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Impact of Mr. Cooper’s Cyber Security Incident on Agency Prepayment R...
Amid the fallout of the cyberattack against Mr. Cooper on October 31st was an inability on the large servicer's part to report prepayment activity to

Watch Suhrud Dagli Discuss AI in Securities Analytics at Chartis Research R...
(Register for Day 3)Register to watch: www.risktech100.com

Snowflake Tutorial Series: Episode 3
Using External Tables Inside Snowflake to work with Freddie Mac public data (13 million loans across 116 fields) Using Freddie Mac public loan data as

RiskSpan’s Snowflake Tutorial Series: Ep. 2
Learn how to use Python User-Defined Functions in Snowflake SQL Using CPR computation for a pool of mortgage loans as an example, this six-minute tutorial

Validating Vendor Models
RiskSpan validates a diverse range of models, including many that have been developed by third-party vendors. Vendor models present unique implications when it comes to

Prepayment Modeling: Today’s Housing Turnover Conundrum
Presenters Alex Fishbein Director, TD Securities Divas Sanwal Head of Modeling, RiskSpan Raj Dosaj Chief Revenue Officer, RiskSpan Recorded: Thursday, June 22 Accurately modeling the

What Do 2023 Origination Trends Mean for MSRs?
When it comes to forecasting MSR performance and valuations, much is made of the interest rate environment, and rightly so. But other loan characteristics also

Edge: Zombie Banks
At the market highs, banks gorged themselves on assets, lending and loading their balance sheets in an era of cheap money and robust valuations. As

Cracking the Code for a Gender-Equal Future: Strategies for addressi...
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
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Validating Interest Rate Models
Many model validations—particularly validations of market risk models, ALM models, and mortgage servicing rights valuation models—require validators to evaluate an

AML Model Validation: Effective Process Verification Requires Thorough Documentation
Increasing regulatory scrutiny due to the catastrophic risk associated with anti-money-laundering (AML) non-compliance is prompting many banks to tighten up

Mitigating EUC Risk Using Model Validation Principles
The challenge associated with simply gauging the risk associated with “end user computing” applications (EUCs)— let alone managing it—is both

Open Source Governance: Three Potential Risks
For many companies, the question is no longer whether to use open-source tools, but rather how to implement them with

Advantages and Disadvantages of Open Source Data Modeling Tools
Using open source data modeling tools has been a topic of debate as large organizations, including government agencies and financial

Open Source Software for Mortgage Data Analysis
While open source has been around for decades, using open source software for mortgage data analysis is a recent trend.

Balancing Internal and External Model Validation Resources
The question of “build versus buy” is every bit as applicable and challenging to model validation departments as it is

Credit Risk Transfer: Front End Execution – Why Does It Matter?
This article was originally published on the GoRion blog. Last month I described an overview of the activities of Credit

Performance Testing: Benchmarking Vs. Back-Testing
When someone asks you what a model validation is, what is the first thing you think of? If you are

4 Questions to Ask When Determining Model Validation Scope
Model risk management is a necessary undertaking for which model owners must prepare on a regular basis. Model risk managers

Managing Model Risk and Model Validation
Over the course of several hundred model validations we have observed a number of recurring themes and challenges that appear

Preparing for Model Validation: Ideas for Model Owners
Though not its intent, model validation can be disruptive to model owners and others seeking to carry out their day-to-day
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