RiskSpan Adds Whole Loan Analytics to Edge Platform

RiskSpan Adds Whole Loan Analytics to Edge Platform  ARLINGTON, VA, May 20, 2019 – Leading mortgage data and analytics provider RiskSpan announced the release of its Whole Loan Analytics Module on the RiskSpan Edge Platform. The module enables whole loan investors, portfolio managers, and risk managers to manage loan-level data flows and predictive models that forecast loan performance under a range of scenarios.  The off-the-shelf SaaS version supports whole loan pricing and surveillance. It enables complex forecasting analytics including geographically granular House Price scenarios and historically significant economic event scenarios. Other features and custom configurations are also...

Whole Loan Analytics

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…