Is Free Public Data Worth the Cost?
No such thing as a free lunch. The world is full of free (and semi-free) datasets ripe for the picking. If it’s not going to cost you anything, why not […]
Model Validation
Get clear and comprehensive model validation reports that satisfy internal stakeholders and withstand regulator expectations.
Conceptual Soundness
We test the reasonableness of model data inputs, assumptions, and calculations by assessing how coefficients were selected, confirming that their section is justified using developmental evidence, and reviewing all model documentation.
Ongoing Monitoring
Our validators benchmark model outputs across a wide range of shock scenarios using RiskSpan’s suite of proprietary credit, prepayment, and valuation models. Whether coded in SAS, R, Excel, or Python, we ensure model consistency with critical documentation and best practices.
Outcomes Analysis
We tailor the statistical tests for back-testing to the specifics of each model under review and work with your team to develop thresholds and tolerance levels appropriate for each model, their respective outputs, and each use case. Recommendations are adapted to your needs when recalibration is required.
Get clear and comprehensive model validation reports that satisfy internal stakeholders and withstand regulator expectations.
Resources
Chart of the Month: Not Just the Economy — Asset Demand Drives Prices
Within weeks of the March 11th declaration of COVID-19 as a global pandemic by the World Health Organization, rating agencies were downgrading businesses across virtually every sector of the economy. Not surprisingly, these downgrades were felt most acutely by businesses that one would reasonably […]
COVID-19 and the Cloud
VIENNA, Va., March 9, 2017 – RiskSpan, the data management, data applications, and predictive analytics firm that specializes in risk solutions for the mortgage, capital markets, and banking industries, announced that it has been selected for HousingWire’s 2017 HW TECH100™ award.
This year saw the highest number of nominees in the history of HW TECH100™, which recognizes leading companies that bring tech innovation to the U.S. housing economy. Among this year’s winners are other industry-leading firms such as Accenture, CoreLogic, and Freddie Mac.
Chart of the Month: Tracking Mortgage Delinquency Against Non-traditional Economic Indicators by MSA
Tracking Mortgage Delinquency Against Non-traditional Economic Indicators by MSA Traditional economic indicators lack the timeliness and regional granularity necessary to track the impact of COVID-19 pandemic on communities across the country. Unemployment reports published by the Bureau […]
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Data management, model management, and predictive analytics on one scalable, cloud platform.
