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Striking a Proper Balance: ESG for Structured Fina...
| RiskSpan
The securitization market continues to wrestle with the myriad of approaches and lack of standards in identifying and reporting ESG factors in transactions and asset

Why Climate Risk Matters for Mortgage Loan & ...
| RiskSpan
The time has come for mortgage investors to start paying attention to climate risk.Until recently, mortgage loan and MSR investors felt that they were largely

FHFA Prepayment Monitoring Reports (Q1 2022) Power...
| RiskSpan
To help enforce alignment of Agency prepayments across Fannie’s and Freddie’s Uniform MBS, the Federal Housing Finance Agency publishes a quarterly monitoring report. This report

Daniel Fleishman Joins RiskSpan’s MSR Team
| RiskSpan
ARLINGTON, Va., May 3, 2022 -- RiskSpan, a leading provider of residential mortgage and structured product data and analytics, has appointed Daniel Fleishman as Managing

Webinar: How Much Will That MSR Portfolio Really C...
| RiskSpan
June 8th | 1:00 p.m. ET Accurately valuing a mortgage servicing rights portfolio requires accurately projecting MSR cash flows. And accurately projecting MSR cash flows

Senior Home Equity Rises Again to $10.6 Trillion
| RiskSpan
Homeowners 62 and older saw their housing wealth grow by some $405 billion (3.8 percent) during the fourth quarter of 2021 to a record $10.6

RiskSpan Announces Cloud-Native Mortgage Servicing...
| RiskSpan
ARLINGTON, Va., Mortgage fintech leader RiskSpan announced today that it has added a Mortgage Servicing Rights (MSR) application to its award-winning on-demand analytics Edge Platform.

Surge in Cash-Out Refis Pushes VQI Sharply Higher
| RiskSpan
A sharp uptick in cash-out refinancing pushed RiskSpan's Vintage Quality Index (VQI) to its highest level since the first quarter of 2019. RiskSpan's Vintage Quality

EDGE: Cash-Out Refi Speeds
Mortgage rates have risen nearly 200bp from the final quarter of 2021, squelching the most recent refinancing wave and leaving the majority of mortgage holders

Industry Virtual Roundtable: The Intersection of C...
| RiskSpan
April 14th | 2:00-3:15 p.m. ET With both the public and private sectors increasingly making climate risk management a priority, attention in our industry is

EDGE: Recent Performance of GNMA RG Pools
In early 2021, GNMA began issuing a new class of custom pools with prefix “RG.” These pools are re-securitizations of previously delinquent loans which were

Incorporating Climate Risk into ERM: A Mortgage Ri...
Climate risk is becoming impossible to ignore in the mortgage space.President Biden’s May 2021 Executive Order makes clear that quantifying and mitigating climate risk will
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Managing Market Risk for Crypto Currencies
Contents Overview Asset Volatility vs Asset Sensitivity to Benchmark (Beta) Portfolio Asset Covariance Value at Risk (VaR) Bitcoin Futures: Basis

RiskSpan Named to Inaugural STORM50 Ranking by Chartis Research – Winner of “A.I. Innovation in Capital Markets”
RiskSpan |
Chartis Research has named RiskSpan to its Inaugural “STORM50” Ranking of leading risk and analytics providers. The STORM report “focuses

Automating Compliance Risk Analytics
RiskSpan |
Recorded: August 4th | 1:00 p.m. EDT Completing the risk sections of Form PF, AIFMD, Open Protocol and other regulatory

Is the housing market overheated? It depends where you are.
Mortgage credit risk modeling has evolved slowly in the last few decades. While enhancements leveraging conventional and alternative data have

Is Your Enterprise Risk Management Keeping Up with Recent Regulatory Changes?
For enterprise risk managers, ensuring that all the firm’s various risk management structures and frameworks are keeping up with ever-changing

RiskSpan VQI: Agency Mortgage Risk Layers for Q2 2021
RiskSpan |
RiskSpan's Vintage Quality Index computes and aggregates the percentage of Agency originations each month with one or more "risk factors"

EDGE: Extended Delinquencies in Loan Balance Stories
In June, we highlighted Fannie Mae’s and Freddie Mac’s new “expanded delinquency” states. The Enterprises are now reporting delinquency states

Climate Terms the Housing Market Needs to Understand
The impacts of climate change on housing and holders of mortgage risk are very real and growing. As the frequency

Why Mortgage Climate Risk is Not Just for Coastal Investors
When it comes to climate concerns for the housing market, sea level rise and its impacts on coastal communities often

Hurricane Season a Double-Whammy for Mortgage Prepayments
As hurricane (and wildfire) season ramps up, don’t sleep on the increase in prepayment speeds after a natural disaster event.

EDGE: Extended Delinquencies in FNMA and FHLMC Loans
In June, the market got its first look at Fannie Mae and Freddie Mac “expanded delinquency” states. The Enterprises are

Is Your Enterprise Risk Management Keeping Up with Recent Regulatory Changes?
RiskSpan |
Recorded: June 30th | 1:00 p.m. EDTNick Young, Head of RiskSpan’s Model Risk Management Practice, and his team of model
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