Case Study: RiskSpan Edge Platform Agency MBS Module

The Client

Multiple Agency Traders and the Research & Strategy Division of a Major Investment Bank

The Problem

RiskSpan leverages its extensive expertise to help clients rapidly access the drivers of prepayment risk and prepayment trends. Our analytical platform provides ultimate flexibility and speed to perform quickly turn securities level data into information to based decisions.  


The Solution

The RiskSpan Edge Platform is used by the Agency Trading desk to slice and dice data and look for patterns among various bonds using the graphical interface. The RiskSpan Edge Platform offers users access to current and historical data on Ginnie Mae, Fannie Mae, and Freddie Mac (“Agencies”) pass-throughs as well as other data sets.

The tool provides a flexible user interface that supports analysis of prepayment data and actionable reporting. The database includes all monthly pool level data published by the Agencies dating back to 1995.  This data includes pool factors, geographic concentrations and supplemental pool level collateral information. The Prepayment Analytics tool provides a flexible user interface that supports intuitive analysis of the prepayment data and actionable reporting delivered quickly to decision‐makers. The database includes all monthly data published by the Agencies for all months back to 1995, including factors, geographic breakdowns and supplemental disclosure information.  


The Deliverables

RiskSpan provides the tools for comprehensive Agency MBS analysis.

  • Visualizing data with integrated graphing and charting
  • Researching new prepayment trends
  • Creating user-defined data tables
  • Exporting customized charts and graphs for marketing purposes

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