“…We engaged Epsilon to be our strategic partner…. I am happy to say that Epsilon met or exceeded our expectations on this project. We successfully completed the RFP project and selected a system that was right for our business…”

FHLB
Chief Financial Officer

Principia

PRINCIPIA SOFTWARE CONSULTING AND IMPLEMENTATION

EPSILON Consulting has Hands-On experience with PRINCIPIA and competing trading system platforms

Principia’s (SFP) Structured Finance Platform is an out-of-the-box solution that automates portfolio management, valuations, deal analysis, risk management, compliance management, and reporting.  It serves as a complete independent and flexible software platform allowing Derivatives Managers, ABS Managers, GICS Managers make confident decisions in real time.  Assets, Hedges, and Liabilities are all managed on a single operational platform resulting in greater transparency in controlling and managing the structured finance lifecycle.

The Principia SFP is the most efficient solution for unified analysis, proactive risk analysis, and operational control for hedging derivatives, fixed income, and structured finance (ABS, CMBS, CDO, RMBS) investments.

  • OVERVIEW
    • Principia has a proven reliability history since 1995
    • Designed as a dedicated Structured Finance platform
    • Single view into reporting and risk exposures
    • Portfolio, Deal, Performance analysis
    • Automates and customizes structured deal reporting and regulatory compliance
    • Efficient deployment with SaaS, hosted, and onsite implementations
    • Centralize portfolio management, on and off sheet for complete holdings view
    • Eliminates inconsistencies within an organization
  • Complex solutions for the Derivatives Markets
    • Clients select this software because it:
      • Principia has complete derivative portfolio management and fixed income management
      • Principia has drill down capabilities to look deep into the asset components
      • Outstanding independent evaluations on demand features
        • SWAPS to highly structured deals
        • Embedded call, cancel, amortization, accruals features
        • Volatility models
        • Yield curves, FX rates, Futures Contracts
        • Cashflow analysis
      • Seamless integration and operation
        • Seamless accounting processing
        • Maintains trade, client and counterparty data
        • Hedge effectiveness testing
        • Audit Controls
        • ASC310 (FAS91), ASC820 (FAS157), ASC815 (FAS133), GASB and IAS39 (IFRS 9) compliant reporting
        • FAS91, FAS 133, and IAS39 Compliant accounting standards
      • Due Diligence – investment data
        • Cashflow models from Intex, Lewtan, Moody’s
        • Stress testing of 3rd party evaluations
        • Exposure analysis
      • Proactive Risk Management
        • Portfolio Exposure – geography, asset, ratings
        • Performance Exposure – 30 day delinquency, LTV
        • Predictive Stress Testing – prepayment, interest rate changes,
        • Reduces internal risk with timely and accurate reporting
      • Offers rapid integration of new regulations from Dodd Frank, MIFID,
    • Asset Classes
      • Fixed Income Credit
      • OTC Derivatives
      • Listed derivatives
      • ABS – Asset Backed Securities
      • MBS – Mortgage Backed Securities
      • CDO – collateralized debt obligations
      • CDS – Credit Default Swap
      • Covered Bonds
      • Structured Credit
      • Repo’s
      • Insurance Needs
        • Acquisition Funds
        • Construction Funds
        • Capitalized Interest Funds
        • Debt Service Funds
        • Float Funds
        • Customized Structures
    • Trading system
      • Trade Captures, Trade Blotters, Trade Hedges, Credit Curves, Greeks, Cross Asset P&L, Credit Risk Analysis
      • Completed Straight thru Processing in the Front Middle and Back office processes
      • Databases and builds reports to risk management function
      • Databases and builds reports to risk management function
        • Legal Level Documents Report Generation
      • Intra-day processing
      • End of day processing
      • Margin Call
      • Client Statements
      • Regulatory Reporting
      • SEF Integration

Contact Us

 

 

Epsilon Consulting Services

90 Broad Street, Suite 2003
New York, NY 10004

 

(347) 770-1748

(212) 931-0572

 


 

Careers

 

If you are interested in joining Epsilon’s financial consulting firm in New York City, please visit our Careers page to view jobs and submit a resume for consideration. See our service areas page for specific locations we provide consultations in.