Article
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
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
RiskSpan Unveils New “Reverse ETL” Mortgage Data Mapping and Extract Functionality
ARLINGTON, Va., October 19, 2022 – Subscribers to RiskSpan’s Mortgage Data Management product can now not only leverage machine learning
Bumpy Road Ahead for GNMA MBS?
In a recent webinar, RiskSpan’s Fowad Sheikh engaged in a robust discussion with two of his fellow industry experts, Mahesh
Optimizing Analytics Computational Processing
We met with RiskSpan’s Head of Engineering and Development, Praveen Vairavan, to understand how his team set about optimizing analytics
Rethink Analytics Computational Processing – Solving Yesterday’s Problems with Today’s Technology and Access
We sat down with RiskSpan’s co-founder and chief technology officer, Suhrud Dagli, to learn more about how one mortgage investor
New Refinance Lag Functionality Affords RiskSpan Users Flexibility in Higher Rate Environments
ARLINGTON, Va., September 29, 2022 -- RiskSpan, a leading technology company and the most comprehensive source for data management and
Quantifying the Impact of Climate Risk on Housing Finance
When people speak of the risk climate poses to housing, they typically do so in qualitative and relative terms. A
Industry Veteran Patricia Black Named RiskSpan Chief Client Officer
ARLINGTON, Va., Sept. 19, 2022 -- RiskSpan, a leading technology company and the most comprehensive source for data management and
Webinar Recording: Bumpy Road Ahead for GNMA MBS?
Recorded: Thursday, September 29th | 3:30 p.m. EDT The panel discusses the likely impact of recent, and potential future, market
“Reject Inference” Methods in Credit Modeling: What are the Challenges?
Reject inference is a popular concept that has been used in credit modeling for decades. Yet, we observe in our
Rising Rates; Rising Temperatures: What Higher Interest Rates Portend for Mortgage Climate Risk — An interview with Janet Jozwik
Janet Jozwik leads RiskSpan’s sustainability analytics (climate risk and ESG) team. She is also an expert in mortgage credit risk
Award Winning Success
