Prepayment Spikes in Ida’s Wake – What to Expect
It is, of course, impossible to view the human suffering wrought by Hurricane Ida without being reminded of Hurricane Katrina’s
EDGE: QM vs Non-QM Prepayments
Prepayment speeds for qualified mortgages (QM loans) have anecdotally been faster than non-QM loans. For various reasons, the data necessary
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:
RiskSpan Named to Inaugural STORM50 Ranking by Chartis Research – Winner of “A.I. Innovation in Capital Markets”
Chartis Research has named RiskSpan to its Inaugural “STORM50” Ranking of leading risk and analytics providers. The STORM report “focuses
Automating Compliance Risk Analytics
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'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.
Award Winning Success
Ready to elevate your analytics?