Article
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 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,
