RiskSpan, a leading technology company and the most comprehensive source for data management and analytics for residential mortgage and structured products, has announced a flurry of new functionality on its award-winning Edge Platform.
GNMA HECM Datasets and Involuntary Prepayment Breakdown: The GNMA HECM dataset is now available in Edge’s Historical Performance module, allowing market participants to find performance differentials within FHA reverse mortgage data. As with conventional datasets available on Edge, users slice and dice by any loan attribute to create S-curves, aging curves, time series and other decision-useful analytics.
Edge users also can now parse GNMA buyout metrics by reason, based on whether individual loans were in delinquency, loss mitigation, or foreclosure when they were removed from the security.
Smart Assumptions: Rather than relying on static assumptions to back-fill missing credit scores, DTIs, LTVs and other data on loan acquisition tapes, the Edge Platform now employs a smart, dynamic approach to creating more educated estimates of missing assumptions based on loan characteristics. Users have the option of accepting these assumptions or substituting their own.
Cross-Sector Trade Impact: As a provider of loan and securities analytics, RiskSpan is making it easier to forecast the combined performance of loan and securities portfolios together in a single view. This allows traders and analysts to evaluate the risk and return impact of not only different loan selections or bond selections but also cross-sector reallocation.
These new enhancements all further the Edge Platform’s purpose of providing frictionless insight, knocking down barriers to efficient, clear and data-driven valuation and risk assessment.
Comprehensive details of this and other new capabilities are available by requesting a no-obligation live demo at riskspan.com.
This new functionality is the latest in a series of enhancements that is making the Edge Platform increasingly indispensable for Agency MBS traders and investors.
