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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

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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

(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

  • 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

  • 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

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

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