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Harness the Power: Data and Analytics that Scale

Clean data, historical performance, and predictive analytics for loans, securities, and MSRs.

Work with the data experts in loans and structured finance.

Webinar: How Much Will That MSR Portfolio Really Cost You?

Accurately valuing a mortgage servicing rights portfolio requires accurately projecting MSR cash flows. And accurately projecting MSR cash flows requires a reliable forecast of servicing costs.

June 8, 2022 | 1:00 p.m. ET

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Industry Virtual Roundtable: The Intersection of Climate Ris...

Please join us for an Industry Virtual Roundtable co-hosted by RiskSpan and Housing Finance Strategies.

April 14, 2022 | 2:00-3:15 p.m. ET

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Data + Models + Analytics

Learn more about RiskSpan’s award-winning platform for loans, securities, and MSRs analytics.

Historical analysis and predictive risk forecasting – on-demand from your browser or by integrated institutional batch.

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RiskSpan’s Edge Platform

Harness cloud-native analytics at scale to manage investment opportunities and financial risks.

Pricing and Trading: Loans, Securities, and MSRs

Market Risk

Surveillance for Credit Risk

Climate Risk and ESG

Valuation

Allowance

Research Tools and Benchmarking

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Analytics for loans and structured finance investments.

RiskSpan’s advanced technology is a highly configurable platform for integration of data,
models, and analytics on high-speed, cloud-native infrastructure.

Data and analytics that scale

A purpose-built, cloud-native solution designed to help investors and risk managers trade and manage loans, securities, and mortgage servicing rights portfolios.

On-Demand. Access normalized and reliable data to analyze historical performance of loans and securities as part of your pre-trade analysis.

On-Demand. Run analytics for loans, securities, and MSRs.

Leverage “tape cracking” for loan collateral with our SMART ETL tool.

Use RiskSpan’s predictive prepayment and credit models or substitute your own.

On-Demand or Managed Service. Run portfolio analytics and market risk on over 70 asset classes. Access and select shock scenarios from our extensive library.

Our advanced compute tech is powered by high-speed distributed cloud-native architecture that meets the changing requirements of investors and regulators.

Data aggregation engine and data warehouse with next generation validation technology.

Data sourced directly from primary loan servicers and other vendors.

Analysts-On-Demand

Our Analysts-On-Demand solution is provided as part of your investment in RiskSpan’s Edge Platform. Experts are also available to you separately by retainer for your specialized analytics needs.

The Analysts-On-Demand team consists of more than 50 data scientists, data analysts, modelers and other quants who help clients solve their toughest data and modeling problems.

Work with our data experts to elevate your analytics for loans and structured finance investments.

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Our Insights

Browse our latest content — register for an upcoming (or recorded) webinar, check out our blog, or download a white paper.

Article

RiskSpan Introduces Proprietary Measure for Plotting Burnou...

ARLINGTON, Va., June 22, 2022 --RiskSpan, a leading provider of residential mortgage and structured product data and analytics, has announced a series of new enhancements in the latest release of

Striking a Proper Balance: ESG for Structured Finance

The securitization market continues to wrestle with the myriad of approaches and lack of standards in identifying and reporting ESG factors in transactions and asset classes. But much needed guidance

Why Climate Risk Matters for Mortgage Loan & MSR Inves...

The time has come for mortgage investors to start paying attention to climate risk.Until recently, mortgage loan and MSR investors felt that they were largely insulated from climate risk. Notwithstanding

30-year CPR Comparison, All Coupons 1-month CPR

FHFA Prepayment Monitoring Reports (Q1 2022) Powered by Ris...

To help enforce alignment of Agency prepayments across Fannie’s and Freddie’s Uniform MBS, the Federal Housing Finance Agency publishes a quarterly monitoring report. This report compares prepayment speeds of UMBS

Daniel Fleishman Joins RiskSpan’s MSR Team

ARLINGTON, Va., May 3, 2022 -- RiskSpan, a leading provider of residential mortgage and structured product data and analytics, has appointed Daniel Fleishman as Managing Director within its recently announced

Webinar Recording: How Much Will That MSR Portfolio Really ...

Recorded: June 8th | 1:00 p.m. ET Accurately valuing a mortgage servicing rights portfolio requires accurately projecting MSR cash flows. And accurately projecting MSR cash flows requires a reliable forecast

Senior Home Equity Rises Again to $10.6 Trillion

Homeowners 62 and older saw their housing wealth grow by some $405 billion (3.8 percent) during the fourth quarter of 2021 to a record $10.6 trillion according to the latest

RiskSpan Announces Cloud-Native Mortgage Servicing Rights A...

ARLINGTON, Va., Mortgage fintech leader RiskSpan announced today that it has added a Mortgage Servicing Rights (MSR) application to its award-winning on-demand analytics Edge Platform. The application expands RiskSpan's unparalleled

Surge in Cash-Out Refis Pushes VQI Sharply Higher

A sharp uptick in cash-out refinancing pushed RiskSpan's Vintage Quality Index (VQI) to its highest level since the first quarter of 2019. RiskSpan's Vintage Quality Index computes and aggregates the

EDGE: Cash-Out Refi Speeds

Mortgage rates have risen nearly 200bp from the final quarter of 2021, squelching the most recent refinancing wave and leaving the majority of mortgage holders with rates below the prevailing

Industry Virtual Roundtable: The Intersection of Climate Ri...

April 14th | 2:00-3:15 p.m. ET With both the public and private sectors increasingly making climate risk management a priority, attention in our industry is turning to what it means

EDGE: Recent Performance of GNMA RG Pools

In early 2021, GNMA began issuing a new class of custom pools with prefix “RG.” These pools are re-securitizations of previously delinquent loans which were repurchased from pools during the

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