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Category: Webinar Recording

Recording: January 13 Workshop: Pattern Recognition in Time Series Data – Thank you

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Paid Search Demo – Thank you

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In the meantime, browse some of our industry resources.

Webinar Recording: December 2 Workshop: Structured Data Extraction from Image with Google Document AI– Thank you

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September 30 Webinar: Machine Learning in Model Validation

Recorded: September 30th | 1:00 p.m. EDT

Join our panel of experts as they share their latest work using machine learning to identify and validate model inputs.

  • Suhrud Dagli, Co-Founder & Fintech Lead, RiskSpan
  • Jacob Kosoff, Head of Model Risk Management & Validation, Regions Bank
  • Nick Young, Head of Model Validation, RiskSpan
  • Sanjukta Dhar, Consulting Partner, Risk and Regulatory Compliance Strategic Initiative, TCS Canada

Featured Speakers


Suhrud Dagli

Co-Founder & Fintech Lead, RiskSpan

Jacob Kosoff

Head of Model Risk Management & Validation, Regions Bank


Nick Young

Head of Model Validation, RiskSpan

Sanjukta Dhar

Sanjukta Dhar

Consulting Partner, Risk and Regulatory Compliance Strategic Initiative, Tata Consulting

August 12 Webinar: Good Models, Bad Scenarios? Delinquency, Forbearance, and COVID

Recorded: August 12th | 1:00 p.m. EDT

Business-as usual macroeconomic scenarios that seemed sensible a few months ago are now obviously incorrect. Off-the-shelf models likely need enhancements. How can institutions adapt? 

Credit modelers don’t need to predict the future. They just need to forecast how borrowers are likely to respond to changing economic conditions. This requires robust datasets and insightful scenario building.

Let our panel of experts walk you through how they approach scenario building, including:

  • How mortgage delinquencies have traditionally tracked unemployment and how these assumptions may need to be altered when unemployment is concentrated in non-homeowning population segments.
  • The likely impacts of home purchases and HPI on credit performance.
  • Techniques for translating macroeconomic scenarios into prepayment and default vectors.

Featured Speakers

Shelley Klein

Shelley Klein

VP of Loss Forecast and Allowance, Fannie Mae

Janet Jozwik

Janet Jozwik

Managing Director, RiskSpan


Suhrud Dagli

Co-founder and CIO, RiskSpan

Michael Neal

Michael Neal

Senior Research Associate, The Urban Institute

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


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

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

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


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


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


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


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


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.

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