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Category: Webinar Recording

Webinar: Data Analytics and Modeling in the Cloud – June 24th

On Wednesday, June 24th, at 1:00 PM EDT, join Suhrud Dagli, RiskSpan’s co-founder and chief innovator, and Gary Maier, managing principal of Fintova for a free RiskSpan webinar.

Suhrud and Gary will contrast the pros and cons of analytic solutions native to leading cloud platforms, as well as tips for ensuring data security and managing costs.

Click here to register for the webinar.


Webinar: Managing Your Whole Loan Portfolio with Machine Learning

webinar

Managing Your Whole Loan Portfolio with Machine Learning

Whole Loan Data Meets Predictive Analytics

  • Ingest whole loan data
  • Normalize data sets
  • Improve data quality
  • Analyze your historical data
  • Improve your predictive analytics 

Learn the Power of Machine Learning

DATA INTAKE — How to leverage machine learning to help streamline whole loan data prep

MANAGE DATA — Innovative ways to manage the differences in large data sets

DATA IMPROVEMENT — Easily clean your data to drive better predictive analytics


About The Hosts

LC Yarnelle

Director – RiskSpan

LC Yarnelle is a Director with experience in financial modeling, business operations, requirements gathering and process design. At RiskSpan, LC has worked on model validation and business process improvement/documentation projects. He also led the development of one of RiskSpan’s software offerings, and has led multiple development projects for clients, utilizing both Waterfall and Agile frameworks.  Prior to RiskSpan, LC was as an analyst at NVR Mortgage in the secondary marketing group in Reston, VA, where he was responsible for daily pricing, as well as on-going process improvement activities.  Before a career move into finance, LC was the director of operations and a minority owner of a small business in Fort Wayne, IN. He holds a BA from Wittenberg University, as well as an MBA from Ohio State University. 

Matt Steele

Senior Analyst – RiskSpan

LC Yarnelle is a Director with experience in financial modeling, business operations, requirements gathering and process design. At RiskSpan, LC has worked on model validation and business process improvement/documentation projects. He also led the development of one of RiskSpan’s software offerings, and has led multiple development projects for clients, utilizing both Waterfall and Agile frameworks.  Prior to RiskSpan, LC was as an analyst at NVR Mortgage in the secondary marketing group in Reston, VA, where he was responsible for daily pricing, as well as on-going process improvement activities.  Before a career move into finance, LC was the director of operations and a minority owner of a small business in Fort Wayne, IN. He holds a BA from Wittenberg University, as well as an MBA from Ohio State University. 



Webinar: 2020 — Entering The Decade of Data & Smart Analytics

webinar

2020 — Entering The Decade of Data & Smart Analytics

Prepare for the decade where data and analytics become the driving force behind successful investment management

For the first time in decades, Structured Finance is poised to join the rest of the financial sector in adopting new tech solutions. Deal cycles are shrinking from 3 weeks to as little as 2 days. Consequently, the market’s demand for granular collateral data has never been stronger. Accuracy and consistency are paramount. The new decade promises major advances in technology around data supporting investment best practices. Will you be ready to adopt them? 

Join industry veterans and RiskSpan executives Bill Moretti, Suhrud Dagli, and Bernadette Kogler for our latest webinar, 2020: Entering The Decade of Data & Smart Analytics.

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Key Topics:

  • Automation – How can you join asset managers aggressively seeking yield through automation? 
  • Prioritization – Which new tech will have the biggest impact on your workflow? 
  • Fit – How will you fit into the new Structured Finance ecosystem for the next decade?
  • Resistance – What has prevented the industry from adopting new tech in past decades? What has changed?


About The Hosts

Bernadette Kogler

CEO

Bernadette is co-founder, board member, and the Chief Executive Officer of RiskSpan. She is also co-founder of SmartLink Lab, RiskSpan’s innovation lab developing blockchain applications in lending and structured finance. Bernadette is an entrepreneurial leader focused on leveraging emerging technology for the advancement of data analytics and business process in the lending and structured finance markets. She leads the company’s long-term vision and strategy bringing deep expertise across the entire lending lifecycle. She is a seasoned executive and has spent most of her career focused on analytics, risk management and technology applications that provide strategic advantage to clients. Bernadette was previously with KPMG’s Mortgage and Structured Finance Practice and started her career with Prudential Insurance Company. She holds a BS in Finance from Villanova University and an MBA from Seton Hall University.  

Suhrud Dagli

CTO

Suhrud is a co-founder, board member, and the Chief Technology and Innovation Officer of RiskSpan. He is also co-founder of SmartLink Lab, an innovation lab developing blockchain applications for structured finance and the capital markets. Suhrud is one of the industry’s most respected experts in mortgage and structured product technology and leads RiskSpan’s technology strategy including the company’s SaaS offering, open source and API strategies. He is also responsible for RiskSpan’s advanced technology incubations including machine learning applications and applications developed with blockchain. Suhrud has spent his career developing solutions for the capital markets. Formerly he was Head of System & Analytics at Greenwich Capital and Head of Analytics and Model Development for UBS. Suhrud holds an MS in Computer Science from Pennsylvania State University and a BS in Electrical Engineering from VJTI, Bombay India.  

Bill Moretti, CFA, CPA, FRM

Senior Managing Director

Bill Moretti has over 30 years of experience identifying business opportunities and developing creative investment strategies & solutions for the Structured Finance industry on both the buy- and sell-sides. Bill’s expertise covers all sectors within structured finance including Agency Residential Mortgage Backed Securities (RMBS), Non-Agency RMBS, Asset Backed Securities (ABS), Collateralized Loan Obligations (CLO’s), and Commercial Mortgage Backed Securities (CMBS). In his new role as a Senior Managing Director and Lead of the Innovation Lab with RiskSpan, Bill with be focused on applications of machine learning, AI and Blockchain to improve efficiencies in lending, structured finance and the investment process. Bill holds a Bachelors of Business Administration (BBA) from Pace University in New York, NY, as well as CPA, CFA, and FRM designations.


Webinar: Applying Model Validation Principles to Anti-Money Laundering Tools

webinar

Applying Model Validation Principles to Anti-Money Laundering Tools

This webinar will explore some of the more efficient ways we have encountered for applying model validation principles to AML tools, including:

  • Ensuring that the rationale supporting rules and thresholds is sufficiently documented 
  • Applying above-the-line and below-the-line testing to an effective benchmarking regime 
  • Assessing the relevance of rules that are seldom triggered or frequently overridden 


About The Hosts

Timothy Willis

Managing Director – RiskSpan

Timothy Willis is head of RiskSpan’s Governance and Controls Practice, with a particular focus on model risk management. He is an experienced engagement manager, financial model validator and mortgage industry analyst who regularly authors and oversees the delivery of technical reports tailored to executive management and regulatory audiences.

Tim has directed projects validating virtually every type of model used by banks. He has also developed business requirements and improved processes for commercial banks of all sizes, mortgage banks, mortgage servicers, Federal Home Loan Banks, rating agencies, Fannie Mae, Freddie Mac, and U.S. Government agencies.

Susan Devine, Cams, CPA

Senior Consultant – Third Pillar Consulting

Susan has more than twenty years of experience as an independent consultant providing business analysis, financial model validations, anti-money laundering reviews in compliance with the Bank Secrecy Act, and technical writing to government and commercial entities. Experience includes developing and documenting business processes, business requirements, security requirements, computer systems, networks, systems development lifecycle activities, and financial models. Experience related to business processes includes business process reviews, security plans in compliance with NIST and GISRA, Sarbanes Oxley compliance documents, Dodd-Frank Annual Stress Testing, functional and technical requirements for application development projects, policies, standards, and operating procedures for business and technology processes.

Chris Marsten

Financial and Data Analyst – RiskSpan

Chris is a financial and data analyst at RiskSpan where he develops automated analytics and reporting for client loan portfolios and provides data analysis in support of model validation projects. He also possesses extensive experience writing ETL code and automating manual processes. Prior to coming to RiskSpan, he developed and managed models for detecting money laundering and terrorist activity for Capital One Financial Corporation, where he also forecasted high-risk customer volumes and created an alert investigation tool for identifying suspicious customers and transactions.


Webinar: Basics of the Reference Rate Transition

webinar

Basics of the Reference Rate Transition

In June 2017, the ARRC announced the Secure Overnight Financing Rate (SOFR) as its recommended alternative rate, replacing LIBOR by the end of 2021.

Learn from RiskSpan experts Tom Pappalardo and Pat Greene the current industry standard for LIBOR, the possible challenges with SOFR, and how to mitigate your risk.


About The Hosts

Tom Pappalardo

Managing Director

Thomas Pappalardo is head of RiskSpan’s Data, Modeling and Analytics Consulting Practice and has 20+ years of broad experience in mortgage technology, finance and operations and retail banking industries. He is an experienced engagement manager, data and business requirements lead, business process and internal controls analyst and financial model validator. At RiskSpan, Tom has led multiple client engagements supporting the development of analytical applications, reengineering of business processes, validation of financial models and development of model risk management policies for the GSE’s (Fannie Mae, Freddie Mac, Federal Home Loan Banks), commercial banks, mortgage banks and non-bank servicers.

Patrick Greene

Senior Managing Director

Patrick Greene currently supports consulting and advisory services provided by RiskSpan for clients implementing securitization activities. In addition, he has delivered technology solutions and provided financial model validation support to multiple RiskSpan clients whose business practices rely on credit models, interest-rate models, prepayment models, income simulation models, counter-party risk models, whole loan valuation models, and bond redemption forecasting models. Pat is an experienced executive who has been responsible for the management of a leading asset securitization program for a national financial institution.


Webinar: Building and Running an Efficient Model Governance Program

webinar

Building and Running an Efficient Model Governance Program

Join RiskSpan Model Governance Expert Tim Willis for a webinar about running an efficient program. This webinar will cover essential elements of a model risk management policy including how to devise policies for open-source models and other applications not easily categorized. They’ll discuss best practices for building and maintaining a model inventory, tips for assigning appropriate risk ratings to models and determining validation frequency.


About The Host

Timothy Willis

Managing Director – RiskSpan

Timothy Willis is head of RiskSpan’s Governance and Controls Practice, with a particular focus on model risk management. He is an experienced engagement manager, financial model validator and mortgage industry analyst who regularly authors and oversees the delivery of technical reports tailored to executive management and regulatory audiences.


Webinar: CECL – The Requirements & Options For Credit Unions

webinar

CECL – The Requirements & Your Options For Credit Unions

In this webinar, learn from the new current expected credit losses methodology (CECL) experts, David Andrukonis, from RiskSpan, and Graham Dyer, from Grant Thornton about considerations specific to credit unions.

They will cover:

  • Accounting requirements and recent updates from the Financial Accounting Standards Board (FASB) Transition Resource Group
  • Proxy data options with specific data sources for each asset class 
  • Proxy data options with specific data sources for each asset class 


About The Hosts

Dave Andrukonis

Manager – RiskSpan

David Andrukonis has technical and managerial experience in banking, credit risk, and valuation. David leads the development of RiskSpan’s CECL Application, covering a variety of asset classes and model types. He has also led the development of specialized credit risk models such as structural credit risk models for shipping finance. He has performed non-traditional ABS valuations and validated a wide range of financial forecasting models, including models that estimate return on equity, asset/liability valuations under varying market interest rate scenarios, and loan losses.

Prior to joining RiskSpan, he managed the credit risk department at WashingtonFirst Bank, where he developed underwriting methodologies and stress tolerance models for diverse private firms and commercial real estate.

Graham Dyer

Partner – Grant Thornton, Member – FASB’S CECL Transition Resource Group (TRG)

Graham currently consults with Grant Thornton’s clients and audit teams regarding technical accounting and auditing matters, with a focus on issues impacting financial services entities.

His background includes the National Professional Standards Group at Grant Thornton and serving as a Professional Accounting Fellow in the Office of the Chief Accountant at the OCC. Graham is also a member of the FASB’s CECL Transition Resource Group (TRG) and the IASB’s IFRS 9 Impairment Transition Group (ITG).


Webinar: Credit Stress Testing Portfolio Exposure to COVID-19

webinar

Credit Stress Testing Portfolio Exposure to COVID-19

Learn how experienced portfolio managers apply stress scenarios to unprecedented events.

Very few models are built to contemplate the impact of a 20-percent unemployment rate. And those that are don’t have enough data to be trustworthy. 

Building, selecting, and applying appropriate stress scenarios to a portfolio is challenging under the best of circumstances. It becomes even more perilous when people begin applying superlatives like unprecedented, unparalleled, and uncharted. Are we in 2008 again? 2001? The Great Depression? Some combination of all three? No one can really know for sure. 

And so what is a portfolio manager to do? 

Hear Bill Moretti, Faith Schwartz, Scott Carnahan, Amy Crews Cutts, and Bernadette Kogler as they discuss “Stress Testing Portfolio Exposure to COVID-19.” 

Key Topics:  

  • General principles for assessing portfolio risk during a crisis 
  • Identifying an appropriate set of stress scenarios 
  • Concentration and sector-specific risks 


About The Hosts

Bill Moretti

Senior Managing Director

Bill Moretti has over 30 years of experience identifying business opportunities and developing creative investment strategies & solutions for the Structured Finance industry. Bill’s expertise covers all sectors within structured finance including RMBS, Non-Agency RMBS, ABS, CLOs, and CMBS. He is now director and Lead of the SmartLink Innovation Lab.

Amy Crews Cutts

President, AC Cutts and Associates

Amy is President of AC Cutts and Associates, which advises clients on economic trends, public policy, and strategy relating to consumer credit, housing policy, auto lending and mortgage markets. She was formerly Senior Vice President at Equifax, where she was responsible for analytics and research relating micro and macro factors affecting the consumer. Amy has been widely published and quoted both during her time in academia and the private sector.

Faith Schwartz

President, Housing Finace Strategies

Faith Schwartz is the President of Housing Finance Strategies, a strategic advisory services firm. She is active on many industry boards and is known for having developed and led the HOPE NOW Alliance to unite the industry throughout the housing crisis.

Scott Carnahan

Senior Managing Director, FTI Consulting

Scott Carnahan is currently a Senior Managing Director in the Forensic & Litigation Consulting segment at FTI Consulting in Los Angeles. Scott has held leadership positions with Impac Mortgage and KPMG’s accounting, audit, and advisory practice.

Bernadette Kogler

CEO

Bernadette is co-founder, board member, and CEO of RiskSpan. Bernadette is focused on leveraging emerging technology for the advancement of data analytics and business process in the lending and structured finance markets. She is a seasoned executive and has spent most of her career focused on analytics, risk management and technology applications. Bernadette was previously with KPMG’s Mortgage and Structured Finance Practice and started her career with Prudential Insurance Company.


Webinar: How Peers are Tackling CECL for Held-to-Maturity Securities

webinar

How Peers are Tackling CECL for Held-to-Maturity Securities

Join experts from RiskSpan and Grant Thornton to learn about the new current expected credit loss standard (CECL) and it’s implications for held-to-maturity securities.

In this webinar, they will:

  • Identify defining major classes in the debt securities universe including structured-finance, corporate bonds and MUNI bonds.
  • Introduce CECL approaches for these classes, looking at both advanced and simpler approaches
  • Apply the general CECL model to debt securities and look at the impact on pooling and zero credit losses


About The Hosts

Dave Andrukonis

Director – RiskSpan

David Andrukonis, CFA leads RiskSpan’s banking line of business, which helps lending institutions efficiently measure, optimize, and report the risk in their portfolios. Formerly, David managed the credit risk analyst group at WashingtonFirst Bank, covering CRE, construction, C&I and residential portfolios. David has published three technical papers in the RMA Journal and is a CFA Charterholder.

Graham Dyer

Partner – Grant Thornton, Member – FASB’S CECL Transition Resource Group (TRG)

Graham Dyer currently consults with Grant Thornton’s clients and audit teams regarding technical accounting and auditing matters, with a focus on issues impacting financial services entities. His background includes the National Professional Standards Group at Grant Thornton and serving as a Professional Accounting Fellow in the Office of the Chief Accountant at the OCC. Graham is also a member of the FASB’s CECL Transition Resource Group (TRG) and the IASB’s IFRS 9 Impairment Transition Group (ITG).

Varum Agaewal

Director, Strategic Risk and Operations Practice, Financial Services

Varun Agarwal provides advisory services to Banking and Capital Markets clients in risk and regulatory compliance management space in the areas of Enterprise Risk, Credit Risk, Market Risk, Liquidity Risk, Operational Risk and Model Risk management services along with Risk Governance, Risk Data Management and Reporting services.


Webinar: Machine Learning in Building a Prepayment Model

webinar

Machine Learning in Building a Prepayment Model

Join RiskSpan financial model experts Janet Jozwik, Fan Zhang, and Lei Zhao to discuss how machine learning can help simplify prepayment models. They will discuss

  • Data:  Preprocessing the data and determining which variables are important to include in prepayment models
  • Modeling Approach:  Evaluating machine learning approaches
  • Model Performance: Opening the black box and tuning the model to improve performance


About The Hosts

Janet Jozwik

Managing Director – RiskSpan

Janet Jozwik helps manage quantitative modeling and data analysis groups at RiskSpan. Janet has a background in mortgage credit modeling, loss forecasting, and data analysis. Since joining RiskSpan, Janet has focused on loss forecasting and mortgage portfolio analytics for a key client as well as building a credit model using GSE loan-level data. Prior to joining RiskSpan, Janet was a financial economist at Fannie Mae where she specialized in single family credit pricing. Her work directly impacted the national guarantee fee pricing scheme and government programs to support the housing market during and after the financial crisis. Janet has extensive experience in analyzing massive datasets, a deep understanding of the drivers of credit risk, and an expertise in modeling mortgage cash flows. Janet holds an MBA from the University Of Chicago Booth School Of Business and a BA in Economics from Johns Hopkins University. 

Fan Zhang

Director of Model Development

Fan Zhang has 12 years of quantitative finance experience specializing in behavioral modeling, fixed income analysis and, machine learning. At RiskSpan, Fan leads the quantitative modeling team where he is currently driving improvements to prepay modeling and application of cutting edge machine learning methods. Fan was a senior quantitative manager at Capital One where he worked on prepayment, deposit, MSR, auto, interest rate term structure, and economic capital modeling. He was also a senior financial engineer at Fannie Mae managing a team to validate model implementation and risk analytics. Fan holds an MBA from the University of Maryland and a BA in Economics from the University of Michigan.

Lei Zhao

Quantitative Modeling Analyst

Lei Zhao is a key member of the quantitative modeling team at RiskSpan. Lei has done extensive research on clustering methodologies and his postdoctoral research paper has been cited over a hundred times in scholarly publications. Lei holds a Master of Science degree in Financial Engineering from University of California, Los Angeles, and a PhD in Mechanical Engineering from Zhejiang University, China. 


   

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