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ABA Landing Page — Private Credit: Asset-Backed Finance Analytics

Private Credit:
Asset-Backed Finance Analytics

AI-Powered Surveillance, Data Collection & Cashflow Modeling for Scalable Portfolio Management

Get a free trial or demo

THE PROBLEM: Private credit ABF portfolios are diverse and complex, encompassing various collateral types, structural features, and data formats. Traditional portfolio and risk management workflows remain fragmented and manual, creating inefficiencies that constrain growth.

RiskSpan's ABF Private Credit Solution

Introducing the only end-to-end solution for private credit deal modeling, portfolio surveillance, and risk management, enabling investors to optimize decision-making and scalability.

AI-Driven Data Extraction & Structuring

Turn Unstructured Deal Data into Actionable Intelligence

  • Automated document processing extracts key terms, conditions, and structural details from loan and deal documents.
  • AI-powered data validation minimizes human error and ensures accuracy in portfolio analytics.
  • Standardized data models integrate with Snowflake for seamless analysis.
  • Extracted deal structures, waterfalls, triggers, and covenants drive accurate cashflow modeling, portfolio surveillance, and reporting.

Advanced Cash Flow Modeling for Private Credit Portfolios

Scalable, Customizable AI-Powered Cash Flow Analytics

  • AI-generated open-source cash flow modeling provides a customizable starting point for deal structuring.
  • Custom security ID integration ensures seamless tracking in RiskSpan’s Edge Platform.
  • Scenario-based forecasting & pricing analytics deliver insights tailored to private credit portfolios.
  • Automated API access streamlines portfolio monitoring and cashflow analysis.

Private Credit Portfolio Risk & Surveillance

Comprehensive Risk Management & Real-Time Monitoring

  • Run daily pricing & risk analytics across public and private assets in a single framework.
  • Loan-level risk assessments enhance portfolio granularity and accuracy.
  • Automate covenant tracking & remittance report ingestion to monitor deal performance and triggers in real-time.
  • Custom stress testing & scenario analysis tailored to private credit portfolios.

Resi Loan Investor? We Have You Covered There, Too!

Riskspan
  • Outsource the Heavy Lifting of Consolidating and Mapping Servicer Data: Powered by Smart Mapping and Optimized QC rules, RiskSpan automates data ingestion across multiple servicers and data sources:
  • Dynamic Query/Filter Loan Data and Historical Performance Metrics:  Analyze loan data using query/filter and custom composition reports; Generate customized data visualization reports
  • Loan Bid Analysis Trading Quality Risk Models, Loan-Level Valuations: RiskSpan has purpose-built tools and models to support active buyers/sellers of whole loans  
     
  • Portfolio Risk Management Powerful Scalability for Daily Analytics.

Why Private Credit Investors Choose RiskSpan

  • Eliminate manual surveillance bottlenecks that delay critical performance insights.

  • Improve loan acquisition & investor reporting workflows with AI-powered automation.

  • Proven success supporting asset managers, insurance firms, and private credit funds.

  • Seamless integration with existing risk management and portfolio reporting frameworks.

Unlock the Power of AI for Private Credit Investing

📩 Contact us today to schedule a demo and streamline your private credit analytics.
🔗 Request a Demo

Product Summary

Introductory Presentation (coming soon)

Model Documentation (coming soon)

Built for Speed, Scale and Affordability

Cloud-Native for 15 Years

Get a Free Trial or Demo

Resources

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Private Credit Investors

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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 leverages large language models (LLMs) as impartial judges to validate models implemented across different platforms.

The Dual-Implementation Challenge

In cash flow modeling, we often maintain parallel implementations—typically in Python for flexibility and Excel for transparency. How do we ensure both versions produce consistent results?

Enter the “LLM as Judge” approach!

A Real-World Case Study: Residential Transition Loan Funding

Consider a portfolio of residential transition loans with a funding structure including:

  • 100 loans averaging $275,000 each
  • 12-month average terms at 8.75%
  • A 75% advance rate
  • 2% loss reserve build-up
  • Performance triggers based on delinquency rates

We implemented this structure in both Python and Excel, then submitted both models to an LLM for validation.

The LLM Validation Process

The LLM first analyzed the conceptual alignment between models, confirming both followed the same fundamental approach to cash flow projection, default assumptions, reserve mechanics, and triggers.

