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Is Your Prepay Analysis Ready for the Rate Cut?
The forthcoming Federal Reserve interest rate cuts loom large in minds of mortgage traders and originators. The only remaining question is by how much rates
Leveraging Pool-Specific Performance and Recapture Analysis: A Game Changer...
Successfully forecasting MSR cash flows demands a level of precision and granularity in data analysis that few other asset classes require. This is especially true
RiskSpan Expands Private Credit Solution to Include Residential Transition ...
Arlington, VA – July 18, 2024 – RiskSpan, a leading technology provider of innovative risk management and data analytics for securities, loans and private credit,
AI Prompt Structuring — Does it Even Matter?
At the mesh point of human ingenuity and artificial intelligence, the importance of appropriately structured prompts is frequently underestimated. Within this dynamic (and, at times,
MSR Tape to Bid in 6 Easy Steps
Creating an MSR bid using RiskSpan's Edge Platform is designed to be easy. How easy? So easy that we challenged a user to create a
Get Free Access to RiskSpan’s Non-Agency Performance Trends Dashboard
The latest addition to RiskSpan’s free RS Insights dashboard enables users to delve into insightful non-Agency delinquency trends. Slice and dice CoreLogic loan-level data by
RiskSpan Launches MBS Loan Level Historical Data on Snowflake Marketplace
ARLINGTON, Va., June 18, 2024 – RiskSpan, a leading provider of data analytics and risk management solutions for the mortgage industry, announced today that it
The newest, fastest and easiest way to access and analyze Agency MBS data
TL;DR Summary of Benefits Data normalization and enhancement: RiskSpan’s MBS data on Snowflake normalizes Fannie, Freddie, and Ginnie loan-level data, consolidating everything into one set
Transforming Loan Data Management Using Snowflake Secure Data Sharing
Presenters Paul Gross Senior Quantitative Analyst, Rithm Capital Michael Cowley Principal, Data Cloud Products, Snowflake Bernadette Kogler CEO, RiskSpan Suhrud Dagli CTO, RiskSpan Wednesday, May
Snowflake and the Future of Data Sharing Across Financial Institutions
The digitization of the financial services industry has opened countless doors to streamlining operations, building customer bases, and more accurately modeling risk. Capitalizing on these
Loans & MSRs: Managing model assumptions and tuners the easy way
One of the things that makes modeling loan and MSR cash flows hard is appropriately applying assumptions to individual loans. Creating appropriate assumptions for each
How an MSR Analytical Solution Can Boost Your Mortgage Banking Business
And why it's probably less expensive than you think Mortgage servicing rights (MSRs) are complex and volatile assets that require careful management and analysis. Inherent
RiskSpan Adds Home Equity Conversion Mortgage Data to Edge Platform
ARLINGTON, VA, September 12, 2018 -- Leading mortgage data analytics provider RiskSpan added Home Equity Conversion Mortgage (HECM) Data to
Data-as-a-Service – Credit Risk Transfer Data
Watch RiskSpan Managing Director Janet Jozwik explain our recent Credit Risk Transfer data (CRT) additions to the RS Edge Platform.
RiskSpan to Offer Credit Risk Transfer Data Through Edge Platform
ARLINGTON, VA, September 6, 2018 -- RiskSpan announced today its rollout of Credit Risk Transfer (CRT) datasets available through its RS Edge Platform.
Big Companies; Big Data Issues
Data issues plague organizations of all sorts and sizes. But generally, the bigger the dataset, and the more transformations the
Here Come the CECL Models: What Model Validators Need to Know
As it turns out, model validation managers at regional banks didn't get much time to contemplate what they would do
Houston Strong: Communities Recover from Hurricanes. Do Mortgages?
The 2017 hurricane season devastated individual lives, communities, and entire regions. As one would expect, dramatic increases in mortgage delinquencies
MDM to the Rescue for Financial Institutions
Data becomes an asset only when it is efficiently harnessed and managed. Because firms tend to evolve into silos, their
Making Data Dictionaries Beautiful Using Graph Databases
Most analysts estimate that for a given project well over half of the time is spent on collecting, transforming, and
Augmenting Internal Loan Data to Comply with CECL and Boost Profit
The importance of sound internal data gathering practices cannot be understated. However, in light of the new CECL standard, many
Applying Machine Learning to Conventional Model Validations
In addition to transforming the way in which financial institutions approach predictive modeling, machine learning techniques are beginning to find
Applying Model Validation Principles to Machine Learning Models
Machine learning models pose a unique set of challenges to model validators. While exponential increases in the availability of data,
RiskSpan Director David Andrukonis Featured on The Purposeful Banker Podcast
RiskSpan's CECL Soution Director David Andrukonis was a featured guest on PrecisionLender's podcast, The Purposeful Banker in their recent episode
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