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Webinar: New Mobility Trends: The Impacts of Covid & Climate

As the Covid-19 pandemic began taking hold three years ago, very few people foresaw the dramatic impact it would have on household mobility.

Wednesday, January 25th | 2:00 p.m. EST

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Clean data, historical performance, and predictive analytics for loans, securities, and MSRs.

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Learn more about RiskSpan’s award-winning platform for loans, securities, and MSRs analytics.

Historical analysis and predictive risk forecasting – on-demand from your browser or by integrated institutional batch.

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RiskSpan Technology

RiskSpan’s Edge Platform is a powerful combination of data, models, and analytics for loans, securities, and MSRs.

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Analytics for loans and structured finance investments.

RiskSpan’s advanced technology is a highly configurable platform for integration of data,
models, and analytics on high-speed, cloud-native infrastructure.

Data and analytics that scale

A purpose-built, cloud-native solution designed to help investors and risk managers trade and manage loans, securities, and mortgage servicing rights portfolios.

Outdated technology is slowing you down.

Rethink your loan and structured finance data.

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On-Demand. Access normalized and reliable data to analyze historical performance of loans and securities as part of your pre-trade analysis.

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.

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.

Data aggregation engine and data warehouse with next generation validation technology.

Data sourced directly from primary loan servicers and other vendors.

Analysts-On-Demand

Our Analysts-On-Demand solution is provided as part of your investment in RiskSpan’s Edge Platform. Experts are also available to you separately by retainer for your specialized analytics needs.

The Analysts-On-Demand team consists of more than 50 data scientists, data analysts, modelers and other quants who help clients solve their toughest data and modeling problems.

Work with our data experts to elevate your analytics for loans and structured finance investments.

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Our Insights

Browse our latest content — register for an upcoming (or recorded) webinar, check out our blog, or download a white paper.

Article

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 May 2025 Models & Market Call

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’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: 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

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

Note: This post contains highlights from our February 2025 monthly modeling call. You can register here to watch a recording of the full call (approx. 25 mins). As we move

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

Arlington, VA – February 18, 2025 – RiskSpan, a leading provider of innovative trading, risk management and data analytics for loans, securities and private credit, has announced the release of

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A Powerful Combination of Platform and People

Learn what RiskSpan’s analytical platform, backed by an unmatched team of experts in loan and structured finance data can do for you.

Independent Mortgage Banks

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Our mission is to be the most trusted and comprehensive source of data and analytics for loans and structured finance investments.

Our Awards

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Homepage Banner

Webinar: New Mobility Trends: The Impacts of Covid & Climate

Rethink your loan and structured finance data

Rethink your analytics.

Rethink: Data + Models + Analytics

RiskSpan Technology

Data and analytics that scale

Outdated technology is slowing you down.

Rethink your loan and structured finance data.

Rethink your analytics.

Analysts-On-Demand

Our Insights

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 ...

A Powerful Combination of Platform and People

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Our Awards

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