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Get Started – Blog

End-to-End Data, Models &
Analytics

Portfolio Managers, Traders, and Risk Professionals: 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.

Get Started – Webpage

End-to-End Data, Models &
Analytics

Portfolio Managers, Traders, and Risk Professionals: 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.

Request Demo or Trial

See RiskSpan’s Platform in Action

End-to-End Data, Models & Analytics

See RiskSpan’s Edge Platform in Action

End-to-End Data, Models &
Analytics

Portfolio Managers, Traders, and Risk Professionals: Contact us to discuss how RiskSpan’s approach to structured finance, loans and private credit can help you streamline processes, manage risk, and translate data into actionable information.

  • Ditch the spreadsheets and scale your business with RiskSpan

  • Save time and money with a single platform for public and private investments

  • Leverage our data experts to streamline your data pipes and processes

Learn more and talk to an expert

RiskSpan will contact you soon with next steps.

Climate Risk

Innovating Climate Risk Analytics for Mortgage Finance

Our Unique Approach

  • Property-Specific Analysis for Targeted Results

  • Leverages Catastrophic Event Models Used to Price Risk Today

  • Holistic View of Risk that Considers the Overarching Economic Drivers of Mortgage Performance

Tableau report depicting Cat 5 Florida hurricane

Flood, Storm, Earthquake, and Wildfire Risk

From industry-leading Catastrophic Event Models

RiskSpan has Partnered with Verisk Extreme Event Solutions to Deliver Tailored Climate Analytics for the Mortgage Space.

What We Create

Loan Level Hazard Risk Scoring

Converts Property Loss Simulations into an Easy-to-Use Risk Scoring Framework

  • Considers location-specific risk

  • Property attributes and mitigating features (age, roof, construction, etc.)

  • Flags Loans with risk but uninsured–outside FEMA designated SFHAs

Climate and Natural Hazard Stress Testing

Transparent, Adjustable Set of Mortgage Model Scenarios

  • Scenarios Covering Specific, Acute Weather Events

  • Climate Risk Scenarios capturing Chronic Physical Risk and Transition Risk

How it’s Delivered

Loan Score and At-Risk Loan Watch List

Risk Score Analysis for Portfolio Management or Loan Screening

Portfolio Risk Dashboards

Tableau Dashboards to Dig Deeper on Loan Scoring and Climate Stress Testing Results

Financial Disclosure Report & Commentary

Consolidated Reporting to Support Corporate Climate Risk Disclosures

On-Going Portfolio Monitoring and Emerging Event Risk Analysis

On-Going Portfolio Monitoring and Emerging Event Risk Analysis

Update Analysis as New Loans Acquired, Analyze Hazard Events in Real-Time

Browse our Climate Thought Leadership


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Get Started Credit Loss Accounting

End-to-End Data, Models &
Analytics

Portfolio Managers, Traders, and Risk Professionals: Contact us to discuss how RiskSpan’s “Tech + Talent” approach to fixed income can help you streamline processes, measure and manage risk, and translate data into actionable information.

  • Sharpen asset selection and risk measurement 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.


Paid Search – Agency MBS – Landing Page

EDGE: Agency MBS Prepayment Analytics at Your Fingertips 

Boost trading profits and efficiency with EDGE. Drill down into servicer-specific loan- and pool-level data from Fannie, Freddie, and Ginnie in a fraction of the time. Customize queries and create any S-curve, aging curve or time series based on loan-level data.  

  • Run S-curves, aging curves, and time series at loan- or pool-level

  • Create user-defined, multi-layered queries on more than 40 different fields

  • Visualize the data with integrated graphing and charting

  • Export customized charts and graphs to compare trends across servicers and other cohorts.

  • Programmatically access data via APIs using Edge’s flexible, visual query interface.


