Analytics Infrastructure
for Structured Credit
Investors
RiskSpan helps mortgage and private ABF investors analyze assets, model risk, and monitor portfolios using integrated data, predictive models, and cloud-scale analytics.
Trusted by Leading Asset Managers, Banks & Insurers
Solutions for Structured Credit Investors
Purpose-built analytics for every participant in the structured credit ecosystem — from mortgage credit funds to private ABF asset managers.
Residential Credit Investors
Analytics for mortgage investors managing MSRs, whole loans, and RMBS portfolios. Understand the true risk and value of mortgage assets before and after investing.
- Loan-level analytics & prepayment modeling
- MSR valuation with scenario analysis
- Loan collateral analytics & stratification
- Portfolio monitoring & surveillance
- Agency & Private-Label RMBS analytics
Private ABF Investors
Deal modeling, surveillance, and analytics for private asset-backed finance portfolios. Bring institutional-grade analytics to private credit — without building the infrastructure yourself.
- AI-powered deal data extraction & structuring
- Custom cash flow modeling per transaction
- Automated remittance & covenant surveillance
- Portfolio reporting & performance dashboards
- Secure data sharing with partners & LPs
Structured Credit Investing Is
Data-Intensive and Complex
We know first-hand how hard it is. So we built a solution that solves each challenge at the source.
Asset Data Is Fragmented
Investors receive inconsistent loan-level data from multiple servicers, issuers, and trustees. Reconciling it manually introduces errors and delays every decision.
Performance Is Hard to Model
Investors need to evaluate scenarios, prepayment behavior, and credit performance — but building and maintaining models is time-consuming and resource-intensive.
Portfolio Risk Is Opaque
After investing, many firms lack systematic surveillance. Performance deterioration goes undetected until it's too late to act.
Collaboration Is Broken
Private ABF requires coordination across internal teams, valuation providers, auditors, and LPs — but email and spreadsheets create version control chaos.
From Data to Investment Insight
RiskSpan integrates data, models, and analytics into a single AI-powered, cloud-native environment — so you can focus on decisions, not infrastructure.
AI-Driven Smart Mapper
Ingest and standardize loan-level asset data from multiple sources. ML-powered field recognition maps data elements automatically; GenAI adds contextual understanding. Load data in minutes — not hours — with confidence before pricing begins.
Predictive Models at Scale
Evaluate scenarios using prepayment, credit, and performance models trained on decades of loan-level data. Run millions of scenarios in minutes. Bring your own models or use ours across any asset class.
Portfolio Risk Management
Monitor performance trends and risk exposures across portfolios with loan-level precision. Comprehensive surveillance, stress testing, OAS analytics, and early identification of emerging risks.
Secure Data Sharing
Share transaction data and analytics securely with partners and stakeholders. Centralized data repository eliminates version control issues and enables consistent analytics across your ecosystem.
Sharper, Faster
Mortgage Analytics
From tape cracking to ongoing surveillance, RiskSpan provides the end-to-end analytics mortgage investors need to price with confidence and manage portfolios proactively.
Load data in minutes, not hours
Smart Mapper ML handles acquisition and monthly servicer feeds — eliminating manual column mapping and downstream surprises with automated QC audit reports.
Explore stratifications & loan-level drivers
Instantly stratify by FICO, LTV, geography, servicer, vintage and more. Move beyond pool-level averages to understand true risk and value drivers.
Price with confidence and precision
Integrate loan-level prepay and credit models with full cash-flow analytics. Configure assumptions by cohort to reflect real-world risk differences.
Continuously surveil to optimize outcomes
Automate recurring servicer feeds. Power near real-time portfolio surveillance. Stay ahead of covenant thresholds and emerging risks proactively.
| Imported Field | Edge Field | Status |
|---|---|---|
| Net Note Rate | Net Note Rate | Mapped |
| Current Balance | Current Balance | Mapped |
| Origination Date | Origination Date | Mapped |
| ARM Index | ARM Index | Mapped |
| Loan Age | Loan Age | Derived |
| Original Loan Amount | Original Principal Balance | Mapped |
| Cash Out Amount | Paid To Date | Mapped |
What if your MBS data answered your questions
in plain English, instantly?
Most teams rely on SQL, Python, or delayed reports to understand Agency MBS performance. RiskSpan breaks that bottleneck with an always-on, AI-powered MBS analyst.
No Coding Required
Ask questions in plain English. Get fully sourced, transparent answers in seconds — no SQL, no Python, no waiting.
Pattern Recognition at Scale
Surfaces prepayment anomalies, performance drivers, and geographic trends across Fannie, Freddie, and Ginnie pools automatically.
Executive-Ready Output
Skip the manual grunt work. Scale portfolios without scaling analytics overhead. Turn complex analysis into clear narratives that win internal approval.
Full Transparency
Every insight includes source citations from eMBS factor files and agency disclosures — so you can verify and trust the analysis.
End-to-End Analytics for
Private Asset-Backed Finance
Managing private ABF investments is operationally complex. RiskSpan provides a unified platform for deal modeling, portfolio surveillance, and risk analytics — so you can analyze transactions and monitor portfolios efficiently, without scaling headcount.
AI-Driven Data Extraction & Structuring
Automated document processing extracts key terms, waterfall structures, triggers, and covenants from deal documents. AI validation minimizes human error.
Scalable Cash Flow Modeling
Build detailed cash-flow models per transaction capturing reserve accounts, structural triggers, and payment priorities. Run scenario analysis and stress tests at scale.
Automated Remittance Surveillance
Automatically ingest remittance files, monitor covenant triggers, track coverage ratios, and surface performance deterioration before it impacts your portfolio.
Secure Data Sharing & Collaboration
Share data securely with valuation providers, auditors, and LP investors. Eliminate version control issues and reduce operational risk across your ecosystem.
Trusted by the Industry's Best
“In just a couple of hours, I was able to create a portfolio of synthetic loans, stand up an ETL pipeline, and run multiple OAS/pricing scenarios with customized behavioral models. This would have taken multiple days in other systems I've used.”
“RiskSpan's ability to share data with partners using the same system for analytics made the transition seamless. The operational and financial benefits were immediate — we consolidated data processing and analytics onto one platform.”
“We replaced an inflexible risk system from a Wall Street dealer with Edge. RiskSpan bundles data feeds, predictive models, and infrastructure management into a cost-efficient, flexible solution that handles our entire structured and mortgage portfolio.”
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Read More →Let's Talk
Structured Finance
Whether you're evaluating the platform, exploring our AI capabilities, or have questions about our models — we'd love to hear from you.
Request a Demo
Bring Institutional Analytics to
Your Structured Credit Portfolio
See how RiskSpan helps investors analyze, value, and monitor mortgage and private credit assets — on a single, AI-powered platform.