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EDGE: Analytics for U.S. Residential Loans

Boost trading profits and efficiency with EDGE. Upload unformatted loan tapes with smart mapping. Query historical performance of like cohorts. Visualize composition against benchmarks. Generate prices using either your own granular assumptions or RiskSpan’s proprietary prepay and credit models.
  • Gain Time with Smart Mapping: Upload a loan tape and let EDGE map all the imported field headers and categorical values with amazing precision, applying continuous learning from user activity.

  • Catch Mispricing by Parsing Historical Performance Differences. Find sub-cohorts with standout performance by comparing histories of custom cohorts.

  • Find Relative Value by Benchmarking Composition. Compare the composition of a target loan pool against any benchmark

  • Hone Bids with Granular, Multi-Scenario Forecasting


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