RS Edge: Loan-level Delinquencies in GNMA Pools
With the rapid rise of social distancing and a looming recession, investor thoughts are turning towards mortgage delinquencies and defaults.
Visualizing a CMBS Portfolio’s Exposure to COVID-19
he economic impact of the Coronavirus outbreak is all but certain to be felt by CMBS investors. The only real
RS Edge: S-curves Over Different Refi Cycles
Over the last six months, TBA speeds have progressively accelerated and are poised to print even faster given the recent
Managing Coronavirus-Related Risks in Aircraft Lease ABS
Last week, UK airline Flybe grounded its planes, stranded passengers and filed for bankruptcy protection, as the struggling carrier was
RiskSpan VQI: Current Underwriting Standards – February 2020
The RiskSpan Vintage Quality Index (“VQI”) edged higher for mortgages originated during February despite remaining low (90.41) by historical, pre-crisis
Navigating the Challenges of CECL
Navigating the Challenges of CECL CONTRIBUTORS David Andrukonis, CFADirector John Vandermeulen, CPA, CFA, FRM, CIA, CAMSManaging Director Janet JozwikCo-Head of
eBook: Navigating the Challenges of CECL With Ease
ebook Navigating the Challenges of CECL With Ease The new Current Expected Credit Loss (CECL) model is perhaps the largest
FHFA Prepayment Monitoring Reports are Powered by RS Edge
[vc_row][vc_column][vc_column_text]To help enforce prepayment alignment across Fannie’s and Freddie’s Uniform MBS, the Federal Housing Finance Agency publishes a quarterly monitoring
Calculating Value at Risk — A Review of Methods
white paperCalculating Value at Risk — A Review of Methods Our white paper explains why a full revaluation method of
eBook: A Validator’s Guide to Model Risk Management
ebook A Validator's Guide to Model Risk Management Learn from RiskSpan model validation experts what constitutes a model, considerations for
Calculating VaR: A Review of Methods
Calculating VaR A Review of Methods CONTRIBUTOR Don BrownCo-Head of Quantitative Analytics TABLE OF CONTENTS Introduction Generating Scenarios Calculating Simulated
RS Edge: WALA Ramps for Non-Bank Servicers
In 2019, the non-bank servicing sector continued to grow faster than traditional bank-servicers. As a group, non-bank servicers now represent
Award Winning Success
Ready to elevate your analytics?