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Category: Events

Webinar Recording: Bumpy Road Ahead for GNMA MBS?

Recorded: Thursday, September 29th | 3:30 p.m. EDT

The panel discusses the likely impact of recent, and potential future, market events on GNMA MBS. Topics for discussion will include:

  • How will the forthcoming, more stringent originator/servicer financial eligibility requirements affect origination volumes, buyouts, and performance?
  • Who will fill the vacuum left by Wells Fargo?
  • What role will falling prices play in delinquency and buyout rates?
  • What will be the impact of potential Fed MBS sales.

Presenters

Mahesh Swaminahtan, CFA

Managing Director, MBS/ABS Strategist, Hilltop Securities

Fowad Sheikh

Senior Managing Director, RiskSpan

Mike Ortiz

Agency MBS Analyst, DoubleLine Group LP

 


Live Demo of RiskSpan’s Award-Winning Edge Platform–3

Wednesday, August 24th | 1:00 p.m. EDT

Live Demo of RiskSpan’s award-winning Edge Platform. Learn more and ask questions at our bi-weekly, 45-minute demo.

Historical Performance Tool: Slice and dice historical loan performance in the Agency and PLRMBS universe to find outperforming cohorts.

Predictive Loan-Level Pricing and Risk Analytics: Produce loan-level pricing and risk on loans, MSRs, and structured products in minutes – with behavioral models applied at the loan-level, and other assumptions applied conveniently to inform bids and hedging.

Loan Data Management: Let RiskSpan’s data scientists consolidate and enhance your data across origination and servicing platforms, make it analytics-ready, and maintain if for ongoing trend analysis.


About RiskSpan:

RiskSpan offers cloud-native SaaS analytics for on-demand market risk, credit risk, pricing and trading. With our data science experts and technologists, we are the leader in data as a service and end-to-end solutions for loan-level data management and analytics.

Our mission is to be the most trusted and comprehensive source of data and analytics for loans and structured finance investments.

Rethink loan and structured finance data. Rethink your analytics. Learn more at www.riskspan.com.

Presenters

Joe Makepeace

Director, RiskSpan

Jordan Parker

Sales Executive, RiskSpan


Live Demo of RiskSpan’s Award-Winning Edge Platform

Wednesday, July 27th | 1:00 p.m. EDT

Register for the next Live Demo of RiskSpan’s award-winning Edge Platform. Learn more and ask questions at our bi-weekly, 45-minute demo.

Historical Performance Tool: Slice and dice historical loan performance in the Agency and PLRMBS universe to find outperforming cohorts.

Predictive Loan-Level Pricing and Risk Analytics: Produce loan-level pricing and risk on loans, MSRs, and structured products in minutes – with behavioral models applied at the loan-level, and other assumptions applied conveniently to inform bids and hedging.

Loan Data Management: Let RiskSpan’s data scientists consolidate and enhance your data across origination and servicing platforms, make it analytics-ready, and maintain if for ongoing trend analysis.


About RiskSpan:

RiskSpan offers cloud-native SaaS analytics for on-demand market risk, credit risk, pricing and trading. With our data science experts and technologists, we are the leader in data as a service and end-to-end solutions for loan-level data management and analytics.

Our mission is to be the most trusted and comprehensive source of data and analytics for loans and structured finance investments.

Rethink loan and structured finance data. Rethink your analytics. Learn more at www.riskspan.com.

Presenters

Joe Makepeace

Director, RiskSpan

Jordan Parker

Sales Executive, RiskSpan


Webinar Recording: How Much Will That MSR Portfolio Really Cost You?

Recorded: June 8th | 1:00 p.m. ET

Accurately valuing a mortgage servicing rights portfolio requires accurately projecting MSR cash flows. And accurately projecting MSR cash flows requires a reliable forecast of servicing costs. Trouble is, servicing costs vary extensively from loan to loan. While the marginal cost of servicing a loan that always pays on time is next to nothing, seriously delinquent loans can easily cost hundreds, if not thousands, of dollars per year.

The best way to account for this is to forecast and assign servicing costs at the loan level – a once infeasible concept that cloud-native technology has now brought within reach. Our panelists present a novel, granular approach to servicing cost analytics and how to get to a truly loan-by-loan MSR valuation (without resorting to rep lines).

 

Featured Speakers

Venkat Mullur

SVP, Capital Markets, Ocwen

Paul Gross

Senior Quantitative Analyst, New Residential Investment Corp.

Dan Fleishman

Managing Director, RiskSpan

Joe Makepeace

Director, RiskSpan


Webinar: Tailoring Stress Scenarios to Changing Risk Environments

July 13th | 1:00 p.m. ET

Designing market risk stress scenarios is challenging because of the disparate ways in which various risk factors impact different asset classes. No two events are exactly alike, and the Covid-19 pandemic and the Russian invasion of Ukraine each provide a case study for risk managers seeking to incorporate events without precise precedents into existing risk frameworks.
 
Join RiskSpan’s Suhrud Dagli and Martin Kindler on Wednesday, June 15th at 1 p.m. ET as they illustrate an approach for correlating rates, spreads, commodity prices and other risk factors to analogous historical geopoltical disruptions and other major market events. Market risk managers will receive an easily digestable tutorial on the math behind how to create probability distributions and reliably model how such events are most likely to impact a portfolio.