Next came a rigorous numerical comparison. The LLM detected a $100,000 investor distribution discrepancy in Month 2:

  • Python model: $1,790,702
  • Excel model: $1,690,702

Through logical analysis, the LLM determined this likely stemmed from differently evaluated trigger conditions. This kind of subtle implementation difference could easily go unnoticed in manual validation, potentially leading to significant valuation discrepancies over time.

Beyond Discrepancy Detection

The true power of this approach extends beyond finding differences. The LLM also provided:

  1. Stress testing recommendations tailored to our specific product, including scenarios for rapid defaults, extension waves, and interest rate shocks
  2. Model risk management insights highlighting documentation needs and suggesting a formal reconciliation process
  3. Code quality assessment noting strengths and weaknesses in both implementations

Why This Matters

For securitization professionals, this approach offers several advantages:

  • Efficiency: Automation of tedious line-by-line comparisons
  • Comprehensiveness: Identification of conceptual differences, not just numerical ones
  • Regulatory compliance: Better documentation for model risk management requirements
  • Objectivity: Unbiased third-party perspective

Contact us to discuss.

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 for loans, securities and private credit,is pleased to announce the addition of two distinguished industry veterans, Howard Kaplan and Susan Mills, to its Advisory Board. Their appointments further strengthen RiskSpan’s ability to provide forward-thinking insights and trusted solutions across the structured finance and expanding private credit landscape.

Howard Kaplan brings over 35 years of global financial services leadership experience, including 28 years as a partner at Deloitte & Touche, where he served for over a decade as the Managing Partner of its Securitization Practice and, as the global lead client partner, advised some of the world’s most complex financial institutions, including Goldman Sachs and MasterCard. He is widely recognized for his ability to build client trust and deliver exceptional results across a wide range of professional services.

Kaplan currently serves on the Advisory Board for Union Home Mortgage and recently served as Board Chair for the Structured Finance Association (SFA), where he also chaired the SFA Executive, Nominating and Compensation Committees, and was honored with a Lifetime Achievement Award for his distinguished service and contributions to the structured finance industry.

“Howard’s breadth of structured finance expertise, combined with his knowledge of governance, risk, and regulatory issues, is unparalleled,” said Bernadette Kogler, RiskSpan CEO. “His leadership in both professional services and our industry’s leading trade association will offer RiskSpan’s clients strategic perspective at a time when the financial landscape is evolving rapidly.”

Susan Mills brings over three decades of leadership in the residential mortgage finance sector. She currently serves as Managing Director and Head of RMBS Capital Markets and Originations at Academy Securities, where she has led the firm’s significant expansion as an underwriter in new issue RMBS transactions. Mills also sits on the Board of Directors at Chimera Investment Corporation, contributing to its Nominating and Governance and Risk Committees.

Before joining Academy, Mills had a long and accomplished career at Citigroup, where she led several residential mortgage businesses, including warehouse lending, non-agency securitization and contract finance, as well as sourcing institutional capital for residential opportunities. She has earned a reputation for innovation, execution, and ethical leadership, testifying before the Financial Crisis Inquiry Commission and playing a key role in post-crisis rebuilding efforts in mortgage finance. 

“Susan’s extensive experience in mortgage-backed securities and her track record of strategic leadership at some of the industry’s most important institutions will bring invaluable insights to RiskSpan,” noted Kogler.

RiskSpan’s Advisory Board provides strategic guidance as the company continues to expand its platform to serve the needs of private credit investors and risk managers across asset-backed sectors.

About RiskSpan RiskSpan delivers a single analytics solution for structured finance and private credit investors of any size to confidently make faster, more precise trading and portfolio risk decisions and meet reporting requirements with fewer resources, and less time spent managing multiple vendors and internal solutions. 

Insurance Solutions

Insurance Solutions

Unlock the power of your portfolio with unified data, AI-driven analytics, and deep risk insights

Ready to see it in action?

What's holding your portfolio back?

Managing diverse portfolios across asset types and jurisdictions is hard. Data is scattered. Surveillance is manual. Risk and investment decisions are disconnected.

RiskSpan changes that.

Our end-to-end platform gives insurers the tools to streamline operations, stay compliant, and optimize returns across public and private credit.

What we solve

Fragmented Data. Unified.

The Problem: Inconsistent, siloed data slows decisions and creates risk.
Our Fix: RiskSpan’s platform ingests, normalizes, and connects all your data—from loans and bonds to private credit and structured products.

  • Clean data. Cloud-native. Instantly available.

