Article
Cracking the Code for a Gender-Equal Future:
Bias is real and we all have it – both men and women. It’s often hard to recognize, as bias is the result of cultural
RiskSpan Adds CRE, C&I Loan Analytics to Edge Platform
ARLINGTON, Va., March 23, 2023 – RiskSpan, a leading technology company and the most comprehensive source for data management and analytics for mortgage and structured
Quantifying Mortgage Risk — Best Practices in the Wake of SVB
Much has been made of the Silicon Valley Bank saga, from the need for basic risk management (was there any, other than a trivial nod?)
Duration Risk: Daily Interest Rate Risk Management and Hedging Now Indispen...
The rapid decline of Silicon Valley Bank and Signature Bank affirms the strong need for daily interest rate risk measurement and hedging. All financial institutions
Webinar: An Investor’s Guide to America’s Housing Supply Crisis
Presenters Amy Crews Cutts President, AC Cutts and Associates and Chief Economist, NACM Michael Neal Equity Scholar and Principal Research Associate, Urban Institute Janet Jozwik
Are Recast Loans Skewing Agency Speeds?
In a previous blog, we highlighted large curtailments on loans, behavior that was driving a prepayment spike on some new-issue pools. Any large curtailment should
RiskSpan Incorporates Flexible Loan Segmentation into Edge Platform
ARLINGTON, Va., March 3, 2023 -- RiskSpan, a leading technology company and the most comprehensive source for data management and analytics for residential mortgage and
Takeaways from SFVegas 2023
The most highly attended conference in recent years brought together leaders from government, capital markets, and tech institutions to discuss the current state and future
RiskSpan’s Snowflake Tutorial Series: Ep. 1
Learn how to create a new Snowflake database and upload large loan-level datasets The first episode of RiskSpan's Snowflake Tutorial Series has dropped! This six-minute
The Curious Case of Curtailments
With more than 90% of mortgages out-of-the-money from a refinancing standpoint, the MBS market has rightly focused on activities that affect discounts, including turnover and
A Practical Approach to Climate Risk
Assessment for Mortgage Finance
Note: The following is the introduction from RiskSpan's contribution to a series of essays on Climate Risk and the Housing Market published this month by
Video: Mortgage Market Evolution
As any mortgage market veteran will attest, the distribution and structure of the mortgage market is constantly in flux. When rates fall, at-the-money coupons become
New Capital Planning Expectations for Large Financial Institutions and What It Means For You
The Federal Reserve Board (FRB) recently released regulatory guidance outlining its capital planning expectations for large financial companies. The guidance
RDARR: Principles for Effective Risk Data Aggregation and Risk Reporting
Background and Impetus for RDARR The global financial crisis revealed that many banks had inadequate practices for timely, complete, and
Vendor Model Validation
Many of the models we validate on behalf of our clients are developed and maintained by third-party vendors. These validations
Model Validation: Is This Spreadsheet a Model?
As model validators, we frequently find ourselves in the middle of debates between spreadsheet owners and enterprise risk managers over
Reducing the Cost of Model Validation Programs
Across the financial services industry, increased oversight has led to significant increases in expenses related to assessing and monitoring risk.
Award Winning Success
