Agency MBS
Traders find relative value and loan originators generate premiums using RiskSpan’s leading Agency MBS analytical interface. Slice and dice Agency loan and pool prepay and delinquency data by any attribute(s), rapidly and intuitively, to create S-curves, aging curves, time series and more.

Spot Profitable Spec Pools in Seconds
Drill down into servicer-specific loan- and pool-level data from Fannie, Freddie, and Ginnie in a fraction of the time it takes your in-house IT. Create customized queries to home in on the relationships you’re trying to uncover.
Visualize MBS Data
Integrated BI Tools
The Agency-MBS Trader Module serves up intuitive and easy-to-read visual business intelligence.
Visualize data with integrated graphing and charting
Research new prepayment trends
Create user-defined data tables
Export customized charts and graphs for marketing purposes

RiskSpan makes it simple to ingest, organize, clean, and act on your data.
Resources
Article

February 2025 Model Update: Mortgage Prepayment and Credit Trends to Watch

RiskSpan Introduces Enhanced Non-QM Prepayment Model Leveraging Loan-Level ...

Non-QM Delinquencies Are Rising—And Home Prices Aren’t Helping 📉

AI-Powered Code Reviews

RiskSpan Launches Comprehensive MSR Analytics Solution

Private Credit Primer Series: Insights for Investors

Preparing For Impact: How Will Non-QM Prepay Speeds React to Lower Rates?

Is Your Prepay Analysis Ready for the Rate Cut?

Leveraging Pool-Specific Performance and Recapture Analysis: A Game Changer...

RiskSpan Expands Private Credit Solution to Include Residential Transition ...

AI Prompt Structuring — Does it Even Matter?

MSR Tape to Bid in 6 Easy Steps
How reliable is your data?
Our team of quants and data
scientists is available on demand
to provide custom support.

How reliable is your data?
Our team of quants and data
scientists is available on demand
to provide custom support.
