RiskSpan to Demo New Technology at SFVegas 2020

SFVegas 2020

RiskSpan representatives will be available at the booth for additional inquiries and in-booth presentations throughout the event. An appointment can be made in advance by emailing marketing@riskspan.com.

The fixed income industry is at a critical time when it comes to technology. As new tools change workflows and processes, those who use the most advanced technologies, like RiskSpan’s product suites, have an edge over other traders, portfolio managers, and risk managers.

“Smart analytics requires knowing the details, and when data is in a clean digital form, you can do anything with that data,” said Bill Moretti, Senior Managing Director and head of the SmartLink innovation lab at RiskSpan. “RiskSpan’s products provide efficiencies that result in higher returns from the ability to develop different trading strategies, access to different asset classes, value-added portfolio management analytics, and improved risk management through capital preservation.”

Bill will be part of RiskSpan’s team attending the annual SFVegas 2020 conference held February 23-26, 2020 in Las Vegas. The team will also include Janet Jozwik, Managing Director and Head of Data Analytics and Credit Modeling at RiskSpan. They plan to discuss how emerging technology and RiskSpan’s product suites can work together to provide innovative solutions.

Being able to access data in deal remittance reports is only one part of the solution. A deal’s legal structure is just as important as the data, with triggers and waterfalls dictating the speed and amount of principal and interest payments made to investors. Having this information in a centralized location and automating certain processes saves time that can instead be spent understanding a deal’s risks or exploring new approaches.

“Technology not only improves your ability to organize and scrub data, but enables the application of smart analytics to that data to help portfolio managers, traders, and risk managers meet their investment goals,” said Bill.

Extracting value from existing structured products requires knowing where bonds are trading, how deep the market is, and price talk, for example, and the right market data helps traders and portfolio managers follow a very systematic approach to decision making. The Trade Research Suite & Valuation consists of Agency Edge, SP Edge (for non-Agency structured products), and Loan Edge. These products support trading decisions by providing valuations that are based on data-driven analysis as they contain a broad coverage of deal data that includes market bids and offers. They also integrate loan-level collateral; deal libraries; a powerful cash flow engine; and proprietary credit, prepayment, and loss severity models for residential and commercial mortgage assets.

The ability to analyze market information is key to understanding an underlying bond’s credit, particularly when it comes to recognizing the first signs of deterioration in asset performance. Products within the Risk Management Suite cover all asset classes and have integrated data feeds with asset-level analysis through prepay, rates, and credit models, as well as VaR. The Market Risk Dynamics product signals how and when to hedge and re-balance portfolios. The recently launched Credit Risk Dynamics product detects credit-related issues with its surveillance tools.

To more effectively meet new accounting standards and streamline audit-ready credit loss accounting across all asset classes, the Allowance Suite solves for Accounting Standards Codification (ASC) 326-20 (credit losses on financial instruments measured at amortized cost, or CECL), and ASC 326-30 (credit losses on available-for-sale (AFS) debt securities). The Loans Allowance 360 and Securities Allowance 360 products were developed in partnership with S&P Global Market Intelligence.

RiskSpan representatives will be available at the booth for additional inquiries and in-booth presentations throughout the event. An appointment can be made in advance by emailing marketing@riskspan.com.

About RiskSpan

RiskSpan offers powerful pre-trade analytics, modeling, and risk across both loans and structured products on RS Edge, a cloud-native, scalable platform. Traders, portfolio managers, and risk managers can easily use complex models to analyze whole loans, mortgage-backed securities, asset-backed securities, Agency MBS, and credit risk transfer securities.