The rapid decline of Silicon Valley Bank and Signature Bank affirms the strong need for daily interest rate risk measurement and hedging. All financial institutions should have well documented management

Presenters Amy Crews Cutts President, AC Cutts and Associates and Chief Economist, NACM Michael Neal Equity Scholar and  Principal Research Associate, Urban Institute Janet Jozwik Senior Managing Director and Head

In a previous blog, we highlighted large curtailments on loans, behavior that was driving a prepayment spike on some new-issue pools. Any large curtailment should also result in shortening the

ARLINGTON, Va., March 3, 2023 -- RiskSpan, a leading technology company and the most comprehensive source for data management and analytics for residential mortgage and structured products, has announced the

The most highly attended conference in recent years brought together leaders from government, capital markets, and tech institutions to discuss the current state and future of the securitization markets. SFVegas

Learn how to create a new Snowflake database and upload large loan-level datasets The first episode of RiskSpan's Snowflake Tutorial Series has dropped! This six-minute tutorial succinctly demonstrates how to:

With more than 90% of mortgages out-of-the-money from a refinancing standpoint, the MBS market has rightly focused on activities that affect discounts, including turnover and to a much lesser extent

Note: The following is the introduction from RiskSpan's contribution to a series of essays on Climate Risk and the Housing Market published this month by the Mortgage Bankers Association's Research

As any mortgage market veteran will attest, the distribution and structure of the mortgage market is constantly in flux. When rates fall, at-the-money coupons become premiums, staffing at originators rises,