RiskSpan Launches Comprehensive MSR Analytics Solution

ARLINGTON, Va., Jan. 28, 2025 /PRNewswire/ -- RiskSpan, a leading technology provider of innovative risk management and data analytics for loans, securities and private credit, today announced the launch of its state-of-the-art MSR Analytics Solution, available through RiskSpan's Edge Platform. This integrated, end-to-end data and analytics solution revolutionizes how mortgage servicing rights (MSRs) are analyzed, managed, and priced.

The solution is uniquely positioned to serve the needs of MSR traders and investors, offering capabilities tailored to agency, non-QM, and jumbo loans. It combines granular loan-level historical performance analysis, advanced machine learning models for tape cracking, and customizable scenario testing, all on a secure, fast, and scalable, cloud-native platform.

Key Features of the MSR Analytics Solution:

1. Loan-Level Analysis and Insights:
   Users can interactively query and filter loan data, create customized cohort stratifications, and access detailed historical performance metrics such as prepayment, default, and recapture rates. Visual reports and data queries are seamlessly integrated into Snowflake for enhanced accessibility and efficiency.
2. Streamlined Data Mapping and Consolidation:
   The platform's Smart Mapper technology simplifies the process of loading and mapping portfolios from multiple servicers, saving hours of manual work. RiskSpan's advanced QC rules and machine learning models further enhance data precision and reliability.
3. Robust MSR Pricing Models:
   RiskSpan's loan-level MSR pricing models significantly reduce pricing errors by offering granular cash flow forecasts, option-adjusted valuations, and segmentation capabilities. The in-house modeling team continuously updates the tools to ensure accuracy and reliability.
4. Advanced Risk Analysis and Scenario Testing:
   Users can run multiple interest rate and pricing scenarios to explore a range of potential MSR valuations. The platform's customizable interface supports automated overnight analytics, integrates with enterprise risk systems, and enhances decision-making confidence for buy/sell strategies.

A Game-Changer for the MSR Market

"RiskSpan's MSR Analytics Solution represents a significant step forward in delivering actionable insights to MSR portfolio managers," said Chris Kennedy, Director of Sales at RiskSpan. "This new technology allows clients to navigate the complexities of the MSR market with precision and confidence. As the only commercial-grade MSR cash flow model that leverages GSE historical performance data, it offers unmatched transparency into market CPR speeds, delivering a comprehensive view of portfolio performance over time. I consider this to be the 'secret sauce' of our MSR Platform." 

This solution empowers servicers, MSR sellers, MSR investors, and other stakeholders to make data-driven decisions, optimize portfolio performance, and meet critical deadlines with improved accuracy and speed.

For more information about RiskSpan's Edge Platform and the new RTL functionality, please visit RiskSpan.com.

About RiskSpan

RiskSpan delivers a single analytics solution for structured finance and private credit investors of any size to confidently make faster, more precise trading and portfolio risk decisions and meet reporting requirements with fewer resources, and less time spent managing multiple vendors and internal solutions. 

Learn more at www.riskspan.com. 

SOURCE RiskSpan