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Impact of Mr. Cooper’s Cyber Security Incident on Agency Prepayment R...
Amid the fallout of the cyberattack against Mr. Cooper on October 31st was an inability on the large servicer's part to report prepayment activity to
Watch Suhrud Dagli Discuss AI in Securities Analytics at Chartis Research R...
(Register for Day 3)Register to watch: www.risktech100.com
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 Mac public loan data as
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 an example, this six-minute tutorial
Validating Vendor Models
RiskSpan validates a diverse range of models, including many that have been developed by third-party vendors. Vendor models present unique implications when it comes to
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, June 22 Accurately modeling the
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. But other loan characteristics also
Edge: Zombie Banks
At the market highs, banks gorged themselves on assets, lending and loading their balance sheets in an era of cheap money and robust valuations. As
Cracking the Code for a Gender-Equal Future: Strategies for addressi...
Bias is real and we all have it – both men and women. It’s often hard to recognize, as bias is the result of cultural
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 analytics for mortgage and structured
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, other than a trivial nod?)
Duration Risk: Daily Interest Rate Risk Management and Hedging Now Indispen...
The rapid decline of Silicon Valley Bank and Signature Bank affirms the strong need for daily interest rate risk measurement and hedging. All financial institutions
Temporary Buydowns are Back. What Does This Mean for Speeds?
Mortgage buydowns are having a deja-vu moment. Some folks may recall mortgages with teaser rates in the pre-crisis period. Temporary
HECM Loan Data, Smart Assumptions, and Cross-Sector Trade Impact Headline New Edge Platform Functionality
ARLINGTON, Va., December 8, 2022 -- RiskSpan, a leading technology company and the most comprehensive source for data management and
RiskSpan Wins Risk as a Service Category for Third Consecutive Year, Rises 6 Places in RiskTech100® 2023 Ranking
ARLINGTON, Va., December 6, 2022 –RiskSpan’s Edge Platform, the only single solution to include data management, models, and analytics on
Incorporating Covid-Era Mortgage Data Without Skewing Your Models
What we observed during Covid represents a radical departure from what we observed pre-Covid. To what extent do these observations
RiskSpan Unveils New “Reverse ETL” Mortgage Data Mapping and Extract Functionality
ARLINGTON, Va., October 19, 2022 – Subscribers to RiskSpan’s Mortgage Data Management product can now not only leverage machine learning
Bumpy Road Ahead for GNMA MBS?
In a recent webinar, RiskSpan’s Fowad Sheikh engaged in a robust discussion with two of his fellow industry experts, Mahesh
Optimizing Analytics Computational Processing
We met with RiskSpan’s Head of Engineering and Development, Praveen Vairavan, to understand how his team set about optimizing analytics
Rethink Analytics Computational Processing – Solving Yesterday’s Problems with Today’s Technology and Access
We sat down with RiskSpan’s co-founder and chief technology officer, Suhrud Dagli, to learn more about how one mortgage investor
New Refinance Lag Functionality Affords RiskSpan Users Flexibility in Higher Rate Environments
ARLINGTON, Va., September 29, 2022 -- RiskSpan, a leading technology company and the most comprehensive source for data management and
Quantifying the Impact of Climate Risk on Housing Finance
When people speak of the risk climate poses to housing, they typically do so in qualitative and relative terms. A
Industry Veteran Patricia Black Named RiskSpan Chief Client Officer
ARLINGTON, Va., Sept. 19, 2022 -- RiskSpan, a leading technology company and the most comprehensive source for data management and
Webinar Recording: Bumpy Road Ahead for GNMA MBS?
Recorded: Thursday, September 29th | 3:30 p.m. EDT The panel discusses the likely impact of recent, and potential future, market
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