Welcome to Julius Finance

Julius Finance, the model fusion specialist is an independent research company that has grown to provide a range of solutions for clients participating in the structured finance and credit derivatives markets. We occupy a highly specialist niche in the market for independent pricing analytics and have produced breakthrough research for fusing highly complex data into unified, internally consistent models.

Our technology provides unprecedented visibility for market derived pricing and analytics, whether it be for bespoke valuation, risk management, portfolio management, scenario analysis, structured/hybrid products or trading.

JuliusProp™, an enhanced analytic data service for end user market participants providing a full range of market implied risk metrics, exotic prices, and forward-looking analysis uniquely derived using next generation unified credit models. Calibrated using the full set of observed CDS quotes and index tranche prices, JuliusProp serves the needs of participants looking for deep analytics to evaluate market conditions, possible scenarios as well as the implications of those prices.

Our Independent Valuation Services, provide enhanced, forward-looking valuation methodology for clients keen to obtain accurate values for problem assets within their portfolios. Whether it is for daily, weekly, or monthly valuations Julius Finance is comfortable working with clients to ensure compliance with FAS 157 and other recent standards. We typically evaluate portfolios containing everything from lightly derivative products to the most complex, bespoke structures.