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
![RiskSpan Expands Private Credit Solution to Include Residential Transition Loans](https://riskspan.com/wp-content/uploads/2024/07/PR-Hero-1024x576.png)
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, today announced the addition of
![AI Prompt Structuring — Does it Even Matter?](https://riskspan.com/wp-content/uploads/2024/07/Hero-Image-Prompt-Engineering-Blog-1-1024x585.png)
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, delicate) ecosystem, the meticulous craftmanship
![MSR Tape to Bid in 6 Easy Steps](https://riskspan.com/wp-content/uploads/2024/07/storylane-screenshot-1024x549.png)
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 storylane illustrating how to get
![Get Free Access to RiskSpan's Non-Agency Performance Trends Dashboard](https://riskspan.com/wp-content/uploads/2024/07/Screenshot-2024-07-10-104934-1024x524.png)
Get Free Access to RiskSpan’s Non-Agency Performance Trends Dashboard
The latest addition to RiskSpan’s free RS Insights dashboard enables users to delve into insightful non-Agency delinquency trends. Slice and dice CoreLogic loan-level data by LTV, FICO, balance, vintage, doc
![RiskSpan Launches MBS Loan Level Historical Data on Snowflake Marketplace](https://riskspan.com/wp-content/uploads/2024/06/Snowflake-RS-hero-1024x578.png)
RiskSpan Launches MBS Loan Level Historical Data on Snowflake Marketplace
ARLINGTON, Va., June 18, 2024 – RiskSpan, a leading provider of data analytics and risk management solutions for the mortgage industry, announced today that it has launched MBS Loan Level
![The newest, fastest and easiest way to access and analyze Agency MBS data](https://riskspan.com/wp-content/uploads/2024/05/Snowflake-Marketplace-blog-hero-1024x576.png)
The newest, fastest and easiest way to access and analyze Agency MBS data
TL;DR Summary of Benefits Data normalization and enhancement: RiskSpan’s MBS data on Snowflake normalizes Fannie, Freddie, and Ginnie loan-level data, consolidating everything into one set of field names. It also
![Transforming Loan Data Management Using Snowflake Secure Data Sharing](https://riskspan.com/wp-content/uploads/2024/05/Snowflake-Webinar-Hero-1024x585.jpg)
Transforming Loan Data Management Using Snowflake Secure Data Sharing
Presenters Paul Gross Senior Quantitative Analyst, Rithm Capital Michael Cowley Principal, Data Cloud Products, Snowflake Bernadette Kogler CEO, RiskSpan Suhrud Dagli CTO, RiskSpan Wednesday, May 29th, 2024 1:00 ET Hear
![Snowflake and the Future of Data Sharing Across Financial Institutions](https://riskspan.com/wp-content/uploads/2024/05/Snowflake-Blog-Hero-1024x585.png)
Snowflake and the Future of Data Sharing Across Financial Institutions
The digitization of the financial services industry has opened countless doors to streamlining operations, building customer bases, and more accurately modeling risk. Capitalizing on these opportunities, however, requires financial institutions
![Loans & MSRs: Managing model assumptions and tuners the easy way](https://riskspan.com/wp-content/uploads/2024/04/hidden-features-background-1024x576.png)
Loans & MSRs: Managing model assumptions and tuners the easy way
One of the things that makes modeling loan and MSR cash flows hard is appropriately applying assumptions to individual loans. Creating appropriate assumptions for each loan or MSR segment is
![How an MSR Analytical Solution Can Boost Your Mortgage Banking Business](https://riskspan.com/wp-content/uploads/2024/04/Picture1-1024x683.png)
How an MSR Analytical Solution Can Boost Your Mortgage Banking Business
And why it's probably less expensive than you think Mortgage servicing rights (MSRs) are complex and volatile assets that require careful management and analysis. Inherent in MSR risk management is
![FICO](https://riskspan.com/wp-content/uploads/2023/06/FICO-PNG-1024x393.png)
What Do 2024 Origination Trends Mean for MSRs?
While mortgage rates remain stubbornly high by recent historical standards, accurately forecasting MSR performance and valuations requires a thoughtful evaluation of loan characteristics that go beyond the standard "refi incentive"
![GenAI Applications for Loans and Mapping Data](https://riskspan.com/wp-content/uploads/2024/03/Picture2-1024x576.png)
GenAI Applications for Loans and Mapping Data
RiskSpan is actively furthering the advancement of several GenAI applications aimed at transforming how mortgage loan and private credit investors work and maximizing their efficiency and performance. They include: 1.
Innovate.
Learn how machine learning can help you explore data and unlock value.
![Consulting Consulting](https://riskspan.com/wp-content/uploads/2024/01/consulting-1.jpg)