Institutionally Focused Broker-Dealer: Prepayment Analysis
An institutional-broker dealer needed a solution to analyze agency MBS prepayment data. The Solution The Edge Platform has been adopted
Commercial Bank: CECL Model Validation
A commercial bank required an independent validation of its CECL models. The models are embedded into three platforms (Trepp, Impairment
Regional Bank: AML/BSA Model Validation
A large regional bank required a qualified, independent third party to perform risk-based procedures designed to provide reasonable assurance that
Residential Mortgage REIT: End to End Loan Data Management and Analytics
An inflexible, locally installed risk management system with dated technology required a large IT staff to support it and was
GSE: Earnings Forecasting Framework Development
A $100+ billion government-sponsored enterprise with more than $3 trillion in assets sought to develop an end-to-end earnings forecast framework
Large Asset Manager: Implementation of Comprehensive, Fully-Managed Risk Management Reporting System
An asset manager sought to replace an inflexible risk system provided by a Wall Street dealer. The portfolio was diverse,
RS Edge for Loans & Structured Products: A Data Driven Approach to Pre-Trade and Pricing
The non-agency residential-mortgage-backed-securities (RMBS) market has high expectations for increased volume in 2020. Driven largely by expected changes to the qualified mortgage (QM) patch, private-label securities (PLS) issuers
FHFA 3Q2019 Prepayment Monitoring Report
FHFA’s 2014 Strategic Plan for the Conservatorships of Fannie Mae and Freddie Mac includes the goal of improving the overall
Introducing: RS Edge for Loans and Structured Products
RiskSpan Introduces RS Edge for Loans and Structured Products RiskSpan, the leading mortgage data and analytics provider, is excited to
EDGE: Revisiting WALA-ramps on FNMA Majors
In the past few months, recent-vintage FNMA Major pools have shown significant acceleration in prepay speeds, significantly impacting TBA prices
Navigating the Impact of ASU 2016-13 on AFS Securities
In Collaboration With Our Partners at Grant ThorntonNavigating the impact of ASU 2016-13 on the impairment of AFS debt securitiesWhen
RiskSpan Joins AICPA for CECL Task Force Auditing Subgroup Meeting
RiskSpan joined a dozen other vendors and auditors from the top-ten accounting firms for the AICPA’s CECL Task Force Auditing
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