MSR Analytics and Loan-Level Forecasting and Pricing- RiskSpan

Unlock Loan and MSR Value

Easy loan-level analysis for better identification of retention opportunities and smarter portfolio management

Advanced Loan-Level MSR Cash Flow Engine and Analytics

Industry-leading cash flow engine allows for full transparency and control of income and expense assumptions at a granular level including recapture rates
Full/excess MSR cash flow engines and prepay/credit models run at loan level across Conventional/Ginnie/Private-label MSRs
Forecasts include detailed MSR component cash flows, option-adjusted valuations, and risk/scenario metrics
Results can be viewed across various pre-canned or custom segmentations

Interactively Query/Filter Loan Data and Historical Performance Metrics

(Direct Data Access via Snowflake Also Available)

Access interactive Edge Loans module:

- Create Composition reports
- Query/filter loan data
- Extract loan data for external constituents

Report on historical performance and filter performance metrics across dimensions:

Leverage suite of customized data visualization reports (via Tableau)

MSR Bid Analysis – Fast Tape Cracking for Loan-Level Forecasting

Powered by Smart Mapping tools and Configurable QC, RiskSpan streamlines and automates MSR data ingestion across multiple servicers and data sources:

MSR Portfolio Risk Managment (Risk as a Service)
Comprehensive Solution for Daily MSR and Hedge Valuation/Analytics

Leverage modern technology and a managed service approach for reliable and timely daily MSR valuation and risk analytics

Automated, overnight run process allows for on-time delivery of daily analytics run at the loan-level
Incorporates QC checks to ensure high quality of results/reports
Flexible approach to incorporating custom model dials and MSR assumptions
Options available to run at a repline-level to facilitate extensive scenario analyses in fastest time possible

Leverage modern technology and a managed service approach for reliable and timely daily MSR valuation and risk analytics

Resources

Our team of quants and data
scientists is available on demand
to provide custom support.