Modeling Climate Risk and Property Valuation StabilityPart I of this white paper series introduced the case for why loan-level (as opposed to rep-line level) analytics

As the trend toward cloud computing continues its march across an ever-expanding set of industries, it is worth pausing briefly to contemplate how it can

RiskSpan's Vintage Quality Index computes and aggregates the percentage of Agency originations each month with one or more "risk factors" (low-FICO, high DTI, high LTV,

RiskSpan’s Edge Platform, a leading provider of risk analytics, data, and behavioral modeling to the structured finance industry, is the “Risk as a Service” category

On Tuesday, November 16th RiskSpan CEO Bernadette Kogler joined fellow Women in Securitization NextGen panelists Beth O'Brien, Adama Kah, and Libby Cantrill, CFA to discuss

RiskSpan, a leading provider of data and analytics solutions to the mortgage industry, has announced a partnership with Arete Risk Advisors, LLC, to complement RiskSpan’s existing team

Traditional MSR valuation approaches based on rep lines and loan characteristics important primarily to prepayment models fail to adequately account for the significant impact of

Homeowners 62 and older saw their housing wealth grow by 3.7 percent in the second quarter to a record $9.57 trillion, according to the latest

In February of this year, the Ginnie Mae II program began guaranteeing securities backed by pools of mortgages previously bought out of Ginnie Mae securities

The supply of investor loan collateral in private securitizations has surged in 2021 and projects to remain high (more on this below). To gain an

That climate change poses a growing—and largely unmeasured—risk to housing and mortgage investors is not news. As is often the case with looming threats whose