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Our Expertise
Engage support for discrete projects or integrate our team with yours for full-time staffing support
Data Management
Access our loan and securities market expertise to make your data more reliable and actionable.
Model Validation
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.
Valuation & Portfolio Analysis
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
Article

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

Non-QM Delinquencies Are Rising—And Home Prices Aren’t Helping 📉
The non-QM mortgage market is showing clear signs of stress, and the latest delinquency data confirms it. RiskSpan analysis shows 60+ day delinquencies are rising, with 2022 and 2023 vintages

AI-Powered Code Reviews
Our firm recently implemented a pilot that promises to dramatically accelerate our developer workflow by leveraging AI in code reviews. Feedback is now instant and actionable – and available in

RiskSpan Launches Comprehensive MSR Analytics Solution
Arlington, VA – January 25, 2025 – RiskSpan, a leading technology provider of innovative risk management and data analytics for loans, securities and private credit, today announced the launch of

Private Credit Primer Series: Insights for Investors
We are delighted to announce the release of RiskSpan's series of Private Credit Primers aimed at providing investors with essential knowledge about the diverse and growing landscape of the loan

Preparing For Impact: How Will Non-QM Prepay Speeds React to Lower Rates?
In a recent post, we addressed some of the less obvious ways in which a lower interest rate environment is likely to impact an agency universe with such a large

Is Your Prepay Analysis Ready for the Rate Cut?
The forthcoming Federal Reserve interest rate cuts loom large in minds of mortgage traders and originators. The only remaining question is by how much rates will be cut. As the

Leveraging Pool-Specific Performance and Recapture Analysis: A Game Changer...
Successfully forecasting MSR cash flows demands a level of precision and granularity in data analysis that few other asset classes require. This is especially true for investors seeking to estimate

RiskSpan Expands Private Credit Solution to Include Residential Transition ...
Arlington, VA – July 18, 2024 – RiskSpan, a leading technology provider of innovative risk management and data analytics for securities, loans and private credit, today announced the addition of

AI Prompt Structuring — Does it Even Matter?
At the mesh point of human ingenuity and artificial intelligence, the importance of appropriately structured prompts is frequently underestimated. Within this dynamic (and, at times, delicate) ecosystem, the meticulous craftmanship

MSR Tape to Bid in 6 Easy Steps
Creating an MSR bid using RiskSpan's Edge Platform is designed to be easy. How easy? So easy that we challenged a user to create a storylane illustrating how to get
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