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MSR LP

MSR Buyers & Sellers

Eliminate Missed Opportunities and Costly Pricing Errors

  • Get complete coverage, including Agency, FHA/VA & Non-QM
  • Understand cohort-specific CPR trends relevant to your MSR sale or portfolio
  • Go beyond cohort-level valuation with loan-level, trading-quality prepayment and credit models

Get a free trial or demo

Product Summary

Introductory Presentation

Model Documentation

Built for Speed, Scale and Affordability

Cloud-Native for 15 Years

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Resources

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MSRs


Loans and MSRs LP

Unlock Loan and MSR Value

Easy loan-level analysis for better identification of retention opportunities and smarter portfolio management

 

Get a free Trial or Demo

Get a Free Trial or Demo

Advanced Loan-Level MSR Cash Flow Engine and Analytics

  • Industry-leading cash flow engine allows for full transparency and control of income and expense assumptions at a granular level including recapture rates

  • Full/excess MSR cash flow engines and prepay/credit models run at loan level across Conventional/Ginnie/Private-label MSRs

  • Forecasts include detailed MSR component cash flows, option-adjusted valuations, and risk/scenario metrics

  • Results can be viewed across various pre-canned or custom segmentations

Interactively Query/Filter Loan Data and Historical Performance Metrics

(Direct Data Access via Snowflake Also Available)

Access interactive Edge Loans module: 

    • Create Composition reports
    • Query/filter loan data
    • Extract loan data for external constituents

Report on historical performance and filter performance metrics across dimensions:

    • Prepayment
    • Default
    • Recapture rates

Leverage suite of customized data visualization reports (via Tableau)

MSR Bid Analysis – Fast Tape Cracking for Loan-Level Forecasting

Powered by Smart Mapping tools and Configurable QC, RiskSpan streamlines and automates MSR data ingestion across multiple servicers and data sources:

  • Quickly load and map portfolios from different counterparties

  • Apply machine learning model that accounts for past experience

  • Leverage RiskSpan’s recommended QC rules and backup values

  • Access QC audit reports showing mapping choices and exceptions

  • View MOM data QC visualization reports

MSR Portfolio Risk Managment (Risk as a Service)
Comprehensive Solution for Daily MSR and Hedge Valuation/Analytics

Leverage modern technology and a managed service approach for reliable and timely daily MSR valuation and risk analytics 

  • Automated, overnight run process allows for on-time delivery of daily analytics run at the loan-level

  • Incorporates QC checks to ensure high quality of results/reports

  • Flexible approach to incorporating custom model dials and MSR assumptions

  • Options available to run at a repline-level to facilitate extensive scenario analyses in fastest time possible

Leverage modern technology and a managed service approach for reliable and timely daily MSR valuation and risk analytics 

Contact us to learn more, get a free demo, or request a free trial

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Resources

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Article


How reliable is your data?

Our team of quants and data
scientists is available on demand
to provide custom support.

LEARN ABOUT OUR SERVICES

Get Started Consulting

RiskSpan Consulting Services

The preeminent solutions for modern investment in structured finance, loans and private credit
DATA SOLUTIONS

  • Data Quality Assurance

  • Data Pipes/Framework Engineering

  • Data Science and ML Services

MODELING SOLUTIONS

  • Securitization

  • Portfolio Analysis

  • Model Risk Management

  • Model Builds

CLOUD SOLUTIONS

  • Application Modernization

  • Cloud Data Migration

  • Snowflake Integration

Consulting Snowflake-Services
CLOUD SOLUTIONS

  • Application Modernization

  • Cloud Data Migration

  • Snowflake Integration

Snowflake Select Service Partner

Snowflake Select Partner

Services Overview

SnowFlake

Led by executive-level financial services experts with many years of large program delivery experience, RiskSpan helps business and technical leaders transition to the Snowflake Data Cloud.

As a designated Snowflake Select Partner, RiskSpan’s services are tailored to target specific business case opportunities across organizations, or within specific lines of business.

