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Structured Finance

How Waterfall Asset Management Turned Data Prep Speed Into a Competitive Edge with Prophecy

Waterfall Asset Management partnered with Prophecy to automate loan tape cracking, eliminating the manual back-and-forth that once slowed down data-driven decisions.

Maciej Szpakowski

Maciej Szpakowski

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08 Sep 2026
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One pattern we've seen consistently in building Prophecy is that AI delivers the most value when it's purpose-built for the domain it serves, and that its output is only as strong as the data feeding it. These two principles underpin the results we've achieved in structured finance process automation within the asset-based finance (ABF) industry.

When we began our work with Waterfall Asset Management, we identified an opportunity to apply AI automation to one of the industry's most time-consuming challenges: loan tape cracking. After announcing our domain-specialized data harmonization agent, the results drew attention at global ABF industry events.

Working closely with Shehzad Nabi, Chief Technology Officer at Waterfall, we helped transform the firm's data operations, eliminating the back-and-forth that once slowed down decision-makers and data analysts alike. Prophecy's AI maps incoming data, gives users a clear path to validate results, and continues to improve with every iteration. With curated skills and deterministic components to combat hallucinations, the solution outperformed standalone LLM usage. Prophecy AI achieved a 93% first-pass accuracy rate on tape harmonization, approaching 100% with human in-the-loop verification. 

Today, Waterfall has high-quality data readily available in Databricks and surfaced through Prophecy, letting decision-makers query it directly in natural language. The spreadsheet chaos and manual back-and-forth that once defined the process have given way to a streamlined workflow - one that gives Waterfall a meaningful edge over firms still reliant on legacy desktop tools.

“The linear process that existed before meant that there was too much back and forth between the decision maker versus the data provider. One of the biggest benefits is that the linear process has been removed, which means the data and the questions are available all in one place." - Shehzad Nabi

To hear Shehzad describe the solution and impact in his own words, watch the webinar below:

Our engagement with Waterfall marks Prophecy's first full deployment of our structured finance product. Given the results and reception so far, we look forward to more success stories to follow. 

Learn more

Download the case study to see how Waterfall Asset Management gained a competitive advantage through AI-driven automation.

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