We opened the insurance panel at the RiskSpan Summit earlier this month with an interesting statistic: according to Moody’s, almost a third of the $6 trillion in cash and invested

Agency MBS data has never been more available and acting on it has never been harder. Mortgage servicers, secondary marketing desks, and risk teams are sitting on a mountain of

Register here for next month’s call: Thursday, June 18th 2026, 1 p.m. ET. Key Takeaways Prepayment models continue to perform well; April discount coupon speeds remain stable, driven primarily by

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

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

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

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

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,

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