate inconsistencies and maintain audit control from front to back office
Establish rules based workflows to ensure operational compliance and efficiency
Address regulatory and internal due diligence requirements now and evolve with future operational credit analysis demands.

Principia's dedication to overcoming the complexities of managing structured finance minimizes operational distractions so you can focus on your core business.

Consistently delivering market specific functionality, Principia SFP sets the benchmark for structured finance. No other commercial or in-house system offers the same breadth of integrated functionality or product coverage. This includes market-ready investment analysis, accounting and operational reports and workflows for rapid implementation, as well as a fully customizable framework to create business specific workflows, reports and processes.

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