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The Data Model That Powers Private ABS: Why Purpose-Built Architecture Chan...
Private asset-backed securities don't follow the same rules as public securitizations. The structures are more diverse. The triggers are more nuanced. The collateral is more
A Day of Rest? Explaining November’s Spike in Non-QM Delinquencies
The just-released non-agency performance data (from November 2025) grabbed more than a few headlines. Non-QM loans saw a notable jump in early-stage delinquencies, raising understandable
What a Year of Building AI in Structured Finance Actually Taught Us
The lessons nobody puts in the demo. In 2025, our team built production AI systems that process billions of performance records for tens of millions
Hot Take on Fannie and Freddie Buying $200B of Mortgage Bonds
Continue reading below or watch Stephen Rudner's hot take on video. Logistics questions are top of mind this morning for our customers who are Fannie,
Higher for Longer: What RiskSpan’s December Models & Markets Call Signals f...
Register here for this month’s call: Thursday, January 22nd, 2026, 1 p.m. ET. Just before the holidays, RiskSpan’s quantitative modeling team hosted its December Models & Markets call, offering its monthly,
RiskSpan’s February 2026 Models & Markets Call
Register here for our next monthly model update call: Thursday, February 19th at 1:00 ET. For highlights from our most recent call (December), click here.
Update on Delinquency Trends in the Non-Agency Mortgage Market
This post provides an update on delinquency rate trends observed in the Non-Agency mortgage market with a deep dive on different vintages and credit segments
Modernizing the Advance: Using Data to Innovate Collateral-Backed Lending
By David Andrukonis & Thomas Pappalardo Advances haven’t changed much. But the data behind them has. For decades, the Federal Home Loan Bank System (FHLBanks)
Build vs. Buy: A Strategic Framework for Private ABF Technology Decisions
Private ABF managers are facing a critical infrastructure decision as they scale: build proprietary technology systems in-house, or partner with an established platform? This decision
Are Lock-In Effects Really Easing? Insights from November’s Models & Market...
Register here for next month’s call: Thursday, December 18th, 2025, 1 p.m. ET. Each month, we host a Models & Markets call to offer our
RiskSpan Releases Credit and Prepayment Curves for Auto and Personal Loans
Powered by loan-level performance data sourced from Equifax® Arlington, VA – November 19, 2025 – RiskSpan, a leading provider of data analytics solutions for the
Are You Overpaying for VA Prepay Risk in Ginnie II Pools?
Recent history is showing a persistent (and widening) gap between VA and FHA loan prepayment speeds in Ginnie Mae securities. Over the past 33 months,
RiskSpan Releases Credit and Prepayment Curves for Auto and Personal Loans
Powered by loan-level performance data sourced from Equifax® Arlington, VA – November 19, 2025 – RiskSpan, a leading provider of
RiskSpan Launches Agentic AI for MBS Data — Instant, Transparent Insights for Agency MBS Professionals
Arlington, VA – September 2, 2025 – RiskSpan, a leading provider of data analytics solutions for the structured finance industry,
RiskSpan Announces the Appointment of Howard Kaplan and Susan Mills to Advisory Board
Arlington, VA – April 10, 2025 – RiskSpan, a leading provider of innovative analytics and risk management and data analytics
RiskSpan Introduces Enhanced Non-QM Prepayment Model Leveraging Loan-Level Data
Arlington, VA – February 18, 2025 – RiskSpan, a leading provider of innovative trading, risk management and data analytics for
RiskSpan Launches Comprehensive MSR Analytics Solution
Arlington, VA – January 25, 2025 – RiskSpan, a leading technology provider of innovative risk management and data analytics for
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
RiskSpan to Launch Usage-based Pricing for its Edge Platform at SFVegas 2024
New innovative pricing model offers lower costs, transparency, and flexibility for analytics users RiskSpan, a top provider of cloud-based analytics
RiskSpan, Dominium Advisors Announce Market Color Dashboard for Mortgage Loan Investors
Register for FREE Access ARLINGTON, Va., January 24, 2024 – RiskSpan, the leading tech provider of data management and analytics
RiskSpan Adds CRE, C&I Loan Analytics to Edge Platform
ARLINGTON, Va., March 23, 2023 – RiskSpan, a leading technology company and the most comprehensive source for data management and
RiskSpan Incorporates Flexible Loan Segmentation into Edge Platform
ARLINGTON, Va., March 3, 2023 -- RiskSpan, a leading technology company and the most comprehensive source for data management and
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
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
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