Focused on structured products: CDO, ABS, MBS.
Trading and modeling experts. Valuation team has 50+ years of market experience.
Rigorous loan level modeling of credit and prepayments are used to produce cash flows for all bonds including structured finance CDO tranches.
Large loan level database with historical performance data.
Fast and scalable infrastructure. Hundreds of processors utilized using RiskSpan proprietary software for simulation and scenario analysis.
Model validation and back testing services.
RiskSpan has valued $2B in assets in the last 3 weeks.
