Webinar: A Data Driven Approach to Pre-Trade Analytics & Pricing

Investors are preparing for a surge in RMBS in 2020, with expected changes to the non-QM patch.  Get ahead of the market curve and join modeling and analytics expert, Janet Jozwik, to review industry best practices for RMBS pre-trade analytics. hbspt.cta.load(2745346, '86e11fc9-48a9-429d-8ff9-dddfcc40885b', {}); Learn how RiskSpan pulls together past, present, and future for superior analysis on new RMBS...

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RS Edge for Loans & Structured Products: A Data Driven Approach to Pre-Trade and Pricing  

The non-agency residential-mortgage-backed-securities (RMBS) market has high expectations for increased volume in 2020. Driven largely by expected changes to the qualified mortgage (QM) patch, private-label securities (PLS) issuers and investors are preparing for a 2020 surge. The tight underwriting standards of the post-crisis era are loosening and will continue to loosen if debt-to-income restrictions are lifted with changes to the QM patch.   PLS programs can differ greatly. It’s increasingly important to understand the risks inherent in each...

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Introducing: RS Edge for Loans and Structured Products

RiskSpan Introduces RS Edge for Loans and Structured Products   RiskSpan, the leading mortgage data and analytics provider, is excited to announce the release of RS Edge for Loans and Structured Products.  RS Edge is the next generation of RiskSpan’s data, modeling, and analytics platform that manages portfolio risk and delivers powerful analysis for loans and structured products.  Users can derive insights from historical trends and powerful predictive forecasts under a range...

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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...