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
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 of mortgages, develop cash flow
Higher for Longer: What RiskSpan’s December Models & Markets Call Signals f...
Register here for this month’s call: Thursday, January 15th, 2026, 1 p.m. ET. Just before the holidays, RiskSpan’s quantitative modeling team hosted its December Models & Markets call, offering its
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 of the Non-QM market. All
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) has provided reliable, collateralized liquidity
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 has major implications for growth,
RiskSpan’s January 2026 Models & Markets Call
Register here for our next monthly model update call: Thursday, January 15th at 1:00 ET. For highlights from our most recent call (December), click here. Contact us to learn more
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 insights into recent model performance,
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 structured finance industry, has released
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, VA 30-year loans are prepaying
Consumers Under Pressure as Markets Seek Stability: October Models & Market...
Register here for next month’s call: Thursday, November 20th, 2025, 1 p.m. ET. Each month, we host a Models & Markets call to offer our insights into recent model performance,
Use Case: RiskSpan’s Agentic AI for MBS Data Tool
Breaking Down VA vs FHA Prepayment Speeds This use case demonstrates how agentic interaction with the MBS Data Tool helps investors move from a general observation (“VA speeds are fast”)
Prepayments Hold Steady, Second Liens Surge: September Models & Markets Rec...
Register here for next month’s call: Thursday, October 16th, 2025, 1 p.m. ET. Each month, we host a Models & Markets call to offer our insights into recent model performance,
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