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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
The future of analytics pricing is RiskSpan’s Usage-based delivery model
Usage-based pricing model brings big benefits to clients of RiskSpan's Edge Platform Analytic solutions for loans, MSRs and structured products
RiskSpan’s Top 3 GenAI Applications for 2024
In the dynamic landscape of fixed-income securities, the role of generative artificial intelligence (GenAI) has become increasingly prominent. This transformative
Connect with us at SFVegas 2024
RiskSpan is delighted to be sponsoring SFVegas 2024! Connect with our team there to learn how we can help you
Impact of Mr. Cooper’s Cyber Security Incident on Agency Prepayment Reporting
Amid the fallout of the cyberattack against Mr. Cooper on October 31st was an inability on the large servicer's part
Snowflake Tutorial Series: Episode 3
Using External Tables Inside Snowflake to work with Freddie Mac public data (13 million loans across 116 fields) Using Freddie
RiskSpan’s Snowflake Tutorial Series: Ep. 2
Learn how to use Python User-Defined Functions in Snowflake SQL Using CPR computation for a pool of mortgage loans as
Validating Vendor Models
RiskSpan validates a diverse range of models, including many that have been developed by third-party vendors. Vendor models present unique
Prepayment Modeling: Today’s Housing Turnover Conundrum
Presenters Alex Fishbein Director, TD Securities Divas Sanwal Head of Modeling, RiskSpan Raj Dosaj Chief Revenue Officer, RiskSpan Recorded: Thursday,
What Do 2023 Origination Trends Mean for MSRs?
When it comes to forecasting MSR performance and valuations, much is made of the interest rate environment, and rightly so.
Edge: Zombie Banks
At the market highs, banks gorged themselves on assets, lending and loading their balance sheets in an era of cheap
RiskSpan Adds CRE, C&I Loan Analytics to Edge Platform
ARLINGTON, Va., March 23, 2023 – RiskSpan, a leading technology company and the most comprehensive source for data management and
Quantifying Mortgage Risk — Best Practices in the Wake of SVB
Much has been made of the Silicon Valley Bank saga, from the need for basic risk management (was there any,
Award Winning Success