 

Featured Speakers

Suhrud Dagli

Co-Founder and CIO, RiskSpan

Photo of Martin Kindler

Martin Kindler

Managing Director, RiskSpan


Industry Virtual Roundtable: The Intersection of Climate Risk Management with Mortgage Loan & MSR Investing

April 14th | 2:00-3:15 p.m. ET

With both the public and private sectors increasingly making climate risk management a priority, attention in our industry is turning to what it means for mortgage loan and MSR investors.

Industry experts join RiskSpan and Housing Finance Strategies for a roundtable event where they engage in a discussion on the latest approaches and technology for mitigating climate risk management in mortgage portfolios.

The loan-level cash flows discussed in this webinar were generated using RiskSpan’s Edge Platform.

 

GET A DEMO

 

Agenda (all times Eastern)

2:00-2:05 pm | WELCOME AND PROGRAM OVERVIEW 

Faith Schwartz, Founder & CEO, Housing Finance Strategies

2:05-2:20 pm | CLIMATE RISK’S IMPACT ON MORTGAGE FINANCE AND TOOLS TO MANAGE RISK

Janet Jozwik, Senior Managing Director and Head of Climate Risk, RiskSpan
Dan Raizman, Global Resilience Manager, Verisk Analytics

2:20-3:00 pm | PANEL DISCUSSION: CLIMATE RISK IN HOUSING FINANCE—RISK MANAGEMENT AND REGULATORY PERSPECTIVES

Faith Schwartz, Moderator
Mark Hanson, SVP, Freddie Mac
Kurt Johnson, CRO, Mr. Cooper
Sean Becketti, former Freddie Mac
Bernadette Kogler, CEO, RiskSpan

3:00-3:15 pm | QUESTIONS AND DISCUSSION OF POLLING RESULTS


Webinar: Geocoding Mortgage Data for ESG and Climate Risk Analysis

Recorded: February 16th | 1:00 p.m. ET

Geocoding remains a particularly vexing challenge for the mortgage industry. Lenders, servicers, and loan/MSR investors know the addresses of the properties securing their mortgage assets. But most data pertaining to climate and other ESG considerations is available only by matching to a census tract or latitude/longitude.

And if you have ever tried mapping addresses, you know this exercise can be a lot harder than it looks. Fortunately, a growing body of geocoding tools and techniques is emerging to make the process more manageable than ever, even with less than perfect address data.

Our panel presents a how-to guide on geocoding logic and its specific application to the mortgage space. You will learn a useful waterfall approach for linking census-tract-level, geo-specific data for climate risk and ESG to the property addresses in your portfolio.

 

Featured Speakers

Suhrud Dagli

Chief Innovation Officer, RiskSpan

Jason Huang

Manager, RiskSpan

Jason Lee

Software Engineer, RiskSpan


Non-Linear Paths to Leadership: RiskSpan to Join Structured Finance Association WiS NextGen Panel

On Tuesday, November 16th RiskSpan CEO Bernadette Kogler joined fellow Women in Securitization NextGen panelists Beth O’Brien, Adama Kah, and Libby Cantrill, CFA to discuss Seizing Opportunites at Every Stage of Your Career, moderated by Structured Finance Association President Kristi Leo.

Watch here: https://structuredfinance.org/women-in-securitization/

Topics included:

  • Why it’s essential to take risks in your career
  • How to seize opportunities and take on challenges
  • Leveraging an entrepreneurial spirit when exploring possibilities that don’t align with a preset career path – and taking that leap

Applying Few-Shot Learning Techniques to Mortgage Data

Few-shot and one-shot learning models continue to gain traction in a growing number of industries – particularly those in which large training and testing samples are hard to come by. But what about mortgages? Is there a place for few-shot learning where datasets are seemingly so robust and plentiful? 

 

A growing body of evidence suggests that the high dimensionality of mortgage data spaces may actually make them ideal candidates for few-shot learning. 

 

Suhrud Dagli and Jing Liu present the latest installment in RiskSpan’s Data & Machine Learning Workshop series. Suhrud and Jing share examples of how they are using few-shot learning techniques in prepayment modeling and in automating quality control checks on uploaded mortgage data. 

 


Featured Speakers

Suhrud Dagli

Co-Founder and CIO, RiskSpan

Jing Liu

Senior Analyst, RiskSpan


Automating Compliance Risk Analytics

 Recorded: August 4th | 1:00 p.m. EDT

Completing the risk sections of Form PF, AIFMD, Open Protocol and other regulatory filings requires submitters to first compute an extensive battery of risk analytics, often across a wide spectrum of trading strategies and instrument types. This “pre-work” is both painstaking and prone to human error. Automating these upstream analytics greatly simplifies life downstream for those tasked with completing these filings.

RiskSpan’s Marty Kindler walks through a process for streamlining delta equivalent exposure, 10 year bond equivalent exposure, DV01/CS01, option greeks, stress scenario impacts and VaR in support not only of downstream regulatory filings but of an enhanced, overall risk management regime.


Featured Speaker

Martin Kindler

Managing Director, RiskSpan


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