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Striking a Proper Balance: ESG for Structured Fina...
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 & ...
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...
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
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...
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
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...
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
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...
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
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
EDGE: New Forbearance Data in Agency MBS
Over the course of 2020 and into early 2021, the mortgage market has seen significant changes driven by the COVID
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