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Articles Tagged with: Feature Home

Webinar Recording: New Mobility Trends: The Impacts of Covid & Climate

Recorded: Wednesday, January 25th | 2:00 p.m. EST

As the Covid-19 pandemic began taking hold three years ago, very few people foresaw the dramatic impact it would have on household mobility. And yet within a year, millions of people had resettled – some temporarily, some permanently – to locations untethered to where their jobs were. Notwithstanding a gradual return to some offices, a tight labor market has enabled the increased mobility initially brought about by Covid to persist.

Will these mobility trends persist as other pandemic-era practices continue to recede? What role will climate change play in mobility as an increasing number of areas grapple with questions of insurability and other challenges tied to climate risk.

Housing economist Amy Crews Cutts, Freddie Mac chief economist and head of housing research Sam Khater, and RiskSpan head of modeling Divas Sanwal and head of climate analytics Janet Jozwik explore how these otherwise unrelated macro factors — Covid and climate – are combining to impact household mobility in the coming years.


Presenters

Amy Crews Cutts

President, AC Cutts and Associates and Chief Economist, NACM

Sam Khater

VP, Chief Economist, and Head of Freddie Mac’s Economic Housing and Research Division

Janet Jozwik

Senior Managing Director and Head of Climate Analytics, RiskSpan  

Divas Sanwal

Managing Director and Head of Modeling, RiskSpan


RiskSpan Wins Risk as a Service Category for Third Consecutive Year, Rises 6 Places in RiskTech100® 2023 Ranking

ARLINGTON, Va., December 6, 2022RiskSpan’s Edge Platform, the only single solution to include data management, models, and analytics on fully scalable, cloud-native architecture, wins “Risk as a Service” category for a third consecutive year in Chartis Research’s vaunted RiskTech100® ranking of the world’s 100 top risk technology companies.

RiskSpan was also called out as a most significant mover, climbing 6 places in the overall ranking and improving its position for the fourth year in a row.

“RiskSpan’s strong innovation in data management helped drive its six-place rise in the rankings this year,’ said Sid Dash, Research Director at Chartis. ‘The company has won the RaaS award for three consecutive years, reflecting its tech-centric and pragmatic approach in a key area of the risk management space.” 

Licensed by some of the largest asset managers, broker/dealers, hedge funds, mortgage REITs and insurance companies in the U.S., the Edge Platform is a fully managed risk solution across all asset classes with specialization in residential mortgage and structured products.  

 This year’s award reflects the Edge Platform’s unique ability to help users find alpha, execute transactions with ease, and effectively manage portfolio risks,” noted Bernadette Kogler, RiskSpan’s co-founder and CEO. It is satisfying to be recognized for our continued efforts to help clients transform their business with modern workflows and operations to optimize productivity, cost, and resilience.” 

CONTACT US

About RiskSpan, Inc.  

RiskSpan offers cloud-native SaaS analytics for on-demand market risk, credit risk, pricing and trading. With our data science experts and technologists, we are the leader in data as a service and end-to-end solutions for loan-level data management and analytics. 

Our mission is to be the most trusted and comprehensive source of data and analytics for loans and structured finance investments. 

Rethink loan and structured finance data. Rethink your analytics. Learn more at www.riskspan.com. 

 About Chartis Research:  

Chartis Research is the leading provider of research and analysis on the global market for risk technology. It is part of Infopro Digital, which owns market-leading brands such as Risk and WatersTechnology. Chartis’ goal is to support enterprises as they drive business performance through improved risk management, corporate governance and compliance, and to help clients make informed technology and business decisions by providing in-depth analysis and actionable advice on virtually all aspects of risk technology.  

 Media contact:  Timothy Willis 


Webinar Recording: Bumpy Road Ahead for GNMA MBS?

Recorded: Thursday, September 29th | 3:30 p.m. EDT

The panel discusses the likely impact of recent, and potential future, market events on GNMA MBS. Topics for discussion will include:

  • How will the forthcoming, more stringent originator/servicer financial eligibility requirements affect origination volumes, buyouts, and performance?
  • Who will fill the vacuum left by Wells Fargo?
  • What role will falling prices play in delinquency and buyout rates?
  • What will be the impact of potential Fed MBS sales.

