Data and analytics firm RiskSpan announced new enhancements to its Edge Platform. 

Burnout metrics offers MBS traders and investors access to a proprietary, cumulative burnout metric that quantifies the extent to which a defined pool of mortgages has continued to pay coupons above refinance rates over time. The metric also tracks the number of times borrowers have ignored the “media effect” of repeatedly seeing rates reach record lows. 

Investors in nonperforming and reperforming loans – particularly RPLs that have recently emerged from covid forbearance – can now project performance and cash flows of loans with deferred balances.

The Edge Platform now enables traders and portfolio managers to compute in one step the quantity of 2yr, 5yr, 10yr, or 30yr treasuries (or any combination of these or other hedges) that must be sold to offset the effective duration of assets in a given portfolio. Swaps, swaptions and other hedges are also supported.

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