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.
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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.
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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.
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