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
Update on Delinquency Trends in the Non-Agency Mortgage Market
November delinquency rates continue to decline from their post-Covid highs in May 2025: As shown in Figures 1 and 2, the 60+ delinquency rate for Private Label Securities 2.0 (loans
RiskSpan’s December 2025 Models & Markets Call
Register here for our next monthly model update call: Thursday, December 18th at 1:00 ET. For highlights from our most recent call (November), 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,
RiskSpan Launches Agentic AI for MBS Data — Instant, Transparent Insights f...
Arlington, VA – September 2, 2025 – RiskSpan, a leading provider of data analytics solutions for the structured finance industry, today announced the release of Agentic AI for MBS Data.
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
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
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