Structured Finance Risk Management Software


Broad Product Coverage

From vanilla to structured products, Principia SFP provides an intuitive interface for creating and managing the breadth of financial instruments, including structured finance assets (ABS, MBS), structured credit, sophisticated options, and hedging products. With efficient and flexible trade input, Principia SFP supports the full range of fixed income, derivative and debt products.

The chart below provides a partial listing of the kinds of instruments that can be created and maintained in the system.

Assets Liabilities Derivatives

ABS/MBS
Municipals
Corporates
Sovereign Bonds
High Yield Bonds
FRNs
Loans
Trade Receivables

Debt Issuance
Repos
MTN Programs
Commercial Paper:
  - Euro
  - US
Insurance Liabilities

Interest Rate Derivatives
Credit Derivatives
FX Derivatives
Equity Index Derivatives

  Vanilla and Highly Structured



A Note about LIBOR Replacement:

Principia has been ahead of the market in developing functionality to support products based on new Alternative Risk Free Rates (RFRs) like SOFR, SONIA, ESTR and TONAR. This includes support for compounded averages, observational shifts, rate cutoffs and payment delays that are common features for products based on overnight rates. Additionally, Principia supports OIS discounting with the new RFRs and can build curves based on a number of market data sets such as : SOFR swap rates, SOFR v LIBOR basis, SOFR v Fed Funds basis, as well as spreads to US Treasuries.

Principia SFP