CRT Deal Monitor: April 2019 Update

CRT Deal Monitor: Understanding When Credit Becomes Risky  This analysis tracks several metrics related to deal performance and credit profile, putting them into a historical context by comparing the same metrics for recent-vintage deals against those of ‘similar’ cohorts in the time leading up to the 2008 housing crisis.   Some of the charts in this post have interactive features, so click around! We’ll be tweaking the analysis and adding new metrics in subsequent months. Please shoot us an email if you have an idea for other...

Case Study: Datamart Design and Build

The Client Government Sponsored Enterprise (GSE) Talk ScopeGet a Demo The Problem A GSE needed a centralized data solution for its forecasting process which involved cross-functional teams from different business lines (Single Family, Multi Family, Capital Markets).​ The client also needed a cloud-based data warehouse to host forecasting outputs for reporting purpose with a faster querying and processing speed.​ The input and output files...

riskspan case study

CRT Deal Monitor: March 2019 Update

CRT Deal Monitor: Understanding When Credit Becomes Risky  This analysis tracks several metrics related to deal performance and credit profile, putting them into a historical context by comparing the same metrics for recent-vintage deals against those of ‘similar’ cohorts in the time leading up to the 2008 housing crisis.   Some of the charts in this post have interactive features, so click around! We’ll be tweaking the analysis and adding new metrics in subsequent months. Please shoot us an email if you have an idea for other...

Join Us: RiskSpan at LendIt FinTech 2019

Will you be attending LendIt Fintech 2019? RiskSpan is excited to be joining our colleagues at this conference in San Francisco from April 8-9th. LendIt Fintech is the world’s largest event in financial services innovation. The 2019 conference features several tracks, including ‘Blockfin: Blockchain in Financial Services’,’Investing in Debt & Equity: Key Insights’ and ‘Paperless…

lendit fintech 2019

Preparing for the Single Security Initiative – Analyzing Prepayment Alignment

The upcoming implementation of the Single Security Initiative makes it critical for mortgage market participants to have appropriate tools for analyzing and monitoring the prepayment behavior of Agency MBS. RiskSpan’s data and analytical platform, RS Edge, allows mortgage market participants to ‘dig deeper’ into the drivers of prepayment behavior for Agency MBS and will help identify trends when prepayment behavior is not aligned with UMBS issued by Fannie Mae...

single security initiative

Join Us: RiskSpan at Single Security 2019

Will you be attending Single Security 2019? RiskSpan is excited to be joining our colleagues at this conference in New York City, on March 4th. This single security initiative is a joint project from Fannie Mae and Freddie Mac, under the guidance of FHFA to develop a common mortgage-backed security. RiskSpan provides FHFA with prepayment…

single security 2019