AI-accelerated Structured Finance
Gain a competitive advantage by automating common structured finance tasks and leveraging the power and flexibility of AI to make better and faster decisions.
Structured Finance Challenges
Manual tape onboarding and validation
Loan tape cracking and collateral validation are manual and time-consuming, relying on a mix of spreadsheets and legacy products.

Old
software
Manual
iteration
Endless stratification and pool selection rework
Pool construction is a slow, iterative process that requires guesswork. Each iteration requires analysis and comparables.

Ad hoc
analyses
Pool
selection

Pool
analyses
Pool
options
Review iterate

Deal
structure
Review iterate
AI-accelerated Lifecycle with Trust
Prophecy enables you to accelerate and simplify the structured finance lifecycle and collaborate in a single system. Talk to an AI agent that generates tape cracking mappings, standard and ad hoc analyses, pool selection, and shared reports editable by everyone.
Data Cuts
Filters, cohorts, and exclusions
Ad hoc Analyses
Fast and flexible analysis on any question
Live Docs
Collaborate on live and traceable docs
Mappings
Map and normalize to standard schema
Standard
Analyses
Repeatable metrics and stratifications
Report Prospectus Offering Memo
Messy
Tape
Export
AI Agent Conversation



Deep Dive and
Explorations
Collateral
Analysis
Pool
Selection
Loan Tape
Cracking
Automate Loan Tape Cracking
Automate loan tape cracking with AI agents that generate results and learn from human-in-the-loop validation. AI delivers nearly 100% accuracy after a handful of tapes.
User Uploads
AI Generates Mappings
User Validates
AI Learns
Messy Tape
CSV, XML, XLSX
Medium
High
High
Medium
Low
total_spend
AI Confidence
:
High
Mapping
:
AI Generated
Data Quality Checks
:
Passed
AI Reasoning
:
total_spend is computed with the same expression as reference but with ...
Mapping
:
AI Feedback
:
Flexible Collateral Analysis & Pool Construction
Prophecy enables you to accelerate collateral analysis and pool construction with AI agents. Generate standard and ad hoc analyses, which you can validate, edit, and trust through visual computations.
Agent Conversation
Analysis
Validation
Agent Conversation
Analyze cracked tape, and produce standard strats
Thinking deeply....
Reading business context...
Scanning data and fields...
Running analyses...
Writing workflow...
Analysis
FICO Score Distribution
The FICO score distribution is weighted toward highly rated borrowers
500-549
550-599
600-649
650-699
700-749
750-799
800+
Validation
How was this computed?
AI Confidence
:
High
AI Reasoning
:
Weighted distribution of balances by FICO range. Removed 1.2% of missing values
AI Feedback
:
Reliable Performance Tracking
Track performance of your portfolio with data workflows, built quickly with AI and validated by you. Schedule them to run regularly with anomaly notifications.
Agent Conversation
Surveillance Data Workflow
Schedule Run
Agent Conversation
build a workflow that cracks monthly tapes, tracks performance, and notifies me on anomalies
Thinking deeply....
Scanning data and fields...
Designing workflow steps...
Defining metrics and checks...
Writing workflow...
Surveillance Data Workflow
