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Webinar: Geocoding Mortgage Data for ESG and Clima...
February 16th | 1:00 p.m. ET Geocoding remains a particularly vexing challenge for the mortgage industry. Lenders, servicers, and loan/MSR investors know the addresses of
Improving MSR Pricing Using Cloud-Based Loan-Level...
Modeling Climate Risk and Property Valuation StabilityPart I of this white paper series introduced the case for why loan-level (as opposed to rep-line level) analytics
Mortgage Data and the Cloud – Now is the Time
As the trend toward cloud computing continues its march across an ever-expanding set of industries, it is worth pausing briefly to contemplate how it can
Will a Rising VQI Materially Impact Servicing Cost...
RiskSpan's Vintage Quality Index computes and aggregates the percentage of Agency originations each month with one or more "risk factors" (low-FICO, high DTI, high LTV,
RiskSpan Wins Risk as a Service Category for Secon...
RiskSpan’s Edge Platform, a leading provider of risk analytics, data, and behavioral modeling to the structured finance industry, is the “Risk as a Service” category
Non-Linear Paths to Leadership: RiskSpan to Join S...
On Tuesday, November 16th RiskSpan CEO Bernadette Kogler joined fellow Women in Securitization NextGen panelists Beth O'Brien, Adama Kah, and Libby Cantrill, CFA to discuss
RiskSpan, Arete Risk Advisors Announce Strategic C...
RiskSpan, a leading provider of data and analytics solutions to the mortgage industry, has announced a partnership with Arete Risk Advisors, LLC, to complement RiskSpan’s existing team
Improving the Precision of MSR Pricing Using Cloud...
Traditional MSR valuation approaches based on rep lines and loan characteristics important primarily to prepayment models fail to adequately account for the significant impact of
Senior Housing Wealth Exceeds Record $9.57 Trillio...
Homeowners 62 and older saw their housing wealth grow by 3.7 percent in the second quarter to a record $9.57 trillion, according to the latest
How Are Ginnie’s New RG Pools Performing?
In February of this year, the Ginnie Mae II program began guaranteeing securities backed by pools of mortgages previously bought out of Ginnie Mae securities
Value Opportunities in Private-Label Investor Loan...
The supply of investor loan collateral in private securitizations has surged in 2021 and projects to remain high (more on this below). To gain an
An Emerging Climate Risk Consensus for Mortgages?
That climate change poses a growing—and largely unmeasured—risk to housing and mortgage investors is not news. As is often the case with looming threats whose
Is Your Enterprise Risk Management Keeping Up with Recent Regulatory Changes?
Recorded: June 30th | 1:00 p.m. EDTNick Young, Head of RiskSpan’s Model Risk Management Practice, and his team of model
Non-Agency Delinquencies Fall Again – Still Room for Improvement
Serious delinquencies among non-Agency residential mortgages continue marching downward during the first half of 2021 but remain elevated relative to
In ESG Policy, ‘E’ Should Not Come at the Expense of ‘S’
ESG—it is the hottest topic in our space. No conference or webinar is complete without a panel touting the latest
Mortgage DQs by MSA: Non-Agency Performance Chart of the Month
This month we take a closer look at geographical differences in loan performance in the non-agency space. The chart below
May 19 Workshop: Quality Control Using Anomaly Detection (Part 2)
Recorded: May 19 | 1:00 p.m. ET Last month, RiskSpan's Suhrud Dagli and Martin Kindler outlined the principles underlying anomaly
Anomaly Detection and Quality Control
In our most recent workshop on Anomaly Detection and Quality Control (Part I), we discussed how clean market data is
Leveraging ML to Enhance the Model Calibration Process
Last month, we outlined an approach to continuous model monitoring and discussed how practitioners can leverage the results of that
RiskSpan VQI: Current Underwriting Standards Q1 2021
RiskSpan's Vintage Quality Index estimates the relative "tightness" of credit standards by computing and aggregating the percentage of Agency originations
Three Principles for Effectively Monitoring Machine Learning Models
The recent proliferation in machine learning models in banking and structured finance is becoming impossible to ignore. Rarely does a
April 28 Workshop: Anomaly Detection
Recorded: April 28 | 1:00 p.m. ET Outliers and anomalies refer to various types of occurrences in a time series.
Too Many Documentation Types? A Data-Driven Approach to Consolidating Them
The sheer volume of different names assigned to various documentation types in the non-agency space has really gotten out of
Value Beyond Validation: The Future of Automated Continuous Model Monitoring Has Arrived
Imagine the peace of mind that would accompany being able to hand an existing model over to the validators with
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