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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
Video: Mortgage Market Evolution
As any mortgage market veteran will attest, the distribution and structure of the mortgage market is constantly in flux. When
MSR & Loan Trading Insights
RiskSpan's Edge Platform is the leading comprehensive data and mortgage analytics platform tailored for residential whole loan and MSR trading,
Case Study: How a leading loan and MSR investor reduced costs with a loan-level approach
Learn more about how one whole loan and MSR investor (a large mortgage REIT) successfully overhauled its analytics computational processing
Edge Platform Adds Fannie and Freddie Social Index Data
ARLINGTON, Va., January 18, 2023 -- RiskSpan, a leading technology company and the most comprehensive source for data management and
5 foundational steps for investors to move towards loan-level analyses
Are you curious about how your organization can uplevel the accuracy of your MSR cost forecasting? The answer lies in
Webinar Recording: New Mobility Trends: The Impacts of Covid & Climate
Recorded: Wednesday, January 25th | 2:00 p.m. EST As the Covid-19 pandemic began taking hold three years ago, very few
Case Study: Using Snowflake to Create Single Family Credit Risk Grids for a Federal Agency
The Client Government Sponsored Enterprise (GSE) The Problem The client sought to transition its ERCF spot capital reporting process from
Case Study: Hadoop to Snowflake Migration
The Client Government Sponsored Enterprise (GSE) The Problem The client sought to improve the performance and forecasting capabilities of its loan valuation
Temporary Buydowns are Back. What Does This Mean for Speeds?
Mortgage buydowns are having a deja-vu moment. Some folks may recall mortgages with teaser rates in the pre-crisis period. Temporary
HECM Loan Data, Smart Assumptions, and Cross-Sector Trade Impact Headline New Edge Platform Functionality
ARLINGTON, Va., December 8, 2022 -- RiskSpan, a leading technology company and the most comprehensive source for data management and
RiskSpan Wins Risk as a Service Category for Third Consecutive Year, Rises 6 Places in RiskTech100® 2023 Ranking
ARLINGTON, Va., December 6, 2022 –RiskSpan’s Edge Platform, the only single solution to include data management, models, and analytics on
Incorporating Covid-Era Mortgage Data Without Skewing Your Models
What we observed during Covid represents a radical departure from what we observed pre-Covid. To what extent do these observations
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