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Models & Markets Update – May 2025
Register here for next month's call: Thursday, June 19th, 2025. Each month, we host a Models & Markets call to offer our insights into recent model performance, emerging credit risks,
Using LLMs as judges for validating deal cash flow models: A new frontier i...
As securitization models become increasingly complex and differentiated, validation becomes a critical challenge. We’ve experimented with an innovative approach that leverages large language models (LLMs) as impartial judges to validate
Mounting Pressure in Non-QM Credit: What March 2025 Data Signals for Risk M...
This is a monthly update on non-QM delinquency rate and roll rate trends based on the March 2025 remittance data. Similar to last month's post, I use the CoreLogic Non-Agency
RiskSpan’s June 2025 Models & Markets Call
Register here for our next monthly model update call: Thursday, June 19th at 1:00 ET. Note: This post contains highlights from our May 2025 monthly modeling call, which delivered insights
RiskSpan’s April 2025 Models & Market Call: Credit Model v7, Prepay Volatil...
Register here for our next monthly model update call: Thursday, May 15th at 1:00 ET. Note: This post contains highlights from our April 2025 monthly modeling call, which delivered insights
RiskSpan Announces the Appointment of Howard Kaplan and Susan Mills to Advi...
Arlington, VA – April 10, 2025 – RiskSpan, a leading provider of innovative analytics and risk management and data analytics for loans, securities and private credit,is pleased to announce the
From AI Hype to Helpful Assistant: AI Agents are coming soon to the RiskSpa...
When agentic AI first hit the scene, we were intrigued—but skeptical. Was this just another over-hyped trend or something that could drive real value? Fast forward a few months, and
Navigating the Bulk MSR Trading Market in 2025: Insights from Industry Expe...
Earlier this week, RiskSpan hosted a webinar featuring a panel of experts who provided a comprehensive look at the current state of the mortgage market, with a particular focus on
Non-QM Credit Stress by the Numbers: Investor and Full Doc Loan Performance...
This is a follow-up to Bernadette Kogler's short piece last month on stress in the Non-QM mortgage market. In this post, I use the CoreLogic Non-Agency loan data to split
Mortgage Prepayment and Credit Trends to Watch
Register here for our next monthly model update call: Thursday, April 17th at 1:00 ET. Note: This post contains highlights from our March 2025 monthly modeling call. You can register
The Future of Private Credit: Growth Challenges, and How RiskSpan is Leadin...
Private credit is having a moment, as they say, now approaching $7 trillion in global assets, and is poised to double in size over the next decade. As traditional banks
Webinar: MSR Trading Insights
Webinar: Tuesday, March 25th | 1:00 ET MSR Bulk Trading InsightsJoin us for an update from MBA's Chief Economist, Michael Fratantoni, on the current state of the MSR market.Then, stick around for actionable strategies from
