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An integrated platform for all
ABS/MBS/CDO and structured credit
investment management activities

Principia SFP provides full support for ABS/MBS 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

  • Support for synthetic and cash assets, along with hedges on a single platform
  • Full range of ABS products supported: home equities, credit card receivables, auto loans, manufactured housing and equipment leases
  • Full range of MBS products supported: pass-throughs, CMO, CMBS and RMBS
  • Comprehensive support for single-name and structured credit derivative product, including CDS on ABS and single-tranche CDOs
  • Complete drill-down capabilities for analyzing and incorporating Intex deal models, data, and analytics

Cashflow and Exposure Analysis

  • Ongoing asset surveillance and diversification controls integrated with investment policy
  • Full suite of prepayment options
  • Consistent valuation and risk management across all products
  • Daily data uploads with rate resets
  • Integrated to leading providers of data for ABS/MBS/CDO and CDS


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

 

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

Strategic alliances include: