U.S. Residential Loans
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:
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Crack tapes in minutes, not hours
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Maintain control by reviewing the recommended mappings
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Increase confidence in the final dataset with recommended mappings corroborated by prior user activity
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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.
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Query Fannie Mae, Freddie Mac, and private-label RMBS loan-level data since before the Financial Crisis
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Filter and cohort on multiple dimensions
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Discern good yield from costly mistakes
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Save time and reduce operating errors by eliminating the need to manage external datasets
Load internal history to:
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Get better pricing by showing investors superior performance apples-to-apples against the broader universe
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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.
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Spot risky loans to consider excluding with powerful composition visuals, including geographic concentration maps and FICO-LTV scatterplots
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Establish relative credit value with average and tail risks plotted on top of benchmarks
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Secure committee approval sooner with presentation-ready visuals that export in a click
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Benchmark to other imported loan files or to RMBS collateral pools
Hone Bids
with Granular, Multi-Scenario Forecasting
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Challenge or corroborate pricing assumptions through alternative approaches.
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Define your own prepay and credit assumptions or run RiskSpan’s proprietary models
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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
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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
Resources
How reliable is your data?
Our team of quants and data scientists is available on demand to provide custom support.
