The collaboration fuses LSEG’s global market distribution and evaluated pricing infrastructure with RiskSpan’s specialized data engineering and validation tools. By automating reference data extraction and normalization, the companies are targeting the inefficiencies often associated with mortgage-backed and asset-backed securities.
RiskSpan and LSEG Partner to Scale Structured Finance Analytics
Arlington-based RiskSpan is integrating its data and modeling platform with the London Stock Exchange Group to refine evaluated pricing for structured finance assets. The partnership automates the processing of over 165,000 CUSIPs daily, aiming to bring greater transparency and consistency to complex, hard-to-value financial instruments.
RiskSpan CEO Bernadette Kogler noted that the joint effort shifts how structured products reach the market, while Todd Hartmann, LSEG Group Head of Data & Feeds, emphasized that the move reinforces a broader commitment to high-quality, scalable analytics. The resulting infrastructure is designed to support institutional investors and dealers who require rigorous reconciliation frameworks to navigate private and public credit markets.
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