  • Snowflake and Databricks-ready.

Compliance Without the Headache

The Problem: Managing RBC, CECL, and global regulatory requirements is complex and time-consuming.
Our Fix: Multi-framework regulatory and capital modeling, audit-ready CECL tools, and scenario-based stress testing.

  • SOC 1 and SOC 2 certified

  • Full coverage of loans and securities

Surveillance that Saves Time

The Problem: Manual Excel processes delay insight and cost money.
Our Fix: Automated surveillance, real-time pricing, and stress testing—all in one platform.

  • Save 3 weeks/month and $1.5MM/year

  • Real-time dashboards and alerts

Smarter Scenarios Across All Assets

The Problem: No way to consistently assess risk across asset classes.
Our Fix: Scenario and risk analytics—tailored to your portfolio and powered by macro data from S&P and beyond.

  • VaR, tail risk, correlation, credit risk

  • Loan-level granularity. Climate and geopolitical risk ready.

One Connected Investment + Risk Workflow

The Problem: Investment and risk teams use different tools and speak different languages.
Our Fix: One platform for portfolio surveillance, trade support, ALM, and pricing.

  • Pre-trade credit memos through post-trade surveillance

  • API, dashboard, and reporting access for every team

“We went from spreadsheet chaos to a real-time view of our private deals. Closed more deals, with better risk controls.”
Head of Investment Risk
55B AUM Life Insurer

What's under the hood

  • AI-Powered Document Parsing & Deal Modeling

  • End-to-End CECL Processing

  • Regulatory Reporting Engine

  • Cross-Asset Stress Testing

  • SOC 2 Secure + Cloud Native

  • Easy API + Web UI Access

AI-Driven Data Extraction & Structuring

Turn Unstructured Deal Data into Actionable Intelligence

  • Automated document processing extracts key terms, conditions, and structural details from loan and deal documents.
  • AI-powered data validation minimizes human error and ensures accuracy in portfolio analytics.
  • Standardized data models integrate with Snowflake for seamless analysis.
  • Extracted deal structures, waterfalls, triggers, and covenants drive accurate cashflow modeling, portfolio surveillance, and reporting.

Advanced Cash Flow Modeling for Private ABF Portfolios

Scalable, Customizable AI-Powered Cash Flow Analytics

  • AI-generated open-source cash flow modeling provides a customizable starting point for deal structuring.
  • Custom security ID integration ensures seamless tracking in RiskSpan’s Edge Platform.
  • Scenario-based forecasting & pricing analytics deliver insights tailored to private credit portfolios.
  • Automated API access streamlines portfolio monitoring and cashflow analysis.

Private ABF Portfolio Risk & Surveillance

Comprehensive Risk Management & Real-Time Monitoring

  • Run daily pricing & risk analytics across public and private assets in a single framework.
  • Loan-level risk assessments enhance portfolio granularity and accuracy.
  • Automate covenant tracking & remittance report ingestion to monitor deal performance and triggers in real-time.
  • Custom stress testing & scenario analysis tailored to private credit portfolios.

Why Insurers Choose RiskSpan for Private ABF Analytics

  • Eliminate manual surveillance bottlenecks that delay critical performance insights.

  • Improve loan acquisition & investor reporting workflows with AI-powered automation.

  • Proven success supporting asset managers, insurance firms, and private credit funds.

  • Seamless integration with existing risk management and portfolio reporting frameworks.

Unlock the Power of AI for Private Credit Investing

📩 Contact us today to schedule a demo and streamline your private credit analytics.
🔗 Request a Demo

Product Summary

Introductory Presentation (coming soon)

Model Documentation (coming soon)

Built for Speed, Scale and Affordability

Cloud-Native for 15 Years

Get a Free Trial or Demo

Resources

view all

Private Credit Investors

reuse_tax_query=1 tag=”exclude” operator=”NOT IN”]

Private Credit: Asset-Backed Finance Analytics

Private Credit:
Asset-Backed Finance Analytics

AI-Powered Surveillance, Data Collection & Cashflow Modeling for Scalable Portfolio Management

Get a free trial or demo

THE PROBLEM: Private credit ABF portfolios are diverse and complex, encompassing various collateral types, structural features, and data formats. Traditional portfolio and risk management workflows remain fragmented and manual, creating inefficiencies that constrain growth.

RiskSpan's ABF Private Credit Solution

Introducing the only end-to-end solution for private credit deal modeling, portfolio surveillance, and risk management, enabling investors to optimize decision-making and scalability.

