Models Validated
Our quants, financial engineers, and data scientists solve complex problems to make analytics meaningful and actionable.
| FINANCIAL/MARKET RISK MODELS | RATING AGENCY MODELS (CREDIT SCORING) | ASSET PRICING AND VALUATION MODELS | CREDIT, DEFAULT AND PREPAYMENT MODELS (AI/ML) | ASSET-LIABILITY (IRR) MODELS | OPERATIONAL RISK MODELS | BSA/AML/OFAC SCREENING MODELS | OTHER PROPRIETARY MODELS |
|---|---|---|---|---|---|---|---|
| QRM (Mortgage Banking and MSR) | RMBS | Blackrock (MBS Agency Pricing) | ALLL and CECL Models | ALMeter | Loss Mitigation Waterfall Model | Actimize | Value at Risk (VaR), including RiskMetrics |
| Polypaths | CMBS | Proprietary non-Agency MBS and mortgage loans | OTTI Models (LP Risk Model) | FiServ Sendero | Verint Staffing Loss Forecast Model | Bankers Tool Box (BAM+) | MSR Stochastic Risk Model |
| Algorithmics | Servicer Advance | MPP Pricing (FHLBs) | Proprietary Counterparty Credit Scoring | QRM (ALM) | Fair Lending Wiz | FiServ (FCRM) | Servicing Rights Valuation Model |
| The Yield Book | Single-Family Rental | MIAC (Residential Mortgages) | Consumer Loss Forecast (Home Equity Loans) | Empyrean | Revenue Models | GFX Gcop | Deliquency, default, prepayment and severity model |
| Intex | S&P LEVELS | DebtX (Commercial RE Loans) | FICO (Multiple versions) | CompassPoint | CSI Watchdog | One Source Tax Model | |
| Relative Value Analysis (RVA) and Bond Caller Moody’s Macroeconomic Forecaster | Credit Bureau Custom Credit Scorecards | Proprietary Options Pricing | Bloomberg Prepayment | BancWare (ALM) | eFund/ Qualifile | Interest Rate forecast model for mortgage TBA profiles | |
| Net Charge-off Stress-Test Forecasting Model (DFAST) | Moody’s Credit Scorecards | Collateral Valuation Models | Moody’s RiskCalc, MPA, CMM, Credit Edge | uMonitor | Primary/ Secondary mortgage spread model | ||
| Other DFAST Models – OLS/ ARIMA Regression | Evaluation Models | FICO Falcon Fraud | CD Product Mix Model | ||||
| Liquidity Forecasting and Stress Testing | Pricing Models | Other BSA/AML Models | |||||
| Haircut Models |
Resources
Article
From Household Debt to Non-QM Credit: February Models & Markets Recap
Register here for next month’s call: Thursday, March 19th, 2026, 1 p.m. ET. In this month’s Models & Markets call, RiskSpan’s quantitative modeling team tackled: The record debt levels now
AI Isn’t Coming to Structured Finance. It’s Already Here.
At SFVegas 2026, RiskSpan had a front-row seat to one of the most consequential conversations happening in our industry right now. I moderated a session on Agentic AI and the Securitization Lifecycle, while our CEO,
Why AI Won’t Kill Asset-Backed Finance Software — and Why the Last Mile is ...
Every wave of financial technology innovation brings the same prediction: software will be commoditized. Today, that prediction is being applied to AI. If AI models can reason, summarize, and generate
Rates, Prepays and Consumer Stress: What the Data is Telling Us at the Star...
Register here for next month’s call: Thursday, February 19th, 2026, 1 p.m. ET. In the January Models & Markets call, our quantitative modeling team hosts their first monthly deep dive
The Data Model That Powers Private ABF: Why Purpose-Built Architecture Chan...
Private asset-backed securities don't follow the same rules as public securitizations. The structures are more diverse. The triggers are more nuanced. The collateral is more diverse. And yet, most market
A Day of Rest? Explaining November’s Spike in Non-QM Delinquencies
The just-released non-agency performance data (from November 2025) grabbed more than a few headlines. Non-QM loans saw a notable jump in early-stage delinquencies, raising understandable questions around the office (ours
What a Year of Building AI in Structured Finance Actually Taught Us
The lessons nobody puts in the demo. In 2025, our team built production AI systems that process billions of performance records for tens of millions of mortgages, develop cash flow
Hot Take on Fannie and Freddie Buying $200B of Mortgage Bonds
Continue reading below or watch Stephen Rudner's hot take on video. Logistics questions are top of mind this morning for our customers who are Fannie, Freddie, and Ginnie MBS market
Higher for Longer: What RiskSpan’s December Models & Markets Call Signals f...
Register here for this month’s call: Thursday, January 22nd, 2026, 1 p.m. ET. Just before the holidays, RiskSpan’s quantitative modeling team hosted its December Models & Markets call, offering its monthly, detailed look at prepayment model
RiskSpan’s March 2026 Models & Markets Call
Register here for our next monthly model update call: Thursday, March 19th at 1:00 ET. For highlights from our most recent call (February), click here. Contact us to learn more
Update on Delinquency Trends in the Non-Agency Mortgage Market
This post provides an update on delinquency rate trends observed in the Non-Agency mortgage market with a deep dive on different vintages and credit segments of the Non-QM market. All
Modernizing the Advance: Using Data to Innovate Collateral-Backed Lending
By David Andrukonis & Thomas Pappalardo Advances haven’t changed much. But the data behind them has. For decades, the Federal Home Loan Bank System (FHLBanks) has provided reliable, collateralized liquidity
Innovate.
Learn how machine learning can help you explore data and unlock value.
