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Category: Events

RiskSpan Sponsoring IMN’s Non-QM Virtual Forum, January 21, 2021

RiskSpan is thrilled to be sponsoring IMN’s Non-QM Virtual Forum on Thursday, January 21, 2021. RiskSpan Senior Managing Director Bill Moretti will be moderating a panel at 2:50-3:35 PM.  

Click HERE to view the agenda along with details on Bill’s panel: “Underwriting Credit Standards, Assessing Ability To Pay & Evaluating Default Risk: Are You Protecting Yourself Against A Second Wave Of Coronavirus Or Going All Out?” 

Bill will be joined at the forum by a team of RiskSpan executives and other leaders, including CEO Bernadette Kogler, CBO Maulik Doshi, and managing directors, Pat GreeneFowad Sheikh, and David Andrukonis. They will be available for virtual meetings throughout the day. 


January 13 Workshop: Pattern Recognition in Time Series Data

Recorded: January 13, 2021 | 1:00 p.m. EST

Traders and investors rely on time series patterns generated by asset performance to inform and guide their trading and asset allocation decisions. Economists take advantage of analogous patterns in macroeconomic and market data to forecast recessions and other market events.

But you need to be able to spot these patterns in order to use them.

Catch the latest in RiskSpan’s series of machine learning and data workshops as Chirag Soni and Jing Liu, two of RiskSpan’s experts working at the intersection of data science and capital markets, demonstrate how advanced machine learning techniques such as Dynamic Time Warping and KShape can be applied to automate time series analysis and effectively detect patterns hiding in your data.

Chirag and Jing will discuss specific applications, explain popular algorithms, and walk through code examples.

Join us on Wednesday, January 13th! 



December 2 Workshop: Structured Data Extraction from Image with Google Document AI

Recorded: Dec. 2nd | 1:00 p.m. EDT

RiskSpan Director Steven Sun shares a procedural approach to tackling the difficulties of efficiently extracting structured data from images, scanned documents, and handwritten documents using Google’s latest Document AI Solution. This approach greatly improves:

  • Effectiveness and accuracy of extracting data which will be otherwise difficult or impossible, and 
  • Automating and streamlining the process of feeding extracted data into a data analytic framework

Steven Sun

Director, RiskSpan


Executive Interview: Inside the OCC

Watch RiskSpan CEO Bernadette Kogler’s interview with Acting Comptroller of the Currency Brian Brooks.

They discuss many topics include the OCC’s Project REACh, machine learning models to expand the credit box, blockchain’s role in housing finance, and the expanding definition of a chartered institution.

WATCH THE INTERVIEWRead More


Workshop: Measuring and Visualizing Feature Impact & Machine Learning Model Materiality

Recorded: Oct. 28th | 1:00 p.m. EDT

RiskSpan CIO Suhrud Dagli, who discussed how ML is being incorporated into model risk management during our Sep. 30 webinar: Machine Learning in Model Validation, demonstrates in greater detail how machine learning can be used:

  • In input data validations,
  • To measure feature impact, and
  • To visualize how multiple features interact with each other

Suhrud Dagli


Co-Founder & Fintech Lead, RiskSpan


September 17 Webinar: Using Alternative Data to Widen the Credit Box

Recorded:
Sep. 17th | 1:00 p.m. EDT

RiskSpan’s Bernadette Kogler led a panel of industry experts in a review of the U.S. economy and how mortgage companies can employ alternative data to responsibly extend mortgage credit more broadly to current and potential homeowners.

Participants include 

  • Bernadette Kogler, Co-Founder & CEO, RiskSpan
  • Amy Crews Cutts, President, AC Cutts and Associates
  • Janet Jozwik, Managing Director, RiskSpan
  • Laurie Goodman, Director, Housing Finance Policy Center, The Urban Institute
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