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Private Credit Primer Series: Insights for Investors
We are delighted to announce the release of RiskSpan's series of Private Credit Primers aimed at providing investors with essential knowledge about the diverse and
Preparing For Impact: How Will Non-QM Prepay Speeds React to Lower Rates?
In a recent post, we addressed some of the less obvious ways in which a lower interest rate environment is likely to impact an agency
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
End-User Computing Controls – Building an EUC Inventory
An accounting manager at a mid-sized bank recently wondered aloud to us how to approach implementing end-user computing controls (EUC).
What is an “S-Curve” and Does it Matter if it Varies by Servicer?
Mortgage analysts refer to graphs plotting prepayment rates against the interest rate incentive for refinancing as “S-curves” because the resulting
Validating Interest Rate Models
Many model validations—particularly validations of market risk models, ALM models, and mortgage servicing rights valuation models—require validators to evaluate an
AML Model Validation: Effective Process Verification Requires Thorough Documentation
Increasing regulatory scrutiny due to the catastrophic risk associated with anti-money-laundering (AML) non-compliance is prompting many banks to tighten up
Mitigating EUC Risk Using Model Validation Principles
The challenge associated with simply gauging the risk associated with “end user computing” applications (EUCs)— let alone managing it—is both
Open Source Governance: Three Potential Risks
For many companies, the question is no longer whether to use open-source tools, but rather how to implement them with
Advantages and Disadvantages of Open Source Data Modeling Tools
Using open source data modeling tools has been a topic of debate as large organizations, including government agencies and financial
Open Source Software for Mortgage Data Analysis
While open source has been around for decades, using open source software for mortgage data analysis is a recent trend.
Balancing Internal and External Model Validation Resources
The question of “build versus buy” is every bit as applicable and challenging to model validation departments as it is
Credit Risk Transfer: Front End Execution – Why Does It Matter?
This article was originally published on the GoRion blog. Last month I described an overview of the activities of Credit
Performance Testing: Benchmarking Vs. Back-Testing
When someone asks you what a model validation is, what is the first thing you think of? If you are
4 Questions to Ask When Determining Model Validation Scope
Model risk management is a necessary undertaking for which model owners must prepare on a regular basis. Model risk managers
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