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RiskSpan Collaborates with LSEG to Power Structured Finance Evaluated Prici...
Arlington, VA – June 25, 2026 – RiskSpan, a leading provider of data, modeling and analytics solutions for loan and structured finance investors, announced their collaboration with LSEG (London Stock
AI’s Uneven Impact on Labor Demands a Local Housing View
By: Scott Anderson and Bernadette Kogler AI is already disrupting parts of the U.S. labor market. The more contested question for residential mortgage investors is how and where. The dooms-day
Models & Markets Update: April 2026
Register here for next month’s call: Thursday, May 21st, 2026, 1 p.m. ET. Key Takeaways Prepayment models continue to perform well, with March speeds driven by a February rate rally
Models & Markets Update: March 2026
Register here for next month’s call: Thursday, April 16th, 2026, 1 p.m. ET. Key takeaways from this month’s call: Non-mortgage credit is deteriorating more rapidly than mortgage credit BNPL usage
From Household Debt to Non-QM Credit: February Models & Markets Recap
Register here for next month’s call: Thursday, March 19th, 2026, 1 p.m. ET. In this month’s Models & Markets call, RiskSpan’s quantitative modeling team tackled: The record debt levels now
AI Isn’t Coming to Structured Finance. It’s Already Here.
At SFVegas 2026, RiskSpan had a front-row seat to one of the most consequential conversations happening in our industry right now. I moderated a session on Agentic AI and the Securitization Lifecycle, while our CEO,
Why AI Won’t Kill Asset-Backed Finance Software — and Why the Last Mile is ...
Every wave of financial technology innovation brings the same prediction: software will be commoditized. Today, that prediction is being applied to AI. If AI models can reason, summarize, and generate
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 ABF: 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
