MSR Analytics and Loan-Level Forecasting and Pricing- RiskSpan

A Complete System for the Loan Investment Life Cycle

A comprehensive system to handle your data and analytic needs for whole loan investments. RiskSpan’s Edge Platform leverages modern cloud technology to enable mortgage investors, aggregators, and conduits to more effectively and accurately manage acquisitions, asset management, risk exposures, and total return.

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Get a Free Trial or Demo

Outsource the Heavy Lifting of Consolidating and Mapping Servicer Data

Powered by Smart Mapping and Optimized QC rules, RiskSpan automates data ingestion across multiple servicers and data sources:

Machine learning data mapper trained on servicer data that handles acquisition and monthly feeds
QC rules and backup values that have been optimized for the top servicer data feeds
Automated QC audit reports showing mapping choices and exceptions

Dynamic Query/Filter Loan Data and Historical Performance Metrics

Analyze loan data using query/filter and custom composition reports

Report and filter on historical loan performance including prepayment, default, loss severity and recapture rates

Generate customized data visualization reports using Tableau

Leverage the speed and scalability of Snowflake for data access and queries

Loan Bid Analysis Trading Quality Risk Models, Loan-Level Valuations

RiskSpan has purpose-built tools and models to support active buyers/sellers of whole loans

Access to RiskSpan’s proprietary, loan-level prepayment/credit models
Full set of collateral types covered including GSE, FHA, VA, Jumbo, and Non-QM
Valuation and risk metrics include detailed cash flows, OAS, OAD, and multi-factor risk/scenarios
Flexible interfaces enables custom risk model tuning

Portfolio Risk Management Powerful Scalability for Daily Analytics

Leverage Edge’s cloud architecture and scalability to generate granular loan-level valuations/risk analysis
Automate daily and customized risk calculations
Results can be viewed across various existing or custom loan cohorts

Outputs accessed through custom Tableau-based reports

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Resources

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Article

Loans & MSRs: Managing model assumptions and tuners the easy way

One of the things that makes modeling loan and MSR cash flows hard is appropriately applying assumptions to individual loans. Creating appropriate assumptions for each loan or MSR segment is

How an MSR Analytical Solution Can Boost Your Mortgage Banking Business

And why it's probably less expensive than you think Mortgage servicing rights (MSRs) are complex and volatile assets that require careful management and analysis. Inherent in MSR risk management is

What Do 2024 Origination Trends Mean for MSRs?

While mortgage rates remain stubbornly high by recent historical standards, accurately forecasting MSR performance and valuations requires a thoughtful evaluation of loan characteristics that go beyond the standard "refi incentive"

GenAI Applications for Loans and Mapping Data

RiskSpan is actively furthering the advancement of several GenAI applications aimed at transforming how mortgage loan and private credit investors work and maximizing their efficiency and performance. They include: 1.

Celebrating Women’s Contributions by the Numbers

Because we're a data company after all. RiskSpan commemorates International Women's Day by taking note of the remarkable people behind these numbers.

Enriching Pre-Issue Intex CDI Files with [Actual, Good] Loan-Level Data

The way RMBS dealers communicate loan-level details to prospective investors today leaves a lot to be desired. Any investor who has ever had to work with pre-issue Intex CDI files

RiskSpan to Launch Usage-based Pricing for its Edge Platform at SFVegas 202...

New innovative pricing model offers lower costs, transparency, and flexibility for analytics users RiskSpan, a top provider of cloud-based analytics solutions for loans, MSRs, structured products and private credit, announced

What is the Draw of Whole Loan Investing?

Mortgage whole loans are having something of a moment as an asset class, particularly among insurance companies and other nonbank institutional investors. With insurance companies increasing their holdings of whole

RiskSpan, Dominium Advisors Announce Market Color Dashboard for Mortgage Lo...

Register for FREE Access ARLINGTON, Va., January 24, 2024 – RiskSpan, the leading tech provider of data management and analytics services for loans and structured products, has partnered with tech-enabled

The future of analytics pricing is RiskSpan’s Usage-based delivery model

Usage-based pricing model brings big benefits to clients of RiskSpan's Edge Platform Analytic solutions for loans, MSRs and structured products are typically offered as software-as-a-service (SaaS) or “on-prem” products, where

RiskSpan’s Top 3 GenAI Applications for 2024

In the dynamic landscape of fixed-income securities, the role of generative artificial intelligence (GenAI) has become increasingly prominent. This transformative force is shaping the future of data, analytics, and predictive

Connect with us at SFVegas 2024

RiskSpan is delighted to be sponsoring SFVegas 2024! Connect with our team there to learn how we can help you move off your legacy systems, streamline workflows and transform your

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