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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,
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
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
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
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
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,
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
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
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
Webinar: MSR Trading Insights
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,
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,
Case Study: Web Based Data Application Build
The Client GOVERNMENT SPONSORED ENTERPRISE (GSE) The Problem The Structured Transactions group of a GSE needed to offer a simpler way for
RiskSpan Edge & CRT Data
For participants in the credit risk transfer (CRT) market, managing the massive quantity of data to produce clear insights into
Case Study: RiskSpan Edge Platform Agency MBS Module
The Client Multiple Agency Traders and the Research & Strategy Division of a Major Investment Bank The Problem RiskSpan leverages
SOFR, So Good? The Main Anxieties Around the LIBOR Transition
SOFR Replacing LIBOR The London Interbank Offered Rate (LIBOR) is going away, and the international financial community is working hard
Case Study: Loan-Level Capital Reporting Environment
The Client Government Sponsored Enterprise (GSE) The Problem A GSE and large mortgage securitizer maintained data from multiple work streams
Case Study: RS Edge – Analytics and Risk
The Client Large Life Insurance Company - Investment Group The Problem The Client was shopping around for an analytics and
Case Study: Securitization Disclosure File Creation Process
The Client Private Label Mortgage-Backed Security Issuer The Problem The client issues private label MBS with sources from multiple origination
Choosing a CECL Methodology | Doable, Defensible, Choices Amid the Clutter
CECL advice is hitting financial practitioners from all sides. As an industry friend put it, “Now even my dentist has
Asset Manager: Cost-Efficient and Flexible Solution
An asset management company needed to replace an inflexible risk system provided by a Wall Street dealer. The client’s portfolio
RiskSpan Partners with S&P Global Market Intelligence
ARLINGTON, Va., December 5, 2018 /PRNewswire/ -- Virginia-based modeling and analytics SaaS vendor RiskSpan announced today that it will be
CECL: DCF vs. Non-DCF Allowance — Myth and Reality
FASB’s CECL standard allows institutions to calculate their allowance for credit losses as either “the difference between the amortized cost
Risk-as-a-Service – Transforming Portfolio Market Risk Analytics
Watch RiskSpan Co-Founder and Chief Technology Officer, Suhrud Dagli, discuss RiskSpan's Risk-as-a-Service offerings. RiskSpan's market risk management team has transformed
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