AI-Driven Data Extraction & Structuring

Turn Unstructured Deal Data into Actionable Intelligence

  • Automated document processing extracts key terms, conditions, and structural details from loan and deal documents.
  • AI-powered data validation minimizes human error and ensures accuracy in portfolio analytics.
  • Standardized data models integrate with Snowflake for seamless analysis.
  • Extracted deal structures, waterfalls, triggers, and covenants drive accurate cashflow modeling, portfolio surveillance, and reporting.

Advanced Cash Flow Modeling for Private Credit Portfolios

Scalable, Customizable AI-Powered Cash Flow Analytics

  • AI-generated open-source cash flow modeling provides a customizable starting point for deal structuring.
  • Custom security ID integration ensures seamless tracking in RiskSpan’s Edge Platform.
  • Scenario-based forecasting & pricing analytics deliver insights tailored to private credit portfolios.
  • Automated API access streamlines portfolio monitoring and cashflow analysis.

Private Credit Portfolio Risk & Surveillance

Comprehensive Risk Management & Real-Time Monitoring

  • Run daily pricing & risk analytics across public and private assets in a single framework.
  • Loan-level risk assessments enhance portfolio granularity and accuracy.
  • Automate covenant tracking & remittance report ingestion to monitor deal performance and triggers in real-time.
  • Custom stress testing & scenario analysis tailored to private credit portfolios.

Resi Loan Investor? We Have You Covered There, Too!

Riskspan

  • Outsource the Heavy Lifting of Consolidating and Mapping Servicer Data: Powered by Smart Mapping and Optimized QC rules, RiskSpan automates data ingestion across multiple servicers and data sources:
  • Dynamic Query/Filter Loan Data and Historical Performance Metrics:  Analyze loan data using query/filter and custom composition reports; Generate customized data visualization reports
  • Loan Bid Analysis Trading Quality Risk Models, Loan-Level Valuations: RiskSpan has purpose-built tools and models to support active buyers/sellers of whole loans  
     
  • Portfolio Risk Management Powerful Scalability for Daily Analytics.

Why Private Credit Investors Choose RiskSpan

  • Eliminate manual surveillance bottlenecks that delay critical performance insights.

  • Improve loan acquisition & investor reporting workflows with AI-powered automation.

  • Proven success supporting asset managers, insurance firms, and private credit funds.

  • Seamless integration with existing risk management and portfolio reporting frameworks.

Unlock the Power of AI for Private Credit Investing

📩 Contact us today to schedule a demo and streamline your private credit analytics.
🔗 Request a Demo

Product Summary

Introductory Presentation (coming soon)

Model Documentation (coming soon)

Built for Speed, Scale and Affordability

Cloud-Native for 15 Years

Get a Free Trial or Demo

Resources

view all

Private Credit Investors

reuse_tax_query=1 tag=”exclude” operator=”NOT IN”]

The Future of Private Credit: Growth Challenges, and How RiskSpan is Leading the Way

Private credit is having a moment, as they say, now approaching $7 trillion in global assets, and is poised to double in size over the next decade. As traditional banks tighten lending due to regulatory constraints, private credit is stepping in to provide flexible, high-yield investment opportunities for institutional investors. However, this expanding market brings challenges, including illiquidity, bespoke deal structures, and complex risk assessments.

Chartis Research, in collaboration with RiskSpan, explores these evolving dynamics in a recent report, shedding light on the forces shaping private credit’s expansion and the critical role of technology in mitigating risk.

As private credit markets grow, effective risk management is crucial for investors seeking stable returns. Advanced technologies like AI and machine learning are revolutionizing private credit risk assessment, enhancing cash flow modeling, pricing accuracy, and portfolio diversification. RiskSpan leads the industry with innovative solutions, leveraging loan-level data and cloud-based platforms to provide real-time analytics. Whether you’re an asset manager, institutional investor, or lender, understanding the latest private credit trends is essential for success.

Read the full article to explore how private credit is transforming finance and why technology-driven risk management is the key to sustainable growth.

Contact us to learn more about how RiskSpan’s platform can support your private credit analytics.

Loans LP

Loan and Private Credit Investors

Resi | Non-QM | MSR | Consumer | Auto | Commercial

  • Quickly ingest pools, run predictive analytics, and optimize buy/sell strategies.

