RiskSpan, a residential mortgage and structured product data and analytics provider, recently introduced enhancements like Media Effect measure for prepayment analysis and Predictive Analytics for Managed Data on its Edge platform.
The Edge Platform offers data and predictive algorithms to conduct forecasts under various scenarios and examines Agency MBS, mortgage assets, loans, and structured products. With the release of the Media Effect measure, Edge will now allow traders and modelers to assess the media effect in any active pool of Agency loans, identify the borrowers who are most likely to refinance in reaction to news coverage, and visualize the critical impact on any cohort of loans. The new Media Effect filter/bucket will allow market players to manage expectations by examining cohorts with comparable media effects.
With Predictive Analytics for Managed Data, predictive analytics can now be launched for any filtered snapshot of the data used by Edge subscribers who use RiskSpan’s Data Management service to gather and prepare monthly loan and MSR data. Subscribers can create valuations, market risk measurements to guide hedging, credit loss accounting estimates, credit stress test outputs, and more by utilizing the suite of forward-looking analytics offered by RiskSpan.
The SFVegas 2022 conference, which RiskSpan is sponsoring, will include these features and other recently announced Edge Platform capabilities next week. Following their panels on “Technology Trends in Securitization” and “Market Beat: Mortgage Servicing Rights” on July 19, RiskSpan experts will also be available to answer queries.
