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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
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
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
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
How RiskSpan and Snowflake Helped a Large Insurance Company Revolutionize Its Data Management
Background Asset managers are increasingly turning to Snowflake's cloud infrastructure to address the limitations of outdated databases. Migrating to Snowflake
RiskSpan Launches MBS Loan Level Historical Data on Snowflake Marketplace
ARLINGTON, Va., June 18, 2024 – RiskSpan, a leading provider of data analytics and risk management solutions for the mortgage
The newest, fastest and easiest way to access and analyze Agency MBS data
TL;DR Summary of Benefits Data normalization and enhancement: RiskSpan’s MBS data on Snowflake normalizes Fannie, Freddie, and Ginnie loan-level data,
Transforming Loan Data Management Using Snowflake Secure Data Sharing
Presenters Paul Gross Senior Quantitative Analyst, Rithm Capital Michael Cowley Principal, Data Cloud Products, Snowflake Bernadette Kogler CEO, RiskSpan Suhrud
Snowflake and the Future of Data Sharing Across Financial Institutions
The digitization of the financial services industry has opened countless doors to streamlining operations, building customer bases, and more accurately
Loans & MSRs: Managing model assumptions and tuners the easy way
One of the things that makes modeling loan and MSR cash flows hard is appropriately applying assumptions to individual loans.
How an MSR Analytical Solution Can Boost Your Mortgage Banking Business
And why it's probably less expensive than you think Mortgage servicing rights (MSRs) are complex and volatile assets that require
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