JuliusPropTM

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JuliusPropTM is a Software-as-a-Service (SaaS) product that offers a managed, updated, and customized analytic data service with a full range of market implied risk metrics, exotic prices, and forward-looking analysis derived using next generation dynamic credit models.

Product Benefits
Software-as-a-Service, login and go: Julius Finance performs all the required data cleaning, model calibration, model maintenance, risk metric calculation, report generation, and maintenance of our supercomputing infrastructure. You receive the analytics results ready to use.
Supercomputing performance: Gain access to supercomputing applications without building and maintaining a supercomputer. JuliusProp leverages best of breed computational techniques combined with Julius Finance's cluster of high performance computers to provide clients with frequent updates.
Redundancy: Our calibration procedures, reporting, and delivery mechanisms are completely independent of your internal operations, thereby providing increased redundancy and continuity for your business.
Independence: Julius Finance is a credit analytics provider and not a credit market investor, therefore we provide completely independent valuations and points of reference.
Better underpinning model: The model underpinning the JuliusProp product represents a significant improvement over the standard Copula models and is better able to maintain both stability and inter-tranche consistency across given portfolios.
Reduced operating costs: Since JuliusProp is a Software-as-a-Service offering, there is no need for additional IT staff, infrastructure, or need for model maintenance.

Operational Overview

JuliusPropTM is setup to work the following way with customers:-

  • Julius Finance works with data vendor to arrange access to source data and manages all required interfacing of data.
  • Julius Finance manages the regular, timely update of data sources.
  • Julius Finance performs the JuliusPropTM related computations on our backend compute cluster.
  • Analytic output report data is formatted into the required output format(s).
  • Result data is delivered to the customer via any required pull or push mechanism.

  • Further Information

    Click here to request trial access to JuliusProp. No software to install!

    No Software to install register for a demo and trial accounts to see what it's all about.




    Implied JuliusProp default surface



    JuliusProp work and data flow