Historical Performance
Traders find relative value and loan originators generate premiums using RiskSpan’s leading Agency and Non-Agency MBS analytical interface.
High-speed and dynamic cohorting by any attribute to create S-curves, aging curves, time series and more.
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


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

Mounting Pressure in Non-QM Credit: What March 2025 Data Signals for Risk M...

RiskSpan’s May 2025 Models & Market Call

RiskSpan’s April 2025 Models & Market Call: Credit Model v7, Prepay Volatil...

RiskSpan Announces the Appointment of Howard Kaplan and Susan Mills to Advi...

From AI Hype to Helpful Assistant: AI Agents are coming soon to the RiskSpa...

Navigating the Bulk MSR Trading Market in 2025: Insights from Industry Expe...

Non-QM Credit Stress by the Numbers: Investor and Full Doc Loan Performance...

Mortgage Prepayment and Credit Trends to Watch

The Future of Private Credit: Growth Challenges, and How RiskSpan is Leadin...

Webinar: MSR Trading Insights

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

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