  • Integrate analytics across front and middle office workflows

  • Leverage historical performance data for better risk management and pricing

  • Connect directly with trading systems

  • Customize and seamlessly integrate into traders’ existing processes

Get a free trial or demo

Product Summary

Introductory Presentation (coming soon)

Model Documentation (coming soon)

Built for Speed, Scale and Affordability

Cloud-Native for 15 Years

Get a Free Trial or Demo

Resources

view all

Private Credit Investors

reuse_tax_query=1 tag=”exclude” operator=”NOT IN”]

Private Credit Primer Series: Insights for Investors

We are delighted to announce the release of RiskSpan’s series of Private Credit Primers aimed at providing investors with essential knowledge about the diverse and growing landscape of the loan types that private credit investors are buying. These primers offer at-a-glance insights into the mechanics, performance expectations, and unique features of various asset classes, enabling investors to make informed decisions in this dynamic market.

The first three primers in the series are available now: They focus on Residential Transition Loans (RTLs), Personal Loans, and HELOCs — loan types that are becoming increasingly popular in the private credit space.

Residential Transition Loans (RTLs) (full primer here)

RTLs are short-term loans designed to help borrowers bridge financial gaps during transitional periods in residential real estate. Often used for construction, bridge, and relocation purposes, RTLs typically have terms ranging from 6 to 36 months and feature higher interest rates than traditional long-term financing. These loans play a crucial role for both homeowners and real estate investors, especially in markets where property values fluctuate or where short-term liquidity is needed.

  • Important Features: RTLs often involve draw functionality, allowing borrowers to access funds incrementally as projects progress. Another key aspect is the use of the “As-Repaired” Value (ARV) to calculate Loan-to-Value (LTV) ratios, based on the projected value of the property after repairs.
  • Performance Considerations: While RTLs have performed well during periods of stable or rising home prices, the primer cautions that these loans are more vulnerable during economic downturns or periods of home price decline​.

Personal Loans (full primer here)

Personal loans can be secured or unsecured and are used for a variety of purposes, including debt consolidation, medical expenses, and large purchases. They are repaid in fixed monthly installments over a predetermined period.

  • Important Features: The primer highlights key modeling considerations for personal loans, such as static default/prepayment assumptions, which rely on historical data to predict future loan performance based on factors like loan age and borrower profiles.
  • Performance Expectations: As of 2024, the delinquency rate for personal loans stands at around 3.38%, with average interest rates hovering around 12.42%, though they can vary widely depending on market conditions and borrower credit quality​.

HELOCs (full primer here)

The complexity of modeling HELOCs stems from their sharing characteristics of both a mortgage and a credit card. Reliable assumptions about borrower behavior both during the draw period (when balances can move in either direction at any time) and during the post-draw, repayment-only period are crucial to forecasting correct cash flows.

  • Important Features: Understanding regional variations and borrower characteristics can provide deeper insights into HELOC performance, helping to refine risk models and lending strategies.
  • Performance Expectations: The delinquency rate for HELOCs can vary based on factors such as economic conditions, borrower credit quality, and market trends. However, historically, the delinquency rate for HELOCs tends to be lower than for unsecured loans or credit cards.

What to Expect from the Series

Each primer in the series will not only break down the mechanics of the loan type but also provide performance insights and modeling considerations. With the ongoing volatility in the financial markets, these primers will explore how various asset classes perform under different economic conditions, such as rising interest rates, declining home prices, or increasing unemployment.

By offering practical, data-driven insights, the Private Credit Primer series will serve as an invaluable resource for private credit investors who are looking to deepen their understanding of these asset classes and navigate potential risks effectively.

Stay tuned for more primers in this series, as we continues to expand RiskSpan’s library of resources for private credit investors!

Enhancing a HELOC Lender’s Operations with RiskSpan’s Data as a Service (DaaS)

A leading fintech company specializing in home equity lines of credit (HELOCs), was seeking to optimize the management of its data operations. To accomplish this, the company turned to RiskSpan, a leader in data analytics and financial technology solutions. Through a tailored Data as a Service (DaaS) offering, RiskSpan helped the company improve its HELOC business operations by providing advanced data management and modeling capabilities.

Challenges

The company sought to enhance its HELOC operations in two critical areas:

  1. Data Management and Integration: The company was dealing with complex data sets from multiple sources, including credit bureaus, property data, and customer behavior insights. Integrating and managing this data effectively was crucial for making informed lending decisions.
  2. Risk Assessment and Modeling: Accurate and reliable risk assessment models were necessary for evaluating customer behavior and predicting loan performance. The company required a solution that could model draw behavior and other variables specific to HELOCs.

