Get Started

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: 

  • 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

learn more

Resources

view all

How reliable is your data?

Our team of quants and data scientists is available on demand to provide custom support.

LEARN ABOUT OUR SERVICES

Ready to elevate your analytics?

  • Go further with our cutting-edge platform for data modeling and analytics.

  • Access talented quants and data scientists to help build, manage, and integrate your data applications.

  • Use our analytics expertise to help you make better sense of your data.

Get Started