Paid Search – Loan Analytics – Landing Page

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


Data Libraries

Data Libraries

Explore our collection of traditional and alternative datasets
Contact us for access and to learn more
Request Data

Small Business Almanac

Powered by transaction data for millions of small businesses, track spending by state and industry.
Source: Womply Revenue

Hourly Wage Earners

Earnings data for hourly income workers for small businesses by geography
Source: Homebase

Unemployment Claims (Weekly)

National, State, County, City
Source: DOL

COVID-19 Mobility

Tracks movement trends by geography, across types of places (retail, groceries, transit stations, workplaces, and other)
Source: Google

COVID Cases

Tracks Global, Regional and local cases and deaths from COVID.
Source: JHU.edu

Job Markets

More than a billion current and historical job postings to measure the impact on the job market across industries.
Source: Burning Glass

Consumer Spending

Aeasonally adjusted credit/debit card spending relative to January 4-31 2020 in various categories
Source: Affinity Solutions

Economic Indicators And COVID Impact

Consumer level economic factors by national, regional and local level by industry and other cohorts.
Source: Track the Recovery

Restaurant Reservation Index

Global cities (49), US States, US Counties
Source: OpenTable

Market Color

Market Color covering a range of Structured Products from BWIC, email
Source: Emperasign, RiskSpan

Demographic

Size and composition of the U.S. population by various cohorts
Source: Census.gov

Unemployment

National, State and MSA level unemployment
Source: BLS

Housing Starts

Housing starts by type of unit by region
Source: St Louis Fed.org, NAHB

House Price Data

State and MSA level HPI
Source: FHFA

Forbearance

National servicing call survey captured the % of loans serviced that are in forbearance
Source: MBA.org

Delinquency

Delinquency status of loans across geographic regions and loan types
Source: Fannie Mae, Freddie Mac, Intex, CoreLogic, MBA.org

RMBS Private Label Securities (PLS)

Historical loan performance data for loans that have been securitized in PLS
Source: Corelogic

Agency MBS Issuers

Loans originated and delivered into Agency MBS monthly
Source: Fannie Mae, Freddie Mac

Agency Credit Risk Transfer (CRT) Deal P...

Fannie Mae (CAS and CIRT) and Freddie Mac (STACR and ACIS) Deal performance data
Source: Fannie Mae, Freddie Mac

Agency Single Family Historical Loan Lev...

Historical loan level performance data issued by Fannie Mae and Freddie Mac representative of loans in Credit Risk Transfer (CRT) deals.
Source: Fannie Mae, Freddie Mac

Agency MBS Loan Level Data

U.S. Agency MBS Loan Level Data: FNMA, FHLMC, GNMA
Source: eMBS

Agency MBS Pool Level Data

U.S. Agency MBS Pool Level Data: FNMA, FHLMC, GNMA (GN and GN2 programs)
Source: eMBS

Resources

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Allowance

Allowance

Allowance and CECL support for every asset class.

A Comprehensive CECL Solution

Designed by CPAs, Statisticians, and Technologists

Our Current Expected Credit Losses (CECL) Module, together with our team of data and modeling consultants, delivers the technology platform and expertise to take you from where you are today to producing audit-ready CECL estimates.

Our consulting team is available to assist pre-implementation in seamless data integration, resolving data gaps, and selecting methodologies.

Our dedicated CECL Module executes your monthly loss reserving and reporting process under the new CECL standard, covering data intake, segmentation, modeling, and report generation within a single platform.

Life-of-Loan Credit Loss Forecasts are in our DNA

Core Competency

Experts in the life-of-loan, econometric credit modeling that CECL requires. 

Complete Package

Technology solution backed by experts in data, modeling, and accounting.

Depth of Expertise

In-house statistical modeling team experienced in all asset types.

Scalable Solution

Tailored solutions so you’re not paying for functionality you already have.

A single Solution

Data Assessment

Our credit and data consultants are available to identify and solve data gaps and prepare your data for analysis and modeling. We deliver expertise in:

  • Data gap analysis and remediation

  • Database design, to collect and preserve good data

  • Selecting and integrating representative third-party, proxy data

Analytics & Models

Segmentation analytics, model selection, and a model execution engine that cover every methodology contemplated by the CECL standard.

