Powered by loan-level performance data sourced from Equifax​​®​​ 

Arlington, VA – November 19, 2025 – RiskSpan, a leading provider of data analytics solutions for the structured finance industry, has released a suite of standardized credit and prepayment curves for auto and personal loan data. 

These new curves, based on ​​anonymized ​​data supplied by Equifax, offer market participants visibility into consumer loan performance and fill a critical gap in both the public and private asset-backed finance​ (ABF)​ space where standardized analytics remain scarce. 

Filling a Historic Gap 

Unlike the well-established residential mortgage market, where widely accepted econometric models have existed for decades, consumer credit categories such as auto and personal loans remain fragmented. Useful performance data is difficult to source, leaving investors to rely on static default and prepayment assumptions that fail to capture true loan-level credit characteristics. This often leads to imprecise risk projections and missed investment opportunities. 

RiskSpan has​ created a​ solve ​​for ​​this by transforming raw loan-level performance data from Equifax into readily ingestible, predictive curves that market participants can use directly within their own cash flow models.   

Features and Benefits 

The curves: 

  • Provide standardized benchmarks for auto and personal loan performance. 
  • Differentiate by loan term and credit score, capturing key risk factors and market shifts. 
  • Support benchmarking, stress testing and scenario analysis for public ​asset-backed securities ​(​​ABS​)​ and private ABF portfolios​.​ 
  • Offer regular updates and historical versions, enabling investors to track trends in delinquency and prepayment behavior over time. 
  • Deliver predictive insights into collateral performance, supporting more precise pricing, valuation, and risk management analytics. 

Tailored to Investor Needs 

Using these curves, investors and asset managers can now: 

  • Enhance buy/sell decisions in consumer loan markets with higher-quality analytics. 
  • Improve risk-adjusted pricing and capital allocation by replacing blunt assumptions with data-driven, loan-level projections. 
  • Manage consumer loan risk more effectively by spotting value earlier and avoiding overpayment for poorly performing assets. 

“These new curves empower investors with the tools they need to bring the same level of rigor to consumer credit markets that they already apply in resi mortgages,” said Jen Press, RiskSpan’s Chief Strategy Officer. “By delivering predictive standardized curves, we are providing clients the ability to manage risk with greater precision and identify opportunities with greater confidence.” 

“​​More data drives ​​better​​ decisions​​,” said Melinda McBride, SVP of Partnerships and GM, Data-driven Marketing ​for ​Equifax​ U.S. Information Solutions​. “By ​​collaborating​​ with RiskSpan​​ and its​​​ ​proven analytics platform, we are making advanced consumer credit insights accessible to a much broader set of market participants and supporting transparency, innovation, and better decision-making across public ABS as well as the long-underserved private ABF ecosystem.” 

About RiskSpan 

RiskSpan delivers a single analytics solution for structured finance public and private credit investors of any size to confidently make faster, more precise trading and portfolio risk decisions and meet reporting requirements with fewer resources, and less time spent managing multiple vendors and internal solutions.  

Learn more at www.riskspan.com.  

For media inquiries, please contact: 
Timothy Willis 
twillis@riskspan.com 
301-613-6886