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Access our loan and securities market expertise to make your data more reliable and actionable.
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From ALM to AML and Valuation to VaR, our experienced model validation team has validated it and knows how to write reports that withstand internal audit and regulatory scrutiny.
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Our former traders and portfolio managers will generate assumption curves and incorporate market color into CUSIP and loan-level analyses to yield prices reflective of real market conditions.
Resources
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Mounting Pressure in Non-QM Credit: What March 2025 Data Signals for Risk M...
This is a monthly update on non-QM delinquency rate and roll rate trends based on the March 2025 remittance data. Similar to last month's post, I use the CoreLogic Non-Agency

RiskSpan’s May 2025 Models & Market Call
Register here for our next monthly model update call: Thursday, May 15th at 1:00 ET. Note: This post contains highlights from our April 2025 monthly modeling call, which delivered insights

RiskSpan’s April 2025 Models & Market Call: Credit Model v7, Prepay Volatil...
Register here for our next monthly model update call: Thursday, May 15th at 1:00 ET. Note: This post contains highlights from our April 2025 monthly modeling call, which delivered insights

RiskSpan Announces the Appointment of Howard Kaplan and Susan Mills to Advi...
Arlington, VA – April 10, 2025 – RiskSpan, a leading provider of innovative analytics and risk management and data analytics for loans, securities and private credit,is pleased to announce the

From AI Hype to Helpful Assistant: AI Agents are coming soon to the RiskSpa...
When agentic AI first hit the scene, we were intrigued—but skeptical. Was this just another over-hyped trend or something that could drive real value? Fast forward a few months, and

Navigating the Bulk MSR Trading Market in 2025: Insights from Industry Expe...
Earlier this week, RiskSpan hosted a webinar featuring a panel of experts who provided a comprehensive look at the current state of the mortgage market, with a particular focus on

Non-QM Credit Stress by the Numbers: Investor and Full Doc Loan Performance...
This is a follow-up to Bernadette Kogler's short piece last month on stress in the Non-QM mortgage market. In this post, I use the CoreLogic Non-Agency loan data to split

Mortgage Prepayment and Credit Trends to Watch
Register here for our next monthly model update call: Thursday, April 17th at 1:00 ET. Note: This post contains highlights from our March 2025 monthly modeling call. You can register

The Future of Private Credit: Growth Challenges, and How RiskSpan is Leadin...
Private credit is having a moment, as they say, now approaching $7 trillion in global assets, and is poised to double in size over the next decade. As traditional banks

Webinar: MSR Trading Insights
Webinar: Tuesday, March 25th | 1:00 ET MSR Bulk Trading InsightsJoin us for an update from MBA's Chief Economist, Michael Fratantoni, on the current state of the MSR market.Then, stick around for actionable strategies from

February 2025 Model Update: Mortgage Prepayment and Credit Trends to Watch
Note: This post contains highlights from our February 2025 monthly modeling call. You can register here to watch a recording of the full call (approx. 25 mins). As we move

RiskSpan Introduces Enhanced Non-QM Prepayment Model Leveraging Loan-Level ...
Arlington, VA – February 18, 2025 – RiskSpan, a leading provider of innovative trading, risk management and data analytics for loans, securities and private credit, has announced the release of
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