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Category: Core

Data Management

Data Management

Unlock the power of your data by transforming it into actionable business intelligence. Access reliable and accurate information through our domain and technical expertise.

Platform Refactoring


Deploy cloud based data warehouse solutions in a fraction of the time and at significant savings versus on-premises solutions.

Application Development


Develop custom applications to your preferred architecture while increasing transparency, maximizing processing power, and achieving real-time analytics for your business.

Process Improvement


Stop emailing Excel files. Streamline data processes and standardize operating procedures to increase data transparency and improve internal controls.

RiskSpan makes it simple to ingest, organize, clean, and act on your data.

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The ultimate end-to-end solution for loan and securities data.

Data management, model management, and predictive analytics on one scalable, cloud platform.

LEARN ABOUT THE EDGE PLATFORM

Model Validation

Model Validation

Get clear and comprehensive model validation reports that satisfy internal stakeholders and meet regulator requirements.

Conceptual Soundness


We test the reasonableness of model data inputs, assumptions, and calculations by assessing how coefficients were selected, confirming that their selection is justified using developmental evidence, and reviewing all model documentation.

Ongoing Monitoring


Our validators benchmark model outputs across a wide range of shock scenarios using RiskSpan’s suite of proprietary credit, prepayment, and valuation models. Whether coded in SAS, R, Excel, or Python, we ensure model consistency with critical documentation and best practices.

Outcomes Analysis


We tailor the statistical tests for back-testing to the specifics of each model under review and work with your team to develop thresholds and tolerance levels appropriate for each model, their respective outputs, and each use case. Recommendations are adapted to your needs when recalibration is required.

Get clear and comprehensive model validation reports that satisfy internal stakeholders and meet regulator requirements.

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The ultimate end-to-end solution for loan and securities data.

Data management, model management, and predictive analytics on one scalable, cloud platform.

LEARN ABOUT THE EDGE PLATFORM

Valuation & Portfolio Analysis

Valuation & Portfolio Analysis

Effortlessly manage loan and structured products under varying market conditions. Generate audit-ready valuations based on loan or security characteristics, market color, and proprietary behavioral models.

Loan & CUSIP Analysis


Price hard-to-value “Tier 3” assets using cash flows driven by our proprietary prepayment, default and severity models and our bond research team.

Dynamic Analytics


Generate accurate, audit-compliant prices for illiquid securities. Calibrate interest rate, loss distribution, and prepayment models for any security.

Cash Management


Accurately forecast P&I, T&I, and corporate servicing advances based on a comprehensive range of macroeconomic scenarios.

RiskSpan makes it easy to manage loan and structured product positions under any market condition.

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The ultimate end-to-end solution for loan and securities data.

Data management, model management, and predictive analytics on one scalable, cloud platform.

LEARN ABOUT THE EDGE PLATFORM

Models & Forecasting

Models & Forecasting

Develop proprietary models and create accurate forecasts using a broad range of economic variables and dynamic modeling assumptions.

Curate RiskSpan Models


Tailor RiskSpan’s prepayment, credit, default, loss, and risk models that power RiskSpan’s Edge Platform to your exact specifications.

Custom Models


Let RiskSpan’s quants and modelling experts leverage traditional statistical and machine learning techniques to analyze, select, and build models to address your business needs.

Control the Variables


Integrate macroeconomic variables and modeling assumptions to navigate uncertain market conditions and meet the unique needs of your portfolio.

RiskSpan makes it easy to manage loan and structured products under various market conditions.

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The ultimate end-to-end solution for loan and securities data.

Data management, model management, and predictive analytics on one scalable, cloud platform.

LEARN ABOUT THE EDGE PLATFORM

Privacy Policy

Privacy policy

RiskSpan collects only personally identifiable information that is specifically and voluntarily provided by visitors to our website. RiskSpan receives limited identifiable information, such as name, address, and email address, from website visitors. Typically, identifying information is collected to allow visitors to:

  • Inquire about RiskSpan products and services
  • Join our mailing list
  • Register for certain areas of the site

It is RiskSpan’s policy to limit the information collected to the minimum information required to complete a visitor’s request. In instances where non-mandatory information is sought, the website visitor will be notified of this at the point of collection.

RiskSpan may transfer certain personally identifiable information across geographical borders to RiskSpan’s affiliates and/or outside companies working with us or on our behalf. RiskSpan may also store this information in a jurisdiction other than where visitors are based. By providing personally identifiable information on RiskSpan’s website, visitors thereby consent to this transfer and/or storage of their data across borders.

Visitors are able to send email through the site. Their messages will contain the user’s email address, as well as any additional information the user may wish to include in the message.

RiskSpan’s intention is not to seek any sensitive information through our website. Sensitive information includes a number of types of data relating to: race or ethnic origin; political opinions; religious or other similar beliefs; physical or mental health; sexual life or criminal record. We suggest that visitors not provide sensitive information of this nature. Visitors who provide sensitive information to RiskSpan thereby consent to RiskSpan’s use of that information for legitimate business purposes and consent to the transfer and storage of such information to and in RiskSpan databases.

Cookies

Cookies may be used on some pages of our website. Cookies are files placed on your computer’s hard drive, to assist us in providing a more customized website experience. For example, a cookie can be used to store registration information in an area of the site so that a user does not need to re‐enter it on subsequent visits to that area. RiskSpan may use cookies to make navigation of our website easier for visitors and to facilitate efficient registration procedures. If you are concerned about cookies, most browsers permit individuals to decline cookies.

Third parties

It is RiskSpan’s policy only to disclose information to third parties under the following circumstances:

  • When explicitly requested by a visitor.
  • As required by law through subpoena, search warrant or other legal process RiskSpan’s website does not collect or compile personally identifying information for dissemination or sale to outside parties for marketing purposes.