RiskSpan’s DaaS Solution

RiskSpan’s DaaS offering provided the company with a comprehensive solution tailored to address these challenges. The key components of the solution included:

  1. Advanced Data Integration: RiskSpan’s DaaS platform seamlessly integrated the company’s various data sources, enabling a more streamlined and efficient data management process. This integration allowed the company to better understand their borrowers and make more informed lending decisions.
  2. Enhanced Loan-Level HELOC Pricing and Projections: The client successfully loaded its historical loan performance data onto RiskSpan’s DaaS platform and established a monthly process within the platform’s flexible data warehouse. Using the embedded historical performance tool, the client analyzed loan-level behavior across its portfolio. This enabled the client to generate detailed collateral performance reports for investors and rating agencies, as well as leverage these insights to enhance future projections and loan-level pricing for new loans.
  3. Cost-Effective Data Services: RiskSpan also identified an opportunity to replace the client’s existing data services provider at a significantly reduced cost. By offering a more competitive pricing structure while maintaining high-quality data services, RiskSpan positioned the client to achieve substantial cost savings, making them more competitive in the HELOC market.

Outcomes and Benefits

Implementing RiskSpan’s DaaS solution brought several key benefits:

  • Improved Decision-Making: With better-integrated data and more accurate modeling of HELOC draw behavior, the client could make more informed lending decisions, ultimately reducing risk and enhancing profitability.
  • Operational Efficiency: The streamlined data management process allowed the client to operate more efficiently, freeing up resources to focus on core business activities.
  • Cost Savings: RiskSpan’s competitive pricing enabled the client to cut costs significantly, improving their bottom line and allowing them to reinvest in other areas of the business.

RiskSpan’s Data as a Service solution provided the clients with the tools it needed to optimize its HELOC business. By addressing its data integration challenges, improving risk assessment through advanced modeling, and offering a cost-effective alternative to existing data services, RiskSpan helped the client strengthen its market position and enhance overall business performance.

RiskSpan Expands Private Credit Solution to Include Residential Transition Loans

Arlington, VA – July 18, 2024 – RiskSpan, a leading technology provider of innovative risk management and data analytics for securities, loans and private credit, today announced the addition of Residential Transition Loans, to its award-winning Edge Platform. This enhancement enables loan and private credit investors to seamlessly upload, model, and analyze cash flow projections for fix/flip, ground-up construction, bridge and other loans with distinctive RTL features, further solidifying RiskSpan’s commitment to delivering comprehensive and versatile solutions to the private credit market.

The integration of RTLs into the Edge Platform offers investors  an unprecedented level of flexibility and precision in managing and evaluating complex loan portfolios. The new capability permits lenders to model several loan features characteristic of RTLs, including:

  • Draw Schedules on Undisbursed Loan Amounts: Investors can now account for staggered disbursement schedules, allowing for detailed modeling of cash flows based on actual loan drawdown patterns.
  • Extended Maturity Dates and Extension fees: The Platform accommodates assumptions around extension of maturity dates, ensuring investors and lenders can extend terms as necessary and model the impact on cash flows.
  • Interest-Only Contract Terms: The Platform supports loans with interest-only payment structures, providing the ability to model and project cash flows accurately.
  • “Dutch” Loan Features: RiskSpan now supports loans where interest is charged on both disbursed and undisbursed loan amounts, offering a comprehensive view of interest accruals and cash flow projections.

“By adding RTLs to the Platform, we are providing loan and private credit investors with powerful tools to navigate the complexities of these unique loan products,” said Bernadette Kogler, CEO of RiskSpan. “This enhancement aligns with our mission to equip our clients with the most advanced and flexible solutions for managing and analyzing their loan portfolios.”

These new capabilities are designed to meet the evolving needs specifically of loan and private credit investors, offering a seamless integration process and user-friendly interface. This latest addition underscores RiskSpan’s dedication to continuous innovation in this market.

For more information about RiskSpan’s Edge Platform and the new RTL functionality, please visit RiskSpan.com.

About RiskSpan

RiskSpan delivers a single analytics solution for structured finance and private credit investors of any size to confidently make faster, more precise trading and portfolio risk decisions and meet reporting requirements with fewer resources, and less time spent managing multiple vendors and internal solutions.  Learn more at www.riskspan.com.

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