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The Structured Finance application is a specialized version of Prophecy that provides workflows for onboarding, standardizing, and analyzing loan-level data. To access Structured Finance, go to https://app.prophecy.ai/finance/.
If you are already signed up for Professional Edition, you will need to create a separate sign-in for Structured Finance.
The workflow begins with Tape Cracking, which uses data harmonization to map a source loan tape to a standardized asset-class data model. After the data is harmonized, you can use it to generate stratification analyses, select sub-pools, compare deals, and monitor closed transactions.

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Structured Finance workflow

The Structured Finance app includes the following workflows:

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Tape Cracking

Tape Cracking is the data onboarding and harmonization workflow. You select a source loan tape and map it to a Common Data Model that defines the standardized schema for the asset class. The Harmonization Agent generates mappings, validates data quality, proposes fixes for mapping issues, and produces a standardized dataset. Behind the scenes, Prophecy creates a pipeline that performs the harmonization. For the complete workflow, see Harmonization.

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Create a Common Data Model

Each Structured Finance project can contain one Common Data Model (CDM). To create a new CDM, either create a new project or ask the Agent to create one for you. To create a CDM manually:
  1. Create a new project by clicking the Projects folder icon and selecting Create New.
  2. Select Tape Cracking.
  3. At the top of the page, click + > New > CDMs.
  4. In the New Common Data Model dialog, enter a name for the CDM and click Create.
  5. Define the schema for the CDM using one of the following methods:
    • Click Add Table to manually define tables and columns.
    • Click Upload Schema to import a schema from a CSV or other supported file.

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Stratifications and Pool Selection

Stratifications & Pool Selection generates a standard analysis for a harmonized loan tape. When you click Use Template, Prophecy creates a copy of the selected template project in your team or workspace. Prophecy assigns the copy a unique project name and opens the new project with the template welcome prompt already populated. The original template remains unchanged. The US Auto ABS template includes the following analysis sections:
Stratifications & Pool Selection is currently available for US Auto ABS. US RMBS, European RMBS, and European Auto ABS are shown as coming soon.

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Peer Comparison

Peer Comparison benchmarks a deal against the prior shelf and recent issuer comparables. Use it to evaluate how the current deal compares with related transactions.

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Post-Close Surveillance

Post-Close Surveillance helps you monitor closed deals. It supports workflows for watchlists, vintage performance, and investor reporting.