
Cloud-native analytics for loans, MSRs, private credit and other structured finance investments.
Seamlessly integrate asset and market data with RiskSpan’s full suite of proprietary models and analytics
Data and analytics that scale
Cloud-native solution for loans and structured finance analytics helping investors and risk managers manage loans, securities, and mortgage servicing rights.
On Demand
Historical Performance
On-Demand. Access normalized and reliable data to analyze historical performance of loans and securities as part of your pre-trade analysis.
Trade Analytics
On-Demand. Run analytics for loans, securities, and MSRs.
Leverage “tape cracking” for loan collateral with our SMART ETL tool.
Use RiskSpan’s predictive prepayment and credit models or substitute your own.
Portfolio Risk
On-Demand or Managed Service. Run portfolio analytics and market risk on over 70+ asset classes. Access and select shock scenarios from our extensive library.
Our advanced compute tech is powered by high-speed distributed cloud-native architecture that meets the changing requirements of investors and regulators.
As a Service
Data as a Service
Data aggregation engine and data warehouse with next generation validation technology.
Data sourced directly from primary loan servicers and other vendors.
Risk as a Service
Data aggregation engine and data warehouse with next generation validation technology.
Data sourced directly from primary loan servicers and other vendors.
Our Key Elements

Loan Analytics
Efficiently onboard data, manage asset performance, and accurately price your whole-loan portfolio.
Mortgage Servicing Rights
Take your MSR pricing to the next level with an advanced cash flow engine and by trading rep lines for true loan-level analytics.

Agency MBS
Leverage our unparalleled library of hosted pool and loan-level datasets to identify profitable spec pools and analyze portfolio performance.

Private Label Securities
Price instruments and make trading decisions relative to your current portfolio without the grunt work.

Portfolio Risk Analytics
Manage loans and securities holdings through credit surveillance and market risk analysis. Perform stress testing, sensitivity analysis, and VaR across your entire fixed-income portfolio.

Data Repository
Power your analysis with loan-level data, securities data, and real-time market data across your structured product portfolio.
Optimize your reporting with RiskSpan’s customizable data warehouse solution.

Allowance
Forecast allowances of credit-sensitive assets, including AFS, loans and HTM securities, to satisfy the latest accounting standards (CECL).

Climate Risk & ESG
Understand your portfolio’s exposure to climate risk like never before with individual property-level analytics.

Private Credit
Ingesting data from multiple sources into a single platform to handle surveillance, cash flow modeling and analytics
Our Process

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Resources
Article
Why AI Won’t Kill Asset-Backed Finance Software — and Why the Last Mile is ...
Rates, Prepays and Consumer Stress: What the Data is Telling Us at the Star...
The Data Model That Powers Private ABF: Why Purpose-Built Architecture Chan...
A Day of Rest? Explaining November’s Spike in Non-QM Delinquencies
What a Year of Building AI in Structured Finance Actually Taught Us
Hot Take on Fannie and Freddie Buying $200B of Mortgage Bonds
Higher for Longer: What RiskSpan’s December Models & Markets Call Signals f...
RiskSpan’s March 2026 Models & Markets Call
Update on Delinquency Trends in the Non-Agency Mortgage Market
Modernizing the Advance: Using Data to Innovate Collateral-Backed Lending
Build vs. Buy: A Strategic Framework for Private ABF Technology Decisions
Are Lock-In Effects Really Easing? Insights from November’s Models & Market...
How reliable is your data?
Our team of quants and data
scientists is available on demand
to provide custom support.


