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The constraint in non-qualified mortgage credit modeling has always been the data gap.
Agency credit frameworks were calibrated on conforming, full-documentation borrowers; NonQM lending draws from a population whose income verification, asset profiles, and documentation types sit entirely outside that training set.
RiskSpan, an Arlington, Va.-based provider of data, modeling and analytics solutions for loan and structured finance investors, announced general availability of Credit Model 7.1 on July 17, 2026, a model built specifically for the NonQM segment inside its platform.
What the model addresses The mechanism behind the problem is straightforward. A conforming mortgage borrower submits W-2s, pay stubs, and tax returns that map cleanly to agency risk parameters.
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