Consulting Snowflake-Services

Implementation Planning

Leverage proven best practices. Detailed roadmaps adapted to client’s specific needs.

Edges

Migration Services

Provide clients a full-service experience to migrate data infrastructure to Snowflake

Measure Blue

Data Architecture
& Data Pipeline
Design

Review data architecture & pipelines to help optimize the Snowflake data solution

Deliver Proof Of Concept

Deliver a highly-focused POC enabling clients to build a powerful business case

Analytics/BI Integration

Integrate customers’ existing BI environments to work with Snowflake

Pixel Blue

ETL Migration

Assist in the integration of client’s existing ETL tools and transform workflows to Snowflake

Performance
Optimization

Utilize best practices to help optimize performance based on client needs

Snowflake User Training

Deliver training to clients on the full functionality of the Snowflake platform

How can we help you?

Contact US

List of models we validate

Models Validated

Our quants, financial engineers, and data scientists solve complex problems to make analytics meaningful and actionable.
FINANCIAL/MARKET RISK MODELS RATING AGENCY MODELS (CREDIT SCORING) ASSET PRICING AND VALUATION MODELS CREDIT, DEFAULT AND PREPAYMENT MODELS (AI/ML) ASSET-LIABILITY (IRR) MODELS OPERATIONAL RISK MODELS BSA/AML/OFAC SCREENING MODELS OTHER PROPRIETARY MODELS
QRM (Mortgage Banking and MSR) RMBS Blackrock (MBS Agency Pricing) ALLL and CECL Models ALMeter Loss Mitigation Waterfall Model Actimize Value at Risk (VaR), including RiskMetrics
Polypaths CMBS Proprietary non-Agency MBS and mortgage loans OTTI Models (LP Risk Model) FiServ Sendero Verint Staffing Loss Forecast Model Bankers Tool Box (BAM+) MSR Stochastic Risk Model
Algorithmics Servicer Advance MPP Pricing (FHLBs) Proprietary Counterparty Credit Scoring QRM (ALM) Fair Lending Wiz FiServ (FCRM) Servicing Rights Valuation Model
The Yield Book Single-Family Rental MIAC (Residential Mortgages) Consumer Loss Forecast (Home Equity Loans) Empyrean Revenue Models GFX Gcop Deliquency, default, prepayment and severity model
Intex S&P LEVELS DebtX (Commercial RE Loans) FICO (Multiple versions) CompassPoint   CSI Watchdog One Source Tax Model
Relative Value Analysis (RVA) and Bond Caller Moody’s Macroeconomic Forecaster Credit Bureau Custom Credit Scorecards Proprietary Options Pricing Bloomberg Prepayment BancWare (ALM)   eFund/ Qualifile Interest Rate forecast model for mortgage TBA profiles
Net Charge-off Stress-Test Forecasting Model (DFAST) Moody’s Credit Scorecards Collateral Valuation Models Moody’s RiskCalc, MPA, CMM, Credit Edge     uMonitor Primary/ Secondary mortgage spread model
Other DFAST Models – OLS/ ARIMA Regression   Evaluation Models       FICO Falcon Fraud CD Product Mix Model
Liquidity Forecasting and Stress Testing   Pricing Models       Other BSA/AML Models  
Haircut Models              

Resources

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Article


Innovate.

Learn how machine learning can help you explore data and unlock value.

LEARN ABOUT OUR INNOVATION
Consulting

How can we help you?

Contact US

Request Demo or Trial

Request Demo

End-to-End Data, Models & Analytics with Usage-based Pricing

See RiskSpan’s Edge Platform in Action

End-to-End Data, Models &
Analytics

Portfolio Managers, Traders, and Risk Professionals: Contact us to discuss cost-effective options for accessing the Edge Platform’s full range of features without having to license individual product modules. Only pay for the compute you need.