  • Segmentation, with intuitive user interface

  • Monthly model execution, with rapid run-times

  • Method selection, including in-house models or custom builds

Report Center

Our CECL platform begins with data intake and ends with delivering your monthly ALLL estimates and supporting audit-ready reports, including:

  • Model diagnostics

  • Required disclosures

  • Explanatory board reports

  • Integrated BI tools for custom analysis

CECL Basics

What is CECL?

CECL is an acronym for Current Expected Credit Losses, and is used as shorthand for the new GAAP standard put forth by the FASB to include expected life-of-loan (LOL) losses in the allowance for credit losses for financial assets that are not accounted for at fair value through net income. It is a change from the current incurred-loss model.

IFRS 9 vs. CECL

IFRS 9 is the International Accounting Standards Board’s (IASB) analog of CECL.

CECL Implementation Dates

For public business entities that are U.S. Securities and Exchange Commission (SEC) filers, the new CECL standard takes effect for fiscal years beginning after December 15, 2019.

For all other entities, the amendments in this Update are effective for fiscal years beginning after December 15, 2020.

Transparency

OCC 2011-12/SR 11-7

All RiskSpan developed models utilized in our module are certified by an independent model governance team and the certification reports are available to the customer.

Back-testing

Additionally, regular back-testing is performed on our models, refinements are made as appropriate, changes are documented, and new versions are released onto the platform. RiskSpan will provide the resources necessary to support the validity of the models when subject to audit or regulatory inquiry.

Resources

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How reliable is your data?

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

LEARN ABOUT OUR SERVICES

Credit Loss Accounting

Credit Loss Accounting

Comprehensive, audit-ready, low-touch credit loss accounting for securities and loans

Get a free Trial or Demo

Rooted in decades of fixed-income analytics for investors at global institutions, Edge delivers audit-ready credit loss accounting for all debt securities, major loan types, and more. It covers:

  • Loans, held-to-maturity (HTM) debt securities, receivables, and other financial instruments carried at cost under ASC 326-20 (“CECL”)

  • Available-for-sale (AFS) debt securities under 326-30 and the 320-10 (OTTI) framework

Edge automates the process illustrated below to turn around granular credit loss estimates for large portfolios on tight deadlines, while preserving user discretion and explainability of results:

  • Many asset classes

    with our data and model partners:

  • ASC 326-20 (“CECL”), 326-30, and 320-10 (“OTTI”)

    • Accounting rules engine designed by CPAs and CFOs
    • Report package with instrument-level granularity, methodology, and disclosures

  • Fast turnaround

    • On-demand processing in the cloud
    • Scalable compute speed
    • Easy interface and user support

  • Audit support

    • Fully documented, SOC 1 and SOC 2 Certified application

    • Model support team to explain results and address validator, auditor, and examiner questions

Run Settings

  • Macro scenarios

  • Credit and call/prepay model selections or overrides

  • Loans only: Accounting elections

Data Intake

  • Portfolio by feed or file

  • Terms, conditions, asset descriptions

  • Qualitative exclusions

  • Securities only: AFS impairment screen

Default, Severity, Call/Prepay Rates

  • Model results or user overrides

  • Structured securities only: underlying collateral is modeled

Cash Flow Engine

  • Integration of terms and conditions and default, severity, and call/prepay rates expected cashflows, losses

Accounting Rules Engine

Accounting Rules Engine

  • Translation of forecast to book entries per accounting rules

  • Required disclosures

  • Day 1 or Day 2 outputs

  • Loans only: Mgmt. allowance adjustments

Reports

  • Audit-ready package

  • Export or feed

SOC 1 and 2 Certified

Contact us for a free demo

Resources

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How reliable is your data?

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

LEARN ABOUT OUR SERVICES

Ready to elevate your analytics?

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