Data Solutions
Unlock the full potential of your data by ensuring its accuracy, accessibility and readiness for analysis
Modeling Solutions
Optimize your forecasts and rein in your risk with our experienced team of model builders and validators
Cloud Solutions
Modernize your analytics with innovative and affordable solutions that drive transformation
Article
Are You Overpaying for VA Prepay Risk in Ginnie II Pools?
Recent history is showing a persistent (and widening) gap between VA and FHA loan prepayment speeds in Ginnie Mae securities. Over the past 33 months, VA 30-year loans are prepaying
RiskSpan’s November 2025 Models & Markets Call
Register here for our next monthly model update call: Thursday, November 20th at 1:00 ET. For highlights from our most recent call (October), click here. Contact us to learn more
Consumers Under Pressure as Markets Seek Stability: October Models & Market...
Register here for next month’s call: Thursday, November 20th, 2025, 1 p.m. ET. Each month, we host a Models & Markets call to offer our insights into recent model performance,
Use Case: RiskSpan’s Agentic AI for MBS Data Tool
Breaking Down VA vs FHA Prepayment Speeds This use case demonstrates how agentic interaction with the MBS Data Tool helps investors move from a general observation (“VA speeds are fast”)
Prepayments Hold Steady, Second Liens Surge: September Models & Markets Rec...
Register here for next month’s call: Thursday, October 16th, 2025, 1 p.m. ET. Each month, we host a Models & Markets call to offer our insights into recent model performance,
RiskSpan Launches Agentic AI for MBS Data — Instant, Transparent Insights f...
Arlington, VA – September 2, 2025 – RiskSpan, a leading provider of data analytics solutions for the structured finance industry, today announced the release of Agentic AI for MBS Data.
Higher Rates, Smarter Models, and Fresher Credit Insights: August Models & ...
Register here for next month’s call: Thursday, September 18th, 2025, 1 p.m. ET. Each month, we host a Models & Markets call to offer our insights into recent model performance,
Monitoring Non-QM Mortgage Delinquencies in a Shifting Market
This post provides an update on delinquency rate trends observed in the Non-Agency mortgage market with a deep dive on different segments of the fast growing Non-QM mortgage market. All
Navigating Headwinds with Data and AI: July Models & Markets Recap
Register here for next month’s call: Thursday, August 21st, 2025, 1 p.m. Each month, we host a Models & Markets call to offer our insights into recent model performance, emerging
Humans in the Loop: Ensuring Trustworthy AI in Private ABF Deal Modeling
As generative AI becomes a powerful tool in Private asset-backed finance (ABF), the need for precision and transparency is more critical than ever. At RiskSpan, we’re applying Large Language Models
June 2025 Models & Markets Update – Predictive Power Amid Economic Uncertai...
Register here for next month’s call: Thursday, July 17th, 2025, 1 p.m. Each month, we host a Models & Markets call to offer our insights into recent model performance, emerging
Private Credit Market Pulse: What LPs Want from Their Data and How to Deliv...
Limited Partners (LPs) continue to demand better data, faster, and with full transparency. At this week’s Private Credit Tech Summit in New York, I moderated a panel of industry leaders
