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… ShareTweetShare

RiskSpan Partnership S&P

CRT Deal Monitor: November 2018 Update

RiskSpan’s CRT Deal Monitor 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. The analysis depicts visually how credit metrics are trending today and shows… ShareTweetShare

CECL: DCF vs. Non-DCF Allowance — Myth and Reality

FASB’s CECL standard allows institutions to calculate their allowance for credit losses as either “the difference between the amortized cost basis and the present value of the expected cash flows” (ASC 326-20-30-4) or “expected credit losses of the amortized cost basis” (ASC 326-20-30-5). The first approach is commonly called the discounted cash flow or “DCF… ShareTweetShare

cecl dcf non-dcf

Risk-as-a-Service – Transforming Portfolio Market Risk Analytics

Watch RiskSpan Co-Founder and Chief Technology Officer, Suhrud Dagli, discuss RiskSpan's Risk-as-a-Service offerings. RiskSpan's market risk management team has transformed portfolio risk analytics through distributed cloud computing. Our optimized infrastructure powers risk and scenario analytics at speeds and costs never before possible in the industry. Still want more? Take a look at our portfolio market...ShareTweetShare

CTO Suhrud Dagli | Risk-as-a-Service

CRT Deal Monitor: October 2018 Update

RiskSpan’s CRT Deal Monitor 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. The analysis depicts visually how credit metrics are trending today and shows… ShareTweetShare

RiskSpan VQI: Current Underwriting Standards – September 2018

VQI held steady for the September at 99.31 compared to 99.43 in August. There was a small increase in proportion of loans made made for cash-out refinance. However, there was a slight reduction in loans made to Investors which offset the increase. VQI below 100 indicates stricter underwriting standards compared to January 2003. RiskSpan introduced the VQI in 2015 as a… ShareTweetShare