EDGE: GNMA Forbearance End Date Distribution
With 2021 underway and the first wave of pandemic-related FHA forbearances set to begin hitting their 12-month caps as early
Top Hedge Fund Administrator: Risk Metrics & Performance Reports via Tableau and the Cloud
A leading hedge fund administrator sought a better way to provide compliance reporting and overnight risk and portfolio reporting for
EDGE: COVID Forbearance and Non-Bank Buyouts
November saw a significant jump in GNMA buyouts for loans serviced by Lakeview. Initially, we suspected that Lakeview was catching
RiskSpan’s EDGE Platform Named Risk-as-a-Service Category Winner by Chartis Research
ARLINGTON, Va., November 19, 2020 – RiskSpan’s EDGE Platform has been named the “Risk-as-a-Service” Category Winner for 2021 in Chartis
Validating Structured Finance Models
Introduction: Structured Finance Models Models used to govern the valuation and risk management of structured finance instruments take a variety
EDGE: Unexplained Prepayments on HFAs — An Update
In early October, we highlighted a large buyout event for FNMA pools serviced by Idaho HFA, the largest servicer of
RiskSpan VQI: Current Underwriting Standards Q3 2020
RiskSpan’s Vintage Quality Index, which had declined sharply in the first half of the year, leveled off somewhat in the
EDGE: Unexplained Behavior for Idaho HFA
People familiar with specified pool trading recognize pools serviced by the state housing finance authorities as an expanding sector with
EDGE: An Update on Property Inspection Waivers
In June, we wrote about the significant prepay differences observed between loans with full inspection/appraisals and loans with property inspection
Why Model Validators Need to Care About the LIBOR Transition
The transition to the Secured Overnight Financing Rate (SOFR) as a LIBOR replacement after 2021 creates layers of risk for
Managing Machine Learning Model Risk
Though the terms are often used interchangeably in casual conversation, machine learning is a subset of artificial intelligence. Simply put,
September 30 Webinar: Machine Learning in Model Validation
Recorded: September 30th | 1:00 p.m. EDT Join our panel of experts as they share their latest work using machine
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