Product Summary
Introductory Presentation (coming soon)
Model Documentation (coming soon)
Private Credit Investors
Models & Markets Update: June 2026
Register here for next month’s call: Thursday, July 16th 2026, 1 p.m. ET. Key Takeaways Prepayment model continues to perform well; discount coupon speeds (WAC 5.5 and below) remain stable
The Insurance ABF Stack: Panel Takeaways
We opened the insurance panel at the RiskSpan Summit earlier this month with an interesting statistic: according to Moody’s, almost a third of the $6 trillion in cash and invested
Models & Markets Update: May 2026
Register here for next month’s call: Thursday, June 18th 2026, 1 p.m. ET. Key Takeaways Prepayment models continue to perform well; April discount coupon speeds remain stable, driven primarily by
AI’s Uneven Impact on Labor Demands a Local Housing View...
By: Scott Anderson and Bernadette Kogler AI is already disrupting parts of the U.S. labor market. The more contested question for residential mortgage investors is how and where. The dooms-day
Models & Markets Update: April 2026
Register here for next month’s call: Thursday, May 21st, 2026, 1 p.m. ET. Key Takeaways Prepayment models continue to perform well, with March speeds driven by a February rate rally
Models & Markets Update: March 2026
Register here for next month’s call: Thursday, April 16th, 2026, 1 p.m. ET. Key takeaways from this month’s call: Non-mortgage credit is deteriorating more rapidly than mortgage credit BNPL usage
From Household Debt to Non-QM Credit: February Models & Mar...
Register here for next month’s call: Thursday, March 19th, 2026, 1 p.m. ET. In this month’s Models & Markets call, RiskSpan’s quantitative modeling team tackled: The record debt levels now
AI Isn’t Coming to Structured Finance. It’s Already Here....
At SFVegas 2026, RiskSpan had a front-row seat to one of the most consequential conversations happening in our industry right now. I moderated a session on Agentic AI and the Securitization Lifecycle, while our CEO,
Rates, Prepays and Consumer Stress: What the Data is Tellin...
Register here for next month’s call: Thursday, February 19th, 2026, 1 p.m. ET. In the January Models & Markets call, our quantitative modeling team hosts their first monthly deep dive
The Data Model That Powers Private ABF: Why Purpose-Built A...
Private asset-backed securities don't follow the same rules as public securitizations. The structures are more diverse. The triggers are more nuanced. The collateral is more diverse. And yet, most market
Humans in the Loop: Ensuring Trustworthy AI in Private ABF ...
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, we’re applying Large Language Models
Private Credit Market Pulse: What LPs Want from Their Data ...
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 a panel of industry leaders