Presenters

Mahesh Swaminahtan, CFA

Managing Director, MBS/ABS Strategist, Hilltop Securities

Fowad Sheikh

Senior Managing Director, RiskSpan

Mike Ortiz

Agency MBS Analyst, DoubleLine Group LP

 


Live Demo of RiskSpan’s Award-Winning Edge Platform–3

Wednesday, August 24th | 1:00 p.m. EDT

Live Demo of RiskSpan’s award-winning Edge Platform. Learn more and ask questions at our bi-weekly, 45-minute demo.

Historical Performance Tool: Slice and dice historical loan performance in the Agency and PLRMBS universe to find outperforming cohorts.

Predictive Loan-Level Pricing and Risk Analytics: Produce loan-level pricing and risk on loans, MSRs, and structured products in minutes – with behavioral models applied at the loan-level, and other assumptions applied conveniently to inform bids and hedging.

Loan Data Management: Let RiskSpan’s data scientists consolidate and enhance your data across origination and servicing platforms, make it analytics-ready, and maintain if for ongoing trend analysis.


About RiskSpan:

RiskSpan offers cloud-native SaaS analytics for on-demand market risk, credit risk, pricing and trading. With our data science experts and technologists, we are the leader in data as a service and end-to-end solutions for loan-level data management and analytics.

Our mission is to be the most trusted and comprehensive source of data and analytics for loans and structured finance investments.

Rethink loan and structured finance data. Rethink your analytics. Learn more at www.riskspan.com.

Presenters

Joe Makepeace

Director, RiskSpan

Jordan Parker

Sales Executive, RiskSpan


Live Demo of RiskSpan’s Award-Winning Edge Platform

Wednesday, July 27th | 1:00 p.m. EDT

Register for the next Live Demo of RiskSpan’s award-winning Edge Platform. Learn more and ask questions at our bi-weekly, 45-minute demo.

Historical Performance Tool: Slice and dice historical loan performance in the Agency and PLRMBS universe to find outperforming cohorts.

Predictive Loan-Level Pricing and Risk Analytics: Produce loan-level pricing and risk on loans, MSRs, and structured products in minutes – with behavioral models applied at the loan-level, and other assumptions applied conveniently to inform bids and hedging.

Loan Data Management: Let RiskSpan’s data scientists consolidate and enhance your data across origination and servicing platforms, make it analytics-ready, and maintain if for ongoing trend analysis.


About RiskSpan:

RiskSpan offers cloud-native SaaS analytics for on-demand market risk, credit risk, pricing and trading. With our data science experts and technologists, we are the leader in data as a service and end-to-end solutions for loan-level data management and analytics.

Our mission is to be the most trusted and comprehensive source of data and analytics for loans and structured finance investments.

Rethink loan and structured finance data. Rethink your analytics. Learn more at www.riskspan.com.

Presenters

Joe Makepeace

Director, RiskSpan

Jordan Parker

Sales Executive, RiskSpan


Webinar Recording: How Much Will That MSR Portfolio Really Cost You?

Recorded: June 8th | 1:00 p.m. ET

Accurately valuing a mortgage servicing rights portfolio requires accurately projecting MSR cash flows. And accurately projecting MSR cash flows requires a reliable forecast of servicing costs. Trouble is, servicing costs vary extensively from loan to loan. While the marginal cost of servicing a loan that always pays on time is next to nothing, seriously delinquent loans can easily cost hundreds, if not thousands, of dollars per year.

The best way to account for this is to forecast and assign servicing costs at the loan level – a once infeasible concept that cloud-native technology has now brought within reach. Our panelists present a novel, granular approach to servicing cost analytics and how to get to a truly loan-by-loan MSR valuation (without resorting to rep lines).

 

Featured Speakers

Venkat Mullur

SVP, Capital Markets, Ocwen

Paul Gross

Senior Quantitative Analyst, New Residential Investment Corp.

