Models Validated
Our quants, financial engineers, and data scientists solve complex problems to make analytics meaningful and actionable.
| FINANCIAL/MARKET RISK MODELS | RATING AGENCY MODELS (CREDIT SCORING) | ASSET PRICING AND VALUATION MODELS | CREDIT, DEFAULT AND PREPAYMENT MODELS (AI/ML) | ASSET-LIABILITY (IRR) MODELS | OPERATIONAL RISK MODELS | BSA/AML/OFAC SCREENING MODELS | OTHER PROPRIETARY MODELS |
|---|---|---|---|---|---|---|---|
| QRM (Mortgage Banking and MSR) | RMBS | Blackrock (MBS Agency Pricing) | ALLL and CECL Models | ALMeter | Loss Mitigation Waterfall Model | Actimize | Value at Risk (VaR), including RiskMetrics |
| Polypaths | CMBS | Proprietary non-Agency MBS and mortgage loans | OTTI Models (LP Risk Model) | FiServ Sendero | Verint Staffing Loss Forecast Model | Bankers Tool Box (BAM+) | MSR Stochastic Risk Model |
| Algorithmics | Servicer Advance | MPP Pricing (FHLBs) | Proprietary Counterparty Credit Scoring | QRM (ALM) | Fair Lending Wiz | FiServ (FCRM) | Servicing Rights Valuation Model |
| The Yield Book | Single-Family Rental | MIAC (Residential Mortgages) | Consumer Loss Forecast (Home Equity Loans) | Empyrean | Revenue Models | GFX Gcop | Deliquency, default, prepayment and severity model |
| Intex | S&P LEVELS | DebtX (Commercial RE Loans) | FICO (Multiple versions) | CompassPoint | CSI Watchdog | One Source Tax Model | |
| Relative Value Analysis (RVA) and Bond Caller Moody’s Macroeconomic Forecaster | Credit Bureau Custom Credit Scorecards | Proprietary Options Pricing | Bloomberg Prepayment | BancWare (ALM) | eFund/ Qualifile | Interest Rate forecast model for mortgage TBA profiles | |
| Net Charge-off Stress-Test Forecasting Model (DFAST) | Moody’s Credit Scorecards | Collateral Valuation Models | Moody’s RiskCalc, MPA, CMM, Credit Edge | uMonitor | Primary/ Secondary mortgage spread model | ||
| Other DFAST Models – OLS/ ARIMA Regression | Evaluation Models | FICO Falcon Fraud | CD Product Mix Model | ||||
| Liquidity Forecasting and Stress Testing | Pricing Models | Other BSA/AML Models | |||||
| Haircut Models |
Resources
Article
Higher Rates, Smarter Models, and Fresher Credit Insights: August Models & ...
Register here for next month’s call: Thursday, September 18th, 2025, 1 p.m. ET. Each month, we host a Models & Markets call to offer our insights into recent model performance,
Monitoring Non-QM Mortgage Delinquencies in a Shifting Market
This post provides an update on delinquency rate trends observed in the Non-Agency mortgage market with a deep dive on different segments of the fast growing Non-QM mortgage market. All
RiskSpan’s September 2025 Models & Markets Call
Register here for our next monthly model update call: Thursday, September 18th at 1:00 ET. For highlights from our most recent call (August), click here. Contact us to learn more
Navigating Headwinds with Data and AI: July Models & Markets Recap
Register here for next month’s call: Thursday, August 21st, 2025, 1 p.m. Each month, we host a Models & Markets call to offer our insights into recent model performance, emerging
Humans in the Loop: Ensuring Trustworthy AI in Private ABF Deal Modeling
As generative AI becomes a powerful tool in Private asset-backed finance (ABF), the need for precision and transparency is more critical than ever. At RiskSpan, we’re applying Large Language Models
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 into recent model performance, emerging
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 a panel of industry leaders
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 transformation is not just about
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 & Markets call to offer our
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) as impartial judges to validate
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, I use the CoreLogic Non-Agency
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 modeling call, which delivered insights
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