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Rates, Prepays and Consumer Stress: What the Data is Telling Us at the Star...
Register here for next month’s call: Thursday, February 19th, 2026, 1 p.m. ET. In the January Models & Markets call, our quantitative modeling team hosts their first monthly deep dive
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 diverse. And yet, most market
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 questions around the office (ours
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
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, Freddie, and Ginnie MBS market
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, detailed look at prepayment model
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 (January), click here. Contact us to learn more
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,
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