Data Retention and Access

Some of the information we receive is not retained. Contact information about visitors will be kept as long as the information is required to completely service the contact request or until a visitor requests that we delete that information. Mailing list information, discussion posts and email are kept for only the period of time considered reasonable to facilitate the visitor’s requests.

Should visitors subsequently choose to unsubscribe from mailing lists or user registrations, we will provide instructions, on the appropriate website area or in communications to our visitors.

RiskSpan does not assume responsibility for verifying the ongoing accuracy of the content of personal information. When practically possible, if RiskSpan is informed that any personal data collected through a website is no longer accurate, RiskSpan will make appropriate corrections based on the updated information provided by the visitor.

Security

RiskSpan has implemented generally accepted standards of technology and operational security in order to protect personally identifiable information from loss, misuse, alteration or destruction.

Children

The RiskSpan sites covered by this privacy statement are not intentionally designed for or directed at children 13 years of age or younger. It is RiskSpan’s policy never to knowingly collect or maintain information about anyone under the age of 13.

Modifications

RiskSpan reserves the right to modify this policy at any time.


Insights

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Our Insights

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Award Winning Success

Want to reduce resource demands and eliminate the need for multiple data and analytics vendors?

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Innovation

Innovation

Unlock the power of structured, unstructured, and alternative data through AI and emerging technologies.

Machine Learning

Let cloud-based, machine learning algorithms blend alternative data with tightly structured information to enhance profitability and mitigate risk.

AI Data Ingestion & Integration

AI, machine learning, and API integrations intelligently integrate alternative data and organize information to make it more effective while productionalizing data pipelines.

Unstructured Data

Our pre-trained models provide a real-time view of dynamic conditions by contextually parsing news and published data sources to create actionable insights.

Process Modeling & Automation

Efficiencies made possible by RiskSpan’s machine learning and AI solutions have made next-day settlements a reality for structured transaction issuers.

How can we help you?

RiskSpan specializes in end-to-end data management and data life-cycle solutions. We use machine learning and emerging technologies to simplify data ingestion, cleaning, and organization and enhance insights, governance, and business intelligence.

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Take it to another level with the Edge Platform.

Need firepower to crunch the numbers? The Edge Platform delivers fast and accurate outputs to complement your data strategy.

LEARN ABOUT THE EDGE PLATFORM

Consulting

Consulting

Our quants, financial engineers, and data scientists solve complex problems to make analytics meaningful and actionable.

Data Solutions

Unlock the full potential of your data by ensuring its accuracy, accessibility and readiness for analysis

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Modeling Solutions

Optimize your forecasts and rein in your risk with our experienced team of model builders and validators

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Riskspan

Cloud Solutions

Modernize your analytics with innovative and affordable solutions that drive transformation

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Innovate.

Learn how we use machine learning to help our clients explore data and unlock value.

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Consulting

Services

Services

Our quants, financial engineers, and data scientists solve complex problems to make analytics meaningful and actionable.

Our Expertise

Engage support for discrete projects or integrate our team with yours for full-time staffing support

Data Management

Access our loan and securities market expertise to make your data more reliable and actionable.

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Models & Forecasting

Leverage the most current modeling techniques to align your data, portfolio, and economic inputs to quickly identify risks and project returns under any market condition.

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Model Validation

From ALM to AML and Valuation to VaR, our experienced model validation team has validated it and knows how to write reports that withstand internal audit and regulatory scrutiny.

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Valuation & Portfolio Analysis

Our former traders and portfolio managers will generate assumption curves and incorporate market color into CUSIP and loan-level analyses to yield prices reflective of real market conditions.

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Innovate.

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

LEARN ABOUT OUR INNOVATION

Edge Platform



Cloud-native analytics for loans, MSRs, private credit and other structured finance investments.

Seamlessly integrate asset and market data with RiskSpan’s full suite of proprietary models and analytics

Data and analytics that scale

Cloud-native solution for loans and structured finance analytics helping investors and risk managers manage loans, securities, and mortgage servicing rights.

On Demand

Historical Performance

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

Riskspan

Trade Analytics

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.

Portfolio Risk

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.

As a Service

Data as a Service

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

Data sourced directly from primary loan servicers and other vendors.

Risk as a Service

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

Data sourced directly from primary loan servicers and other vendors.

Our Key Elements

Loan Analytics

Efficiently onboard data, manage asset performance, and accurately price your whole-loan portfolio.

 

Mortgage Servicing Rights

Take your MSR pricing to the next level with an advanced cash flow engine and by trading rep lines for true loan-level analytics.

Agency MBS

Agency MBS

Leverage our unparalleled library of hosted pool and loan-level datasets to identify profitable spec pools and analyze portfolio performance.

Private Label Securities

Price instruments and make trading decisions relative to your current portfolio without the grunt work.

Portfolio Risk Analytics

Manage loans and securities holdings through credit surveillance and market risk analysis. Perform stress testing, sensitivity analysis, and VaR across your entire fixed-income portfolio.

Riskspan

Data Repository

Power your analysis with loan-level data, securities data, and real-time market data across your structured product portfolio.

Optimize your reporting with RiskSpan’s customizable data warehouse solution.

Allowance

Forecast allowances of credit-sensitive assets, including AFS, loans and HTM securities, to satisfy the latest accounting standards (CECL).

Climate Risk & ESG

Understand your portfolio’s exposure to climate risk like never before with individual property-level analytics.

Private Credit

Ingesting data from multiple sources into a single platform to handle surveillance, cash flow modeling and analytics

Our Process

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How reliable is your data?

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

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