Analytics

Since inception, Prytania has been developing its proprietary modelling and analytical tools designed especially to analyse and value complex structured credit products. Combined with publicly available data and off-the-shelf technology, these proprietary tools support Prytania's risk advisory and asset management judgments with quantitative insights and capabilities not available at competitor firms. While these tools are principally used by Prytania, they can be made available to certain clients where appropriate.

We believe these modelling and analytical tools are a key driver of the success of our risk advisory and asset management activities. They are regularly updated in response to client requirements, providing real-time feedback and cutting edge development.

Our analytics are divided into three principal areas: data, analytics and modelling.

• Data: Because gathering and managing the vast amount of data necessary to manage and monitor structured finance exposures is a monumental task, we have developed a solution, the Aggregator, which can gather and bring together many different sources of data in an almost unlimited number of formats, ensuring that we maintain access to the best and most complete data available.
• Analytics: Prytania's Data and Analytics System (DAS) facilitates efficient risk management by handling and organizing vast amounts of data as it relates to structured finance transactions and permitting the user to perform analyses on individual securities and aggregate these at the portfolio level. We use several methodologies, some proprietary, in our risk and value assessments. The complex analytical components of these analytical methodologies were developed in conjunction with Dr. Philipp Schonbucher, formerly of ETH in Zurich, who is a shareholder in Prytania.
• Modelling: As third-party modelling systems can sometimes have inaccurate models or not provide enough precision, Prytania uses its own Deal Modelling Tool (DMT) to perform its most complex and precise risk analyses. The DMT, which has been licensed by a large US-based investment bank, enables fast and transparent deal structuring and analysis.