RiskSpan Introduces Media Effect Measure for Prepayment Analysis, Predictive Analytics for Managed Data

ARLINGTON, Va., July 14, 2022 /PRNewswire/ -- RiskSpan, a leading provider of residential mortgage and structured product data and analytics, has announced a series of new enhancements in the latest release of its award-winning Edge Platform.  

Comprehensive details of these new capabilities are available by requesting a no-obligation demo at riskspan.com.

Media Effect – It has long been accepted that prepayment speeds see an extra boost as media coverage alerts borrowers to refinancing opportunities. Now, Edge lets traders and modelers measure the media effect present in any active pool of Agency loans—highlighting borrowers most prone to refinance in response to news coverage—and plot the empirical impact on any cohort of loans. Developed in collaboration with practitioners, it measures rate novelty by comparing rate environment at a given time to rates over the trailing five years. Mortgage portfolio managers and traders who subscribe to Edge have always been able to easily stratify mortgage portfolios by refinance incentive. With the new Media Effect filter/bucket, market participants fine tune expectations by analyzing cohorts with like media effects.

Predictive Analytics for Managed Data – Edge subscribers who leverage RiskSpan's Data Management service to aggregate and prep monthly loan and MSR data can now kick off predictive analytics for any filtered snapshot of that data. Leveraging RiskSpan's universe of forward-looking analytics, subscribers can generate valuations, market risk metrics to inform hedging, credit loss accounting estimates and credit stress test outputs, and more. Sharing portfolio snapshots and analytics results across teams has never been easier.

These capabilities and other recently released Edge Platform functionality will be on display at next week's SFVegas 2022 conference, where RiskSpan is a sponsor. RiskSpan will be featured at Booth 38 in the main exhibition hall. RiskSpan professionals will also be available to respond to questions on July 19^th following their panels, "Market Beat: Mortgage Servicing Rights" and "Technology Trends in Securitization."

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.

SOURCE RiskSpan, Inc.