Hurricane Season a Double-Whammy for Mortgage Prepayments
As hurricane (and wildfire) season ramps up, don’t sleep on the increase in prepayment speeds after a natural disaster event.
EDGE: Extended Delinquencies in FNMA and FHLMC Loans
In June, the market got its first look at Fannie Mae and Freddie Mac “expanded delinquency” states. The Enterprises are
Is Your Enterprise Risk Management Keeping Up with Recent Regulatory Changes?
Recorded: June 30th | 1:00 p.m. EDTNick Young, Head of RiskSpan’s Model Risk Management Practice, and his team of model
Non-Agency Delinquencies Fall Again – Still Room for Improvement
Serious delinquencies among non-Agency residential mortgages continue marching downward during the first half of 2021 but remain elevated relative to
In ESG Policy, ‘E’ Should Not Come at the Expense of ‘S’
ESG—it is the hottest topic in our space. No conference or webinar is complete without a panel touting the latest
Mortgage DQs by MSA: Non-Agency Performance Chart of the Month
This month we take a closer look at geographical differences in loan performance in the non-agency space. The chart below
May 19 Workshop: Quality Control Using Anomaly Detection (Part 2)
Recorded: May 19 | 1:00 p.m. ET Last month, RiskSpan's Suhrud Dagli and Martin Kindler outlined the principles underlying anomaly
Anomaly Detection and Quality Control
In our most recent workshop on Anomaly Detection and Quality Control (Part I), we discussed how clean market data is
Leveraging ML to Enhance the Model Calibration Process
Last month, we outlined an approach to continuous model monitoring and discussed how practitioners can leverage the results of that
RiskSpan VQI: Current Underwriting Standards Q1 2021
RiskSpan's Vintage Quality Index estimates the relative "tightness" of credit standards by computing and aggregating the percentage of Agency originations
Three Principles for Effectively Monitoring Machine Learning Models
The recent proliferation in machine learning models in banking and structured finance is becoming impossible to ignore. Rarely does a
April 28 Workshop: Anomaly Detection
Recorded: April 28 | 1:00 p.m. ET Outliers and anomalies refer to various types of occurrences in a time series.
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