Testing Grounds

U.S. Residential Loans

Boost trading profits with smart tape cracking and customizable loan-level scenario analyses, pricing, benchmarking, and reporting

Gain Time

with Smart Mapping

Upload a loan tape and let EDGE map all the imported field headers and categorical values with amazing precision, applying continuous learning from user activity.

Investors can:

Crack tapes in minutes, not hours
Maintain control by reviewing the recommended mappings
Increase confidence in the final dataset with recommended mappings corroborated by prior user activity
Get complete forecasts by defining backup values for missing data

Catch Mispricing

by Parsing Historical Performance Differences

Find sub-cohorts with standout performance by comparing histories of custom cohorts.

Access Fannie Mae, Freddie Mac, and CoreLogic (non-agency RMBS) loan-level data since before the Financial Crisis
Filter and cohort on multiple dimensions
Discern good yield from costly mistakes
Save time and reduce operating errors by eliminating the need to manage external datasets

Find sub-cohorts with standout peLoad internal history to:

Get better pricing by showing investors superior performance apples-to-apples against the broader universe
Spur improvements by comparing one internal segment against another

Find Relative Value

by Benchmarking Composition

Compare the composition of a target loan pool against any benchmark.

Spot risky loans to consider excluding with powerful composition visuals, including geographic concentration maps and FICO-LTV scatterplots
Establish relative credit value with average and tail risks plotted on top of benchmarks
Secure committee approval sooner with presentation-ready visuals that export in a click
Benchmark to other imported loan files or to RMBS collateral pools

Hone Bids

with Granular, Multi-Scenario Forecasting

Challenge or corroborate pricing assumptions through alternative approaches.
Define your own prepay and credit assumptions or run RiskSpan’s proprietary models
Ensure a range of outcomes stays within acceptable corridors by running RiskSpan’s models under various hosted or defined economic outlooks. Loop through scenarios with cloud-powered compute speed
Fine-tune bid prices and optimize portfolios. Exclude loans or segments that drag down risk-return profile by defining inputs at the loan or custom segment level

Fully Integrated

Data Storage

Store normalized proprietary and third-party whole loan data.

Benchmarking

Compare your investments’ performance to external datasets.

Analyze Risk

Leverage our proprietary models to analyze the risk of investments.

Smart Tape Cracking and Advanced Analytics on a Single Platform

Solutions for NPLs, RPLs, and Whole Loan Transactions

Project expected yield given asking price or set walk-away bid prices given hurdle rates, optimize exit strategies (securitization vs. portfolio), and define custom segments and apply assumptions by segment.

Fast Processing Speeds

Process large datasets at speeds that set a new industry standard.

Asset Expertise

Map any tape format and get support from whole-loan data experts.

RiskSpan makes it simple to ingest, organize, clean, and act on your data.

Get a free demo

Resources

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Article

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