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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,
RiskSpan Adds Home Equity Conversion Mortgage Data to Edge Platform
ARLINGTON, VA, September 12, 2018 -- Leading mortgage data analytics provider RiskSpan added Home Equity Conversion Mortgage (HECM) Data to
Data-as-a-Service – Credit Risk Transfer Data
Watch RiskSpan Managing Director Janet Jozwik explain our recent Credit Risk Transfer data (CRT) additions to the RS Edge Platform.
RiskSpan to Offer Credit Risk Transfer Data Through Edge Platform
ARLINGTON, VA, September 6, 2018 -- RiskSpan announced today its rollout of Credit Risk Transfer (CRT) datasets available through its RS Edge Platform.
Big Companies; Big Data Issues
Data issues plague organizations of all sorts and sizes. But generally, the bigger the dataset, and the more transformations the
Here Come the CECL Models: What Model Validators Need to Know
As it turns out, model validation managers at regional banks didn't get much time to contemplate what they would do
Houston Strong: Communities Recover from Hurricanes. Do Mortgages?
The 2017 hurricane season devastated individual lives, communities, and entire regions. As one would expect, dramatic increases in mortgage delinquencies
MDM to the Rescue for Financial Institutions
Data becomes an asset only when it is efficiently harnessed and managed. Because firms tend to evolve into silos, their
Making Data Dictionaries Beautiful Using Graph Databases
Most analysts estimate that for a given project well over half of the time is spent on collecting, transforming, and
Augmenting Internal Loan Data to Comply with CECL and Boost Profit
The importance of sound internal data gathering practices cannot be understated. However, in light of the new CECL standard, many
Applying Machine Learning to Conventional Model Validations
In addition to transforming the way in which financial institutions approach predictive modeling, machine learning techniques are beginning to find
Applying Model Validation Principles to Machine Learning Models
Machine learning models pose a unique set of challenges to model validators. While exponential increases in the availability of data,
RiskSpan Director David Andrukonis Featured on The Purposeful Banker Podcast
RiskSpan's CECL Soution Director David Andrukonis was a featured guest on PrecisionLender's podcast, The Purposeful Banker in their recent episode
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