 

Benefit from:

  • Lower Costs: Pay only for what you need, rather than being locked into an expensive contract that may not suit you current or future situation

  • Cost Sharing: Share costs across the enterprise and better manage expense based on usage by individual functions and business units

  • Transparency: Monitor usage and directly link analytics configuration and usage to results and goals. Better control spending

  • Flexibility: Experiment with different features and options of RiskSpan’s Edge Platform — avoid the restrictions of a predefined package or plan

Complete this form to schedule a meeting.

RiskSpan will contact you soon with next steps.

Free Trading Dashboard Access

Register to access Vertex: the Free version of RiskSpan’s Platform

Access the following dashboards: 

  • Consumer Loan Performance Analysis (NEW!)

  • Collateral and Servicing Activity Reports

  • Daily GSE prepayment data

  • TBA Pricing Reports

  • Interactive prepayment model back-testing reports

Access

Log onto the Edge Platform

  • Current Subscribers: Click ‘Log In’ to access the Platform

  • New Users: Click ‘Request Access’ to access RS Edge Insights for free or inquire into other Platform features

Riskspan
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Whole Loans

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Seamlessly load disparate data sources 

  • Machine learning data mapper trained on servicer data that handles acquisition and monthly feeds

  • QC rules and backup values that have been optimized for the top servicer data feeds

  • Automated QC audit reports showing mapping choices and exceptions

  • Eliminate manual column mapping and downstream surprises

  • Load data in minutes—not hours—with confidence before pricing begins

Explore stratifications and loan-level drivers

  • Instantly stratify portfolios by FICO, LTV, geography, servicer, vintage and more

  • Analyze any dimension in the dataset without pre-built cuts

  • Identify high-risk, high-value, and concentration pockets at a glance

  • Move beyond pool-level averages to undersand true risk and value drivers

  • Reveal why pools with similar headline metrics can price very differently

Compare across public and private investment portfolios

  • Analyze historical credit prepayment, and attribute dynamics in one view

  • Leverage both industry datasets and proprietary performance data

  • Compare performance across any flexibly defined cohort — not just standard market segments

  • Track how loan attributes migrate over time and impact outcomes

  • Identify true performance drivers to ground projections and pricing in data, not narratives

Price with confidence and precision

  • Integrate loan-level prepay and credit models with full cash-flow analytics

  • Model behavior loan-by-loan across Agency and non-Agency, legacy and modern products

  • Use continuously enhanced, back-tested, production-grade models

  • See exactly which assumptions drive results and how changes affect value

  • Configure assumptions by cohort or segment to reflect real-world risk differences

Assess risk, manage exposures, and report results

  • Carry pricing models and assumptions forward into ongoing portfolio monitoring

  • Maintain consistent valuations, risk metrics, and performance attribution over time

  • Track exposures and performance with the same analytics used at acquisition

  • Enable sharper bids upfront and more proactive portfolio oversight post-close

Continuously surveil to optimize outcomes

  • Automate recurring servicer data feeds with Smart Mapper and managed data support

  • Power near real-time portfolio surveillance as performance evolves

  • Monitor performance by cohort and track credit and attribute drift

  • Stay ahead of covenant thresholds and emerging risks proactively

  • Identify issues early — before performance deterioration impacts them

Contact us to request a demo

Request a Demo

Resources

view all

Article


How reliable is your data?

Our team of quants and data
scientists is available on demand
to provide custom support.

LEARN ABOUT OUR SERVICES

How reliable is your data?

Our team of quants and data
scientists is available on demand
to provide custom support.

LEARN ABOUT OUR SERVICES

Consulting – Get Started

End-to-End Data, Models &
Analytics

Contact us to discuss how RiskSpan’s “Tech + Talent” approach to structured finance can help you streamline processes, manage risk, and translate data into actionable information.

  • Go further with our cutting-edge platform for data modeling and analytics.

  • Access talented quants and data scientists to help build, manage, and integrate your data applications.

  • Use our analytics expertise to help you make better sense of your data.


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