Article
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.
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,
Non-QM Delinquencies Are Rising—And Home Prices Aren’t Helping 📉
The non-QM mortgage market is showing clear signs of stress, and the latest delinquency data confirms it. RiskSpan analysis shows 60+ day delinquencies are rising,
AI-Powered Code Reviews
Our firm recently implemented a pilot that promises to dramatically accelerate our developer workflow by leveraging AI in code reviews. Feedback is now instant and
RiskSpan Launches Comprehensive MSR Analytics Solution
Arlington, VA – January 25, 2025 – RiskSpan, a leading technology provider of innovative risk management and data analytics for loans, securities and private credit,
Private Credit Primer Series: Insights for Investors
We are delighted to announce the release of RiskSpan's series of Private Credit Primers aimed at providing investors with essential knowledge about the diverse and
Preparing For Impact: How Will Non-QM Prepay Speeds React to Lower Rates?
In a recent post, we addressed some of the less obvious ways in which a lower interest rate environment is likely to impact an agency
Is Your Prepay Analysis Ready for the Rate Cut?
The forthcoming Federal Reserve interest rate cuts loom large in minds of mortgage traders and originators. The only remaining question is by how much rates
Leveraging Pool-Specific Performance and Recapture Analysis: A Game Changer...
Successfully forecasting MSR cash flows demands a level of precision and granularity in data analysis that few other asset classes require. This is especially true
RiskSpan Expands Private Credit Solution to Include Residential Transition ...
Arlington, VA – July 18, 2024 – RiskSpan, a leading technology provider of innovative risk management and data analytics for securities, loans and private credit,
AI Prompt Structuring — Does it Even Matter?
At the mesh point of human ingenuity and artificial intelligence, the importance of appropriately structured prompts is frequently underestimated. Within this dynamic (and, at times,
MSR Tape to Bid in 6 Easy Steps
Creating an MSR bid using RiskSpan's Edge Platform is designed to be easy. How easy? So easy that we challenged a user to create a
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
RiskSpan Introduces Enhanced Non-QM Prepayment Model Leveraging Loan-Level Data
Arlington, VA – February 18, 2025 – RiskSpan, a leading provider of innovative trading, risk management and data analytics for
Non-QM Delinquencies Are Rising—And Home Prices Aren’t Helping 📉
The non-QM mortgage market is showing clear signs of stress, and the latest delinquency data confirms it. RiskSpan analysis shows
AI-Powered Code Reviews
Our firm recently implemented a pilot that promises to dramatically accelerate our developer workflow by leveraging AI in code reviews.
RiskSpan Launches Comprehensive MSR Analytics Solution
Arlington, VA – January 25, 2025 – RiskSpan, a leading technology provider of innovative risk management and data analytics for
How RiskSpan Helped a Credit-Focused Investment Management Firm Transition to Snowflake
A leading investment management firm and recognized leader in structured credit, including asset-backed securities (ABS), mortgage-backed securities (MBS), and other
Private Credit Primer Series: Insights for Investors
We are delighted to announce the release of RiskSpan's series of Private Credit Primers aimed at providing investors with essential
Enhancing a HELOC Lender’s Operations with RiskSpan’s Data as a Service (DaaS)
A leading fintech company specializing in home equity lines of credit (HELOCs), was seeking to optimize the management of its
Preparing For Impact: How Will Non-QM Prepay Speeds React to Lower Rates?
In a recent post, we addressed some of the less obvious ways in which a lower interest rate environment is
Is Your Prepay Analysis Ready for the Rate Cut?
The forthcoming Federal Reserve interest rate cuts loom large in minds of mortgage traders and originators. The only remaining question
Leveraging Pool-Specific Performance and Recapture Analysis: A Game Changer for MSR Investors
Successfully forecasting MSR cash flows demands a level of precision and granularity in data analysis that few other asset classes
RiskSpan Expands Private Credit Solution to Include Residential Transition Loans
Arlington, VA – July 18, 2024 – RiskSpan, a leading technology provider of innovative risk management and data analytics for
Award Winning Success
