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

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
Article

RiskSpan’s Snowflake Tutorial Series: Ep. 2
Learn how to use Python User-Defined Functions in Snowflake SQL Using CPR computation for a pool of mortgage loans as an example, this six-minute tutorial succinctly demonstrates how to: Query

Validating Vendor Models
RiskSpan validates a diverse range of models, including many that have been developed by third-party vendors. Vendor models present unique implications when it comes to model risk management (MRM). In

Prepayment Modeling: Today’s Housing Turnover Conundrum
Presenters Alex Fishbein Director, TD Securities Divas Sanwal Head of Modeling, RiskSpan Raj Dosaj Chief Revenue Officer, RiskSpan Recorded: Thursday, June 22 Accurately modeling the lock-in effect on housing turnover

What Do 2023 Origination Trends Mean for MSRs?
When it comes to forecasting MSR performance and valuations, much is made of the interest rate environment, and rightly so. But other loan characteristics also play a role, particularly when

Edge: Zombie Banks
At the market highs, banks gorged themselves on assets, lending and loading their balance sheets in an era of cheap money and robust valuations. As asset prices drop, these same

Cracking the Code for a Gender-Equal Future: Strategies for addressi...
Bias is real and we all have it – both men and women. It’s often hard to recognize, as bias is the result of cultural and societal norms that have

RiskSpan Adds CRE, C&I Loan Analytics to Edge Platform
ARLINGTON, Va., March 23, 2023 – RiskSpan, a leading technology company and the most comprehensive source for data management and analytics for mortgage and structured products, has announced the addition

Quantifying Mortgage Risk — Best Practices in the Wake of SVB
Much has been made of the Silicon Valley Bank saga, from the need for basic risk management (was there any, other than a trivial nod?) to the possibility of re-extending

Duration Risk: Daily Interest Rate Risk Management and Hedging Now Indispen...
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

Webinar Recording: An Investor’s Guide to America’s Housing Supply Crisis
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
Are Recast Loans Skewing Agency Speeds?
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

RiskSpan Incorporates Flexible Loan Segmentation into Edge Platform
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