Dan Fleishman

Managing Director, RiskSpan

Joe Makepeace

Director, RiskSpan


Industry Virtual Roundtable: The Intersection of Climate Risk Management with Mortgage Loan & MSR Investing

April 14th | 2:00-3:15 p.m. ET

With both the public and private sectors increasingly making climate risk management a priority, attention in our industry is turning to what it means for mortgage loan and MSR investors.

Industry experts join RiskSpan and Housing Finance Strategies for a roundtable event where they engage in a discussion on the latest approaches and technology for mitigating climate risk management in mortgage portfolios.

The loan-level cash flows discussed in this webinar were generated using RiskSpan’s Edge Platform.

 

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Agenda (all times Eastern)

2:00-2:05 pm | WELCOME AND PROGRAM OVERVIEW 

Faith Schwartz, Founder & CEO, Housing Finance Strategies

2:05-2:20 pm | CLIMATE RISK’S IMPACT ON MORTGAGE FINANCE AND TOOLS TO MANAGE RISK

Janet Jozwik, Senior Managing Director and Head of Climate Risk, RiskSpan
Dan Raizman, Global Resilience Manager, Verisk Analytics

2:20-3:00 pm | PANEL DISCUSSION: CLIMATE RISK IN HOUSING FINANCE—RISK MANAGEMENT AND REGULATORY PERSPECTIVES

Faith Schwartz, Moderator
Mark Hanson, SVP, Freddie Mac
Kurt Johnson, CRO, Mr. Cooper
Sean Becketti, former Freddie Mac
Bernadette Kogler, CEO, RiskSpan

3:00-3:15 pm | QUESTIONS AND DISCUSSION OF POLLING RESULTS


Webinar: Geocoding Mortgage Data for ESG and Climate Risk Analysis

Recorded: February 16th | 1:00 p.m. ET

Geocoding remains a particularly vexing challenge for the mortgage industry. Lenders, servicers, and loan/MSR investors know the addresses of the properties securing their mortgage assets. But most data pertaining to climate and other ESG considerations is available only by matching to a census tract or latitude/longitude.

And if you have ever tried mapping addresses, you know this exercise can be a lot harder than it looks. Fortunately, a growing body of geocoding tools and techniques is emerging to make the process more manageable than ever, even with less than perfect address data.

Our panel presents a how-to guide on geocoding logic and its specific application to the mortgage space. You will learn a useful waterfall approach for linking census-tract-level, geo-specific data for climate risk and ESG to the property addresses in your portfolio.

 

Featured Speakers

Suhrud Dagli

Chief Innovation Officer, RiskSpan

Jason Huang

Manager, RiskSpan

Jason Lee

Software Engineer, RiskSpan


Applying Few-Shot Learning Techniques to Mortgage Data

Few-shot and one-shot learning models continue to gain traction in a growing number of industries – particularly those in which large training and testing samples are hard to come by. But what about mortgages? Is there a place for few-shot learning where datasets are seemingly so robust and plentiful? 

 

A growing body of evidence suggests that the high dimensionality of mortgage data spaces may actually make them ideal candidates for few-shot learning. 

 

Suhrud Dagli and Jing Liu present the latest installment in RiskSpan’s Data & Machine Learning Workshop series. Suhrud and Jing share examples of how they are using few-shot learning techniques in prepayment modeling and in automating quality control checks on uploaded mortgage data. 

 


Featured Speakers

Suhrud Dagli

Co-Founder and CIO, RiskSpan

Jing Liu

Senior Analyst, RiskSpan


Automating Compliance Risk Analytics

 Recorded: August 4th | 1:00 p.m. EDT

Completing the risk sections of Form PF, AIFMD, Open Protocol and other regulatory filings requires submitters to first compute an extensive battery of risk analytics, often across a wide spectrum of trading strategies and instrument types. This “pre-work” is both painstaking and prone to human error. Automating these upstream analytics greatly simplifies life downstream for those tasked with completing these filings.

RiskSpan’s Marty Kindler walks through a process for streamlining delta equivalent exposure, 10 year bond equivalent exposure, DV01/CS01, option greeks, stress scenario impacts and VaR in support not only of downstream regulatory filings but of an enhanced, overall risk management regime.


Featured Speaker

Martin Kindler

Managing Director, RiskSpan


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