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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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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,
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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Outdated technology is slowing you down.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.

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Data sourced directly from primary loan servicers and other vendors.

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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.

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

Article

Models & Markets Update: March 2026

Register here for next month’s call: Thursday, April 16th, 2026, 1 p.m. ET. Key takeaways from this month’s call: Non-mortgage credit is deteriorating more rapidly than mortgage credit BNPL usage

From Household Debt to Non-QM Credit: February Models & Markets Recap

Register here for next month’s call: Thursday, March 19th, 2026, 1 p.m. ET. In this month’s Models & Markets call, RiskSpan’s quantitative modeling team tackled: The record debt levels now

AI Isn’t Coming to Structured Finance. It’s Already Here.

At SFVegas 2026, RiskSpan had a front-row seat to one of the most consequential conversations happening in our industry right now. I moderated a session on Agentic AI and the Securitization Lifecycle, while our CEO,

Why AI Won’t Kill Asset-Backed Finance Software — and Why the Last Mile is ...

Every wave of financial technology innovation brings the same prediction: software will be commoditized. Today, that prediction is being applied to AI. If AI models can reason, summarize, and generate

Rates, Prepays and Consumer Stress: What the Data is Telling Us at the Star...

 Register here for next month’s call: Thursday, February 19th, 2026, 1 p.m. ET. In the January Models & Markets call, our quantitative modeling team hosts their first monthly deep dive

The Data Model That Powers Private ABF: Why Purpose-Built Architecture Chan...

Private asset-backed securities don't follow the same rules as public securitizations. The structures are more diverse. The triggers are more nuanced. The collateral is more diverse. And yet, most market

A Day of Rest? Explaining November’s Spike in Non-QM Delinquencies

The just-released non-agency performance data (from November 2025) grabbed more than a few headlines. Non-QM loans saw a notable jump in early-stage delinquencies, raising understandable questions around the office (ours

What a Year of Building AI in Structured Finance Actually Taught Us

The lessons nobody puts in the demo. In 2025, our team built production AI systems that process billions of performance records for tens of millions of mortgages, develop cash flow

Hot Take on Fannie and Freddie Buying $200B of Mortgage Bonds

Continue reading below or watch Stephen Rudner's hot take on video. Logistics questions are top of mind this morning for our customers who are Fannie, Freddie, and Ginnie MBS market

Higher for Longer: What RiskSpan’s December Models & Markets Call Signals f...

Register here for this month’s call: Thursday, January 22nd, 2026, 1 p.m. ET. Just before the holidays, RiskSpan’s quantitative modeling team hosted its December Models & Markets call, offering its monthly, detailed look at prepayment model

RiskSpan’s April 2026 Models & Markets Call

Register here for our next monthly model update call: Thursday, April 16th at 1:00 ET. For highlights from our most recent call (March), click here. Contact us to learn more

Update on Delinquency Trends in the Non-Agency Mortgage Market

This post provides an update on delinquency rate trends observed in the Non-Agency mortgage market with a deep dive on different vintages and credit segments of the Non-QM market. All

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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.

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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

Models & Markets Update: March 2026

From Household Debt to Non-QM Credit: February Models & Markets Recap

AI Isn’t Coming to Structured Finance. It’s Already Here.

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 April 2026 Models & Markets Call

Update on Delinquency Trends in the Non-Agency Mortgage Market

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