Structured Finance Risk Management Software

Rated Structured Finance Operating Companies

Principia SFP is the most comprehensive platform for the setup and end to end management of Structured Finance Operating companies. For 10 years the platform has been used by Special Purpose Vehicles such as ABCP Conduits, Securities Arbitrage Programs and CDPCs, as well as rated investment funds. These companies often demand the same operational capabilities as a large bank (including systems for analysis, deal capture, risk management and accounting), but typically have fewer staff, smaller budgets, and shorter implementation timeframes. Principia’s out of box analytical tools, reports and workflows deliver the robust infrastructure needed to manage and report on the key operational, accounting and compliance requirements of these companies. Principia SFP has a successful, proven track record of helping these specialist investment managers satisfy strict rating agency criteria.

Portfolio Management
  • Rapid, accurate modeling of all assets, liabilities and hedging derivatives on a single platform
  • Advanced portfolio management and asset monitoring capabilities for seamless reporting and operations
  • Support for synthetic and cash assets, including all forms of ABCP conduit receivable and security assets, as well as single or basket credit derivative products

Cashflow and Exposure Analysis
  • Comprehensive risk surveillance of asset performance and diversification
  • Advanced risk and sensitivity analysis across all instruments as well as liquidity and funding management
  • Scenario analysis and stress testing through an intuitive sensitivity interface
  • Integration of proprietary capital models

Operations and Administration
  • Manage reporting for multiple entities from a single platform
  • Full reporting suite of standardized rating agency compliance tests
  • Intuitive management of all administrative data and fees
  • Implementation of operating manual, surrounding controls, audits and reports that monitor compliance
  • Standard chart of accounts enables rapid system implementation
  • Manage all traded products through their complete lifecycle, from deal capture through to accounting

Structured Finance Platform: ABS MBS CDO Structured Fixed Income