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June 2025 Models & Markets Update – Predictive Power Amid Economic Uncertai...
Register here for next month’s call: Thursday, July 17th, 2025, 1 p.m. Each month, we host a Models & Markets call to offer our insights
Private Credit Market Pulse: What LPs Want from Their Data and How to Deliv...
Limited Partners (LPs) continue to demand better data, faster, and with full transparency. At this week’s Private Credit Tech Summit in New York, I moderated
RiskSpan’s July 2025 Models & Markets Call
Register here for our next monthly model update call: Thursday, July 17th at 1:00 ET. For highlights from our most recent call (June), click here.
Design Smarter — How AI is Changing UX from Idea to Execution
AI is revolutionizing everything, and the UX design process is no exception. From the earliest conceptual ideas all the way through to final execution, the
Models & Markets Update – May 2025
Register here for next month's call: Friday, June 20th, 2025 (pushed back one day on account of Juneteenth). Each month, we host a Models &
Using LLMs as judges for validating deal cash flow models: A new frontier i...
As securitization models become increasingly complex and differentiated, validation becomes a critical challenge. We’ve experimented with an innovative approach that leverages large language models (LLMs)
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 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
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
Model Validation Programs – Optimizing Value in Model Risk Groups
Watch RiskSpan Managing Director, Tim Willis, discuss how to optimize model validation programs. RiskSpan's model risk management practice has experience
CRT Exposure to Hurricane Michael
With Hurricane Michael approaching the Gulf Coast, we put together some interactive charts looking at the affected metro areas, and
Analytics-as-a-Service – CECL Forecasting
The RiskSpan Edge Platform CECL Module delivers the technology platform and expertise to take you from where you are today
RiskSpan Edge Platform API
The RiskSpan Edge Platform API enables direct access to all data from the RS Edge Platform. This includes both aggregate
CRT Deal Monitor: Understanding When Credit Becomes Risky
This analysis tracks several metrics related to deal performance and credit profile, putting them into a historical context by comparing
RiskSpan Adds Home Equity Conversion Mortgage Data to Edge Platform
ARLINGTON, VA, September 12, 2018 -- Leading mortgage data analytics provider RiskSpan added Home Equity Conversion Mortgage (HECM) Data to
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