structured-finance

a cashflow engine wrapper for structured finance professionals

ABS/MBS cashflow engine written in Haskell, with API to Python and C/Java (on the way)

Deeploans is an open-source framework for processing loan-level data, offering tools for data quality, standardisation, and analytics. It provides connectors for Looker and PowerBI users, as well as cloud-native scripts for model training tailored to structured finance markets

Uniswap v4 hook: senior/junior credit tranching with priority waterfall, IL subordination, and epoch fee smoothing. UHI9 Hookathon — testnet Solidity + Foundry.

End-to-end Auto ABS data engineering, credit surveillance, and financial-control platform using SEC filings, Python, DuckDB, SQL, Parquet, Streamlit, and automated validation.

A framework for assessing ownership. CC BY 4.0.

Asset-Backed Securities simulation: 100-loan portfolio, Senior/Mezzanine/Equity tranche structuring, and IRR calculation.

Reference architecture for evaluating LLM-extracted term-sheet data against ground truth

Structured Finance tools built with AI

Alterest — independent third-party profile of a public API surface, by API Evangelist. Alterest is the operating platform for asset-based finance (ABF), giving credit funds, banks, specialty lenders, and loan originators verification-first workflows, a unified data model, and AI-assisted controls over capital deployment, SPV operations, and asset o

CLO compliance testing, cash flow generation, and automated PDF report generation for collateralized loan portfolios.

Loan-level refinancing risk for a 2017-vintage CMBS pool maturing in 2027: 66 loans parsed from SEC EDGAR ABS-EE filings, 49 active ($1.61B) segmented by pro-forma refinance DSCR, with a live Streamlit app that runs on any loan tape in the same schema

CapMAC Holdings — independent third-party profile of a public API surface, by API Evangelist. CapMAC Holdings Inc. (Capital Markets Assurance Corporation) was a New York-based holding company that provided financial guaranty and surety insurance for structured securities worldwide, primarily asset-backed securities, alongside structured financial s

Kroll Bond Rating Agency — independent third-party profile of a public API surface, by API Evangelist. Kroll Bond Rating Agency (KBRA) is a full-service credit rating agency founded in 2010 by Jules Kroll and headquartered in New York, with offices in Dresher PA, Frederick MD, Chicago, Dublin, London, and Tokyo. KBRA is registered with the U.S.

2014 · Python + SQL data pipeline aggregating & normalizing market pricing for US structured finance — serving the pricing desk.

CLO deal emails → validated Parquet dataset + weekly report, with a latency-profiled news alerting engine (Python/C++)

Model-driven RMBS surveillance pipeline: stratification tapes, sequential-pay tranche waterfall and RWA/expected-loss analytics, with Transformer CPR/CDR forecasting, a GNN correlated-risk overlay and VAE-generated stress scenarios. LangGraph-orchestrated, deployed on Kubernetes. Synthetic data.

dv01 — independent third-party profile of a public API surface, by API Evangelist. dv01 is an "InvestorTech" data and analytics platform for the structured finance and consumer-lending markets, part of Fitch Group. It aggregates, standardizes, and validates loan-level data across asset classes (RMBS, auto, student loans, personal loans, buy-now-pay

📊 Analyze credit data to uncover insights that boost customer retention, revenue growth, and effective risk management for financial institutions.