Edge Platform - RiskSpan

Analytics for loans and structured finance investments.

RiskSpan’s advanced technology is a highly configurable platform for integration of data,
models, and analytics on high-speed, cloud-native infrastructure.

Data and analytics that scale – to help investors and risk managers manage loans, securities, and mortgage servicing rights.

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

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.

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.

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

Data sourced directly from primary loan servicers and other vendors.

Our Key Elements

Agency MBS

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

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Loan Analytics

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

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Allowance

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

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Private Label Securities

Price instruments and make trading decisions in the context of your portfolio without the grunt work.

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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.

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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.

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