<img height="1" width="1" style="display:none;" alt="" src="https://dc.ads.linkedin.com/collect/?pid=68038&amp;fmt=gif">

RiskSpan’s monthly analysis of agency issuance and prepayments revealed several interesting trends with the release of May factor data. Changes in prepayment speeds from April were mixed with...

MBS Edge Platform

The Vintage Quality Index continued to climb during April 2018--a reflection of rising debt-to-income ratios and falling credit scores--settling at 102.6

In 2015, RiskSpan introduced the Vintage...

Credit Risk Modeling Mortgage Markets Edge Platform

In agency MBS, the specified pool market prices high-LTV loans at a pay-up over TBA for the prepayment protection they offer. This relationship has been well established for both high-LTV purchase...

Edge Platform Capital Markets

The importance of sound internal data gathering practices cannot be understated. However, in light of the new CECL standard, many lending institutions have found themselves unable to meet the data...

CECL Data Management

Data is at the core of everything RiskSpan does—from model builds and validations to mining and visualization projects. Because all this work, to one degree or another, relies on data as its "raw...

Edge Platform Predictive Analytics

RiskSpan’s Benchmarking Tool includes the most recent monthly loan-level issuance data released by Fannie Mae and Freddie Mac (the GSEs), providing insights into the characteristics of mortgage...

Data Management Mortgage Markets Edge Platform

In addition to transforming the way in which financial institutions approach predictive modeling, machine learning techniques are beginning to find their way into how model validators assess...

Machine Learning Model Validation Model and Data Governance

RiskSpan’s monthly analysis of agency issuance and prepayments revealed several interesting trends with the release of April factor data. Prepayment speeds spiked with almost all coupons...

MBS Edge Platform

Machine learning models pose a unique set of challenges to model validators. While exponential increases in the availability of data, computational power, and algorithmic sophistication in recent...

Machine Learning Model Validation

RiskSpan's CECL Soution Director David Andrukonis was a featured guest on PrecisionLender's podcast, The Purposeful Banker in their recent episode titled "Is your Bank Ready for CECL"

CECL Banking Markets Edge Platform
1 2 3 4 5