Model Validation
Get clear and comprehensive model validation reports that satisfy internal stakeholders and meet regulator requirements.

Conceptual Soundness
We test the reasonableness of model data inputs, assumptions, and calculations by assessing how coefficients were selected, confirming that their selection 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 meet regulator requirements.
Resources
Article
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Incorporating Covid-Era Mortgage Data Without Skewing Your Models

RiskSpan Unveils New “Reverse ETL” Mortgage Data Mapping and Extract Functi...
Bumpy Road Ahead for GNMA MBS?

Optimizing Analytics Computational Processing

Rethink Analytics Computational Processing – Solving Yesterday’s Problems w...

New Refinance Lag Functionality Affords RiskSpan Users Flexibility in Highe...

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