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...

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...

Choosing a CECL Methodology | Doable, Defensible, Choices Amid the Clutter

CECL advice is hitting financial practitioners from all sides. As an industry friend put it, “Now even my dentist has a CECL solution.” With many high-level commentaries on CECL methodologies in publication (including RiskSpan’s ), we introduce this specific framework to help practitioners eliminate ill-fitting methodologies until one remains per segment. We focus on the commercially…

RiskSpan Partners with S&P Global Market Intelligence

ARLINGTON, Va., December 5, 2018 /PRNewswire/ — Virginia-based modeling and analytics SaaS vendor RiskSpan announced today that it will be partnering with S&P Global Market Intelligence to expand the capabilities of its commercially-available RS Edge Platform. RS Edge is a SaaS platform that integrates normalized loan and securities data, predictive models and complex scenario analytics…

RiskSpan Partnership S&P