In stealth
Risk AI Decisioning

Industry-leading risk intelligence, within reach.

We know exactly what capital-markets risk management is missing: continuous, cross-domain intelligence that turns early signal into decisions. AspenFTM is building it now, on top of the systems institutions already run, with a first group of partners.

Request a demo → What we're building
ContinuousReal-time risk,
not overnight batch
Cross-domainOne signal across
many risk domains
ActionableAgent-augmented decisions,
not just alerts
The problem

Fast markets. Periodic, reactive risk management.

The processes institutions rely on to manage capital-markets risk are slow, manual, and reactive. As complexity accelerates (volatility, leverage, wrong-way risk), the industry needs intelligence that moves at the speed of risk. We have spent careers inside this gap. We know exactly where it breaks.

Archegos
INVISIBLE EXPOSURE · 2021
Every prime broker saw its own slice, never the whole book. The unwind cost dealers $10B+: the first to notice escaped clean, the last no longer exists.
UK LDI
COLLATERAL SPIRAL · 2022
Meeting the collateral calls meant selling the very gilts they were defending, which only fed the spiral. The Bank of England was counting its response in hours; the window to catch it had been minutes.
SVB
DEPOSIT RUN · 2023
Long-duration bonds funded by deposits that could leave in an afternoon: a textbook mismatch. A forty-year-old bank was gone by the weekend, and thousands of corporate treasuries never saw it coming.
Every event exposed the same blind spots: stale data, no aggregation, reactive process.
Regulatory tsunami

The bar just moved to continuous.

FRB, ECB, OSFI, PRA and the BCBS CCR Guidelines now expect continuous intraday monitoring, richer complementary metrics, and demonstrable governance. Not overnight batch and spreadsheets.

The system gap

50–100 disconnected systems.

Banks run inflexible risk engines, significant data-quality issues, manual credit reviews and spreadsheet workflows, with no unified view across the front office and risk.

What we're building

Every signal on a counterparty, read as one.

RAID scores every counterparty 0 to 100, live, off the exposure and signals your systems already produce. It reads them; it doesn't rebuild them.

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Continuous risk monitoring

Counterparty risk usually runs overnight, in batch. RAID recomputes intraday. A rate shock or a news hit fires, it rescans the book, and every name the signal touches gets a fresh score before you trade on it.

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Comprehensive, cross-domain intelligence

Ninety-three watches across seven domains, from the exposure your systems compute to credit, legal, news, and regulatory signals most banks track on separate desks. RAID reads them as one and catches them converging on a name before any single watch trips. In Archegos, that was days before the first margin call.

✓

Agentic recommendations with a full audit trail

RAID's agents turn each score into a recommendation routed to an owner with a deadline, top tier a decision before the open. Every step is logged and traced to its source, ready for a risk committee or a regulator to walk back.

Six agents, one job each
Morning Briefing CFH Score Engine Excess Management Monitoring & Variance Margin Management Risk Scorecard

Excess Management alone sorts every limit breach into active, passive, or technical, root cause written, so only the real ones reach a desk.

It runs on top of your systems, not instead of them. Every number on screen traces to its source row and timestamp. ZERO DATA EGRESS ON-PREM OR YOUR CLOUD RBAC · AUDIT TRAILS
Right now, RAID advises. It doesn't trade. It tells you which line to cut or limit to pull, and stops there. That's the version a risk committee signs off, so it's what ships first.
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Get in touch

See it before the market does.

We're building with a small group of design partners and early investors. If that's you, let's talk.

Request a demo
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