• PIW and Prepayments in RS Edge
    Inspection waivers have been available on agency-backed mortgages since 2017, but in this era of social distancing, the convenience of
  • RiskSpan in the Cloud
    On Wednesday, June 24th, at 1:00 PM EDT, join Suhrud Dagli, RiskSpan’s co-founder and chief innovator, and Gary Maier, managing
  • April Chart of the Month RiskSpan
    Tracking Mortgage Delinquency Against Non-traditional Economic Indicators by MSA  Traditional economic indicators lack the timeliness and regional granularity necessary to track the impact of COVID-19
  • RiskSpan Webinar
    Business-as-usual macroeconomic scenarios that seemed sensible a few months ago are now obviously incorrect. Off-the-shelf models likely need enhancements. How can institutions adapt? On
  • FHFA forbearance report
    On Tuesday, the market received a modicum of clarity around Agency prepayments amid the uncertainty of COVID-19, when the FHFA
  • loan-forbearance-with-COVID-19
    So you’re updating all your modeling assumptions. Don’t forget about governance. Modelers have now been grappling with how COVID-19 should
  • empty block
    In the years of calm economic expansion before CECL adoption, institutions carefully tuned the macroeconomic forecasting approaches and macro-conditioned credit
  • COVID-19 Impact on Junior Bond Spreads
    Our chart of the month presents data illustrating what has already been acutely felt by mezzanine and other subordinate bond investors – a sharp rise in spreads across all
  • riskspan-VQI-report-March-2020
    The RiskSpan Vintage Quality Index (“VQI”) indicates that we are entering the current economic downturn with a cohort of mortgages that were far more
  • Structured Credit Investor
    RiskSpan’s CEO Bernadette Kogler recently spoke with Simon Boughey of Structured Credit Investor (SCI) to discuss COVIDー19’s impact on the
  • Learn how experienced portfolio managers apply stress scenarios to unprecedented events. A recorded RiskSpan webinar from Apr 9, 2020. Click here to get
  • covid-19-impact-on-mortgage-originator-liquidity
    Over the past few years, mortgage origination has shifted away from depository institutions and into the hands of independent mortgage