Industry-Leading Cash Flow Engine, Analytics and Data Management for MSRs
An all-inclusive MSR valuation, risk modeling and data management solution enabling investors, originators and servicers to more effectively manage their mortgage data and portfolios.
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:
Quickly load and map portfolios from different counterparties
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
View MOM data QC visualization reports
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:
- Prepayment
- Default
- Recapture rates
Leverage suite of customized data visualization reports (via Tableau)
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
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
Contact us to learn more, get a free demo, or request a free trial
How reliable is your data?
Our team of quants and data
scientists is available on demand
to provide custom support.