RiskSpan Introduces Multi-Scenario Yield Table

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Aug 04, 2022, 07:00 ET

ARLINGTON, Va., Aug. 4, 2022 /PRNewswire/ -- RiskSpan, a leading provider of residential mortgage and structured product data and analytics, has announced a new Multi-Scenario Yield Table feature within its award-winning Edge Platform.

REITs and other mortgage loan and MSR investors leverage the Multi-Scenario Yield Table to instantaneously run and compare multiple scenario analyses on any individual asset in their portfolio.

An interactive, self-guided demo of this new functionality can be viewed here. Comprehensive details of this and other new capabilities are available by requesting a no-obligation live demo at riskspan.com.

With a single click from the portfolio screen, Edge users can now simultaneously view the impact of as many as 20 different scenarios on outputs including price, yield, WAL, dv01, OAS, discount margin, modified duration, weighted average CRR and CDR, severity and projected losses. The ability to view these and other model outputs across multiple scenarios in a single table eliminates the tedious and time-consuming process of running scenarios individually and having to manually juxtapose the resulting analytics.

Entering scenarios is easy. Users can make changes to scenarios right on the screen to facilitate quick, ad hoc analyses. Once these scenarios are loaded and assumptions are set, the impacts of each scenario on price and other risk metrics are lined up in a single, easily analyzed data table.

Analysts who determine that one of the scenarios is producing more reasonable results than the defined base case can overwrite and replace the base case with the preferred scenario in just two clicks.

The Multi-Scenario Yield Table is the latest in a series of enhancements that is making the Edge Platform increasingly indispensable for mortgage loan and MSR portfolio managers.

About RiskSpan, Inc.

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.

Media contact:
Timothy Willis
[email protected]

SOURCE RiskSpan, Inc.