Non QM Expansion RiskSpan's May 2025 launch of a Non QM specific prepayment model, plus ongoing work on a generalized spread model, signals a ready to sell capability for non QM lenders, private credit funds, and asset managers seeking to isolate behavioral effects and pricing gaps. Target buyers include specialty lenders, private credit platforms, and hedge funds that need more accurate prepayment risk and residual pricing insights, with a path to quick pilots via the Edge Platform.

Integrated Platform The Edge Platform delivers data and predictive models to forecast scenarios across Agency and non Agency MBS, loans, and MSRs, powered by cloud, machine learning, and AI. This positions RiskSpan to win mid to enterprise clients such as mortgage banks, servicers, CMBS issuers, and asset managers seeking scalable risk analytics, automated workflows, and faster model builds.

Back Testing Tools Recent enhancements add back testing tools and transparency elements to reflect shifting macro dynamics, appealing to risk officers and governance teams in banks and insurers that require robust scenario analysis and auditable model performance.

Strategic Partnerships Chartis Research collaboration and new Advisory Board appointments raise credibility and open doors to enterprise buyers. Leverage these relationships to accelerate sales to large banks, asset managers, and insurers seeking proven analytics partners and governance aligned vendors.

BI Integration Edge RiskSpan's tech stack includes Looker and BI friendly tools, enabling seamless embedding into clients' existing analytics environments. This reduces integration friction and is appealing to mid market lenders and asset managers already investing in data visualization and decision analytics.