Sophisticated models enable financial professionals to analyze complex datasets to identify trends and surface valuable insights. RiskSpan’s scalable platform provides clients with risk information across a broad range of instruments. Using simulation methodologies, robust stress testing, and flexible multi-scenario analysis, RiskSpan allows clients to calculate value-at-risk, monitor risk actions of structured products and other assets and value multiple loan types and securities. Our solutions include predictive modeling, financial engineering of structured products and integrated data to support benchmarking and peer group analysis.
Risk Dynamic is a fully-managed market risk analytics platform built for multi-asset classes, with expertise in mortgages and structured products. A true end-to-end solution, Risk Dynamic provides built-in models as well as integrated data from the industry’s leading vendors. We offer data management and IT support on a hosted, scalable cloud infrastructure, taking the burden of system management off of your shoulders. Backed by our comprehensive scenario and VaR framework, Risk Dynamic provides the flexibility to manipulate your (delete “your”) models and create custom scenarios with ease. Our on-demand batch analytics delivers reliable results within minutes, enabling deeper insight and better portfolio decisions.
RiskSpan understands the complexity involved in accurately valuing whole loans and structured securities. Our Valuation Service leverages the data, models, and computation power of RiskSpan’s analytics platform to deliver transparent valuation of complex assets. RiskSpan’s valuation methodology brings the expertise and support of nearly 100 analysts, developers, and financial engineers to provide a valuation solution for even the most complex assets. Our valuation team incorporates market based information, loan level collateral files, and proprietary models to present clients with audit compliant valuations that are defensible and meet their needs.
Today’s regulatory environment of structured transactions requires a disciplined approach to deal issuance, surveillance, payment verification, valuation, and general deal oversight. RiskSpan's experienced financial engineers deliver services and solutions that facilitate a smooth compliance and audit process. Our experience spans the full range of asset classes including residential and commercial mortgages, commercial loans and bonds (CLOs), automobile loans and leases, credit cards, home equity loans, equipment loans and leases, student loans, manufactured housing loans, franchise loans, timeshare receivables, and other esoteric assets. Our team is experienced with a variety of commercial tools including Intex applications, Intex subroutines, and other proprietary cash-flow modeling tools.
Predictive analytics are increasingly used to reduce risk, generate revenue, and gain a competitive advantage. Through analysis of historical data, statistical algorithms, and machine learning techniques, institutions can gain valuable insight about the likelihood of future results. RiskSpan combines grounded experience in statistical analysis with newer tools and techniques surrounding data to develop dependable predictive modeling. We support a wide range of modeling needs including prepayment and credit models supporting valuation, loss forecasting, and risk management. We understand the criticality of developing models that are robust yet transparent to stakeholders, including senior management, auditors, and regulators.