Featured
| Image | Title | Type | Topic | Author | Date | categories_hfilter | tags_hfilter |
|---|---|---|---|---|---|---|---|
 | Why Model Validators Need to Care About the LIBOR Transition | Article | Model Validation | Anjana Rayachoti | September 25, 2020 | blog | model-validation |
 | Managing Machine Learning Model Risk | Article | Innovation and Alternative Data, Model Validation | Togo Traore | September 17, 2020 | blog | innovation-and-alternative-data model-validation |
 | September 17 Webinar: Using Alternative Data to Widen the Credit Box | Events | Feature Home, Innovation and Alternative Data | RiskSpan | September 10, 2020 | events | feature-home innovation-and-alternative-data |
 | September 30 Webinar: Machine Learning in Model Validation | Events | Feature Home, Innovation and Alternative Data, Model Validation | RiskSpan | September 10, 2020 | events | feature-home innovation-and-alternative-data model-validation |
 | EDGE: GNMA Delinquencies and Non-Bank Servicers | Article | Agency MBS | Don Brown | September 2, 2020 | blog | agency-mbs |
 | Consistent & Transparent Forbearance Reporting Needed in the PLS Market | Article | Credit Analytics | RiskSpan | August 25, 2020 | blog | credit-analytics |
 | Machine Learning Models: Benefits and Challenges | Article | Innovation and Alternative Data | Fowad Sheikh | August 24, 2020 | blog | innovation-and-alternative-data |
 | Advanced Technologies Offer an Escape Route for Structured Products When Crises Hit | White Paper | Mortgage & Structured Finance Markets | RiskSpan | August 11, 2020 | white-paper | mortgage-structured-finance-markets |
 | The Why and How of a Successful SAS-to-Python Model Migration | Article | Credit Analytics, General, Model Validation, Prepayment Analytics, Valuation | Isha Dutta | August 4, 2020 | blog | credit-analytics general model-validation prepayment-analytics valuation |
 | Edge: Potential for August Buyouts in Ginnie Mae | Article | Agency MBS, General | Don Brown | August 2, 2020 | blog | agency-mbs general |
 | Where Would We Be Without the Mortgage Market? | Article | General, Mortgage & Structured Finance Markets | Morgan Snyder | July 30, 2020 | blog | general mortgage-structured-finance-markets |
 | August 12 Webinar: Good Models, Bad Scenarios? Delinquency, Forbearance, and COVID | Webinar Recording | Credit Analytics, