MSR Buyers & Sellers
Eliminate Missed Opportunities and Costly Pricing Errors
Get complete coverage, including Agency, FHA/VA & Non-QM
Understand cohort-specific CPR trends relevant to your MSR sale or portfolio
Go beyond cohort-level valuation with loan-level, trading-quality prepayment and credit models
Spend less time cleaning and loading loan data
Customize MSR risk scenarios
RiskSpan’s Platform is the only integrated MSR solution offering granular loan-level historic performance analysis, smart loan mapping technology and innovative loan level MSR pricing models, robust scenario capabilities all built on a modern, fast, scalable, secure and user-friendly tech stack.
Interactively Query & Filter Loan Data and Historical Performance Metrics
Quickly generate custom cohort stratifications to understand CPR trends relevant to your MSR sale or portfolio. Actively benchmark performance of Ginnie Mae, High-LTV, Low-FICO, or any other loan subset
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(Direct Data Access via Snowflake Also Available)
Access Interactive 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:
- Prepayment
- Default
- Recapture rates
Leverage suite of customized data visualization reports (via Tableau)
Outsource the Heavy Lifting of Consolidating and Mapping Servicer Data
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Quickly load and map portfolios from different counterparties using AI-powered tape cracking
Apply machine learning model that accounts for past experience
Leverage RiskSpan’s recommended QC rules and backup values
Access QC audit reports showing mapping choices and exceptions
Meet multiple bid deadlines, save hours of work, and improve your analytic precision by using Smart Mapper to load loan tapes
MSR Bid Analysis: Loan-Level MSR Prepayment Model
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Trading-quality prepayment and credit models and MSR cash flow engin.
Forecasts include detailed MSR component cash flows, optionadjusted valuations
Results can be viewed across various pre-canned or custom segmentations
In-house best in class modeling team regularly updates model and is available to clients as a resource
Robust interactive model diagnostics available for back-testing
MSR Risk Analysis: Comprehensive Scenario Analysis and Customization Options
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Run multiple interest rate and or pricing scenarios to better understand range of possible MSR valuations
Flexible User Interface (UI) easily incorporates custom model dials and MSR assumptions
Create and save custom interest rate scenarios aligned with your firm’s economic view¤
Multiple team members can view, and access analytics results through the Platform
Automated, overnight run process allows for on-time delivery of daily analytics run at the loan-level
Integrate overnight analytics results into your firm’s enterprise risk platform through Snowflake connectivity
Leverage modern technology and a managed service approach for reliable and timely daily MSR valuation and risk analytics
Contact us to learn more, get a free demo, or request a free trial
Resources
Article
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February 2025 Model Update: Mortgage Prepayment and Credit Trends to Watch
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RiskSpan Introduces Enhanced Non-QM Prepayment Model Leveraging Loan-Level ...
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Non-QM Delinquencies Are Rising—And Home Prices Aren’t Helping 📉
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AI-Powered Code Reviews
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RiskSpan Launches Comprehensive MSR Analytics Solution
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Private Credit Primer Series: Insights for Investors
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Preparing For Impact: How Will Non-QM Prepay Speeds React to Lower Rates?
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Is Your Prepay Analysis Ready for the Rate Cut?
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Leveraging Pool-Specific Performance and Recapture Analysis: A Game Changer...
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RiskSpan Expands Private Credit Solution to Include Residential Transition ...
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AI Prompt Structuring — Does it Even Matter?
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MSR Tape to Bid in 6 Easy Steps
How reliable is your data?
Our team of quants and data
scientists is available on demand
to provide custom support.
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