Boost trading profits and efficiency with smart tape cracking, historical performance analysis, benchmarking, and loan-level forecasting and pricing
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.
Investors can:
Crack tapes in minutes, not hours
Maintain control by reviewing the recommended mappings
Increase confidence in the final dataset with recommended mappings corroborated by prior user activity
Get complete forecasts by defining backup values for missing data
Catch Mispricing
by Parsing Historical Performance Differences
Find sub-cohorts with standout performance by comparing histories of custom cohorts.
Query Fannie Mae, Freddie Mac, and private-label RMBS loan-level data since before the Financial Crisis
Filter and cohort on multiple dimensions
Discern good yield from costly mistakes
Save time and reduce operating errors by eliminating the need to manage external datasets
Load internal history to:
Get better pricing by showing investors superior performance apples-to-apples against the broader universe
Spur improvements by comparing one internal segment against another
Find Relative Value
by Benchmarking Composition
Compare the composition of a target loan pool against benchmarks.
Spot risky loans to consider excluding with powerful composition visuals, including geographic concentration maps and FICO-LTV scatterplots
Establish relative credit value with average and tail risks plotted on top of benchmarks
Secure committee approval sooner with presentation-ready visuals that export in a click
Benchmark to other imported loan files or to RMBS collateral pools
Hone Bids
with Granular, Multi-Scenario Forecasting
Challenge or corroborate pricing assumptions through alternative approaches.
Define your own prepay and credit assumptions or run RiskSpan’s proprietary models
Ensure a range of outcomes stays within acceptable corridors by running RiskSpan’s models under various economic outlooks – either user-defined or from the Edge scenario library. Loop through scenarios with cloud-powered compute speed
Fine-tune bid prices and optimize portfolios. Exclude loans or segments that drag down risk-return profile by defining inputs at the loan or custom segment level
Contact us to learn more, get a free demo, or request a free trial
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