Predictive Modeling and Loss Forecasting

An Unprecedented View

Predict Future Asset Performance

RiskSpan’s proprietary prepayment, credit, and loss models provide traders, research analysts, portfolio managers, and risk managers with an unprecedented view into future asset performance.

RiskSpan’s models simultaneously assess multiple scenarios across portfolios of whole loans and securities, leveraging fully integrated and customized data in real time.

Our proprietary models include:

  • RMBS Credit Model
  • Agency Prepayment Model
  • GSE Credit Model
  • Reverse Mortgage Model
  • CMBS Credit Model
  • Auto (ABS) Model

Model Development

Custom Model Builds

Industry Expertise

Specialized in loan performance data and understand the nuances and contexts of the models.

Advanced Techniques

Utilize modeling techniques like machine learning to uncover new insight into your data.

Complex Assets

Experienced in and adept at working with complex and exotic asset types.

Empowering Non-Technical Business Analysts

Loan Performance Analytics Platform

Utilize our proprietary models or implement custom models within our analytics platform.

Access our hosted loan datasets, upload your own loan data files, and create intuitive reports based on credit, prepayment, risk, and loss models.

A Fully-Managed, Scalable Solution

Loss Forecasting

Out-of-the-Box Solutions for Loan Loss Forecasting

Current Expected Credit Loss

Solution (CECL)

Calculate current expected credit losses according to the new GAAP standards.

  • Tailored solution based on your needs
  • Audit-ready reports delivered monthly
  • Core competency in life-of-loan credit modeling

Whole Loan Analysis

(NPLs, RPLs, and EBOs)

Analyze whole loan data to inform your investment decisions.

  • Leverage our proprietary models to analyze risk
  • Store normalized proprietary and third-party data
  • Compare assets’ performance with external datasets

Credit Risk Transfer

Analysis (CRT)

Analyze deals and run scenario analysis to drive investment decisions on your CRT portfolio.

  • Custom deal cash flow models in Python
  • Manage and analyze CRT data on a single platform
  • Normalized Agency data for cross-Agency comparison