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Humans in the Loop: Ensuring Trustworthy AI in Private ABF Deal Modeling
As generative AI becomes a powerful tool in Private asset-backed finance (ABF), the need for precision and transparency is more critical than ever. At RiskSpan,
June 2025 Models & Markets Update – Predictive Power Amid Economic Uncertai...
Register here for next month’s call: Thursday, July 17th, 2025, 1 p.m. Each month, we host a Models & Markets call to offer our insights
Private Credit Market Pulse: What LPs Want from Their Data and How to Deliv...
Limited Partners (LPs) continue to demand better data, faster, and with full transparency. At this week’s Private Credit Tech Summit in New York, I moderated
RiskSpan’s July 2025 Models & Markets Call
Register here for our next monthly model update call: Thursday, July 17th at 1:00 ET. For highlights from our most recent call (June), click here.
Design Smarter — How AI is Changing UX from Idea to Execution
AI is revolutionizing everything, and the UX design process is no exception. From the earliest conceptual ideas all the way through to final execution, the
Models & Markets Update – May 2025
Register here for next month's call: Friday, June 20th, 2025 (pushed back one day on account of Juneteenth). Each month, we host a Models &
Using LLMs as judges for validating deal cash flow models: A new frontier i...
As securitization models become increasingly complex and differentiated, validation becomes a critical challenge. We’ve experimented with an innovative approach that leverages large language models (LLMs)
Mounting Pressure in Non-QM Credit: What March 2025 Data Signals for Risk M...
This is a monthly update on non-QM delinquency rate and roll rate trends based on the March 2025 remittance data. Similar to last month's post,
RiskSpan’s April 2025 Models & Market Call: Credit Model v7, Prepay Volatil...
Register here for our next monthly model update call: Thursday, May 15th at 1:00 ET. Note: This post contains highlights from our April 2025 monthly
RiskSpan Announces the Appointment of Howard Kaplan and Susan Mills to Advi...
Arlington, VA – April 10, 2025 – RiskSpan, a leading provider of innovative analytics and risk management and data analytics for loans, securities and private
From AI Hype to Helpful Assistant: AI Agents are coming soon to the RiskSpa...
When agentic AI first hit the scene, we were intrigued—but skeptical. Was this just another over-hyped trend or something that could drive real value? Fast
Navigating the Bulk MSR Trading Market in 2025: Insights from Industry Expe...
Earlier this week, RiskSpan hosted a webinar featuring a panel of experts who provided a comprehensive look at the current state of the mortgage market,
Humans in the Loop: Ensuring Trustworthy AI in Private ABF Deal Modeling
As generative AI becomes a powerful tool in Private asset-backed finance (ABF), the need for precision and transparency is more
June 2025 Models & Markets Update – Predictive Power Amid Economic Uncertainty
Register here for next month’s call: Thursday, July 17th, 2025, 1 p.m. Each month, we host a Models & Markets
Private Credit Market Pulse: What LPs Want from Their Data and How to Deliver It
Limited Partners (LPs) continue to demand better data, faster, and with full transparency. At this week’s Private Credit Tech Summit
Design Smarter — How AI is Changing UX from Idea to Execution
AI is revolutionizing everything, and the UX design process is no exception. From the earliest conceptual ideas all the way
Models & Markets Update – May 2025
Register here for next month's call: Friday, June 20th, 2025 (pushed back one day on account of Juneteenth). Each month,
Using LLMs as judges for validating deal cash flow models: A new frontier in securitization modeling
As securitization models become increasingly complex and differentiated, validation becomes a critical challenge. We’ve experimented with an innovative approach that
How One Insurer Made CECL a Strength, Not a Struggle
Read the full S&P Global Market Intelligence case study: https://riskspan.com/spgmi-case-study-cecl-coverage/ Meeting the CECL standard shouldn’t mean draining internal resources or
Mounting Pressure in Non-QM Credit: What March 2025 Data Signals for Risk Managers
This is a monthly update on non-QM delinquency rate and roll rate trends based on the March 2025 remittance data.
RiskSpan’s April 2025 Models & Market Call: Credit Model v7, Prepay Volatility, and Credit Trends to Watch
Register here for our next monthly model update call: Thursday, May 15th at 1:00 ET. Note: This post contains highlights
RiskSpan Announces the Appointment of Howard Kaplan and Susan Mills to Advisory Board
Arlington, VA – April 10, 2025 – RiskSpan, a leading provider of innovative analytics and risk management and data analytics
From AI Hype to Helpful Assistant: AI Agents are coming soon to the RiskSpan Platform!
When agentic AI first hit the scene, we were intrigued—but skeptical. Was this just another over-hyped trend or something that
Navigating the Bulk MSR Trading Market in 2025: Insights from Industry Experts
Earlier this week, RiskSpan hosted a webinar featuring a panel of experts who provided a comprehensive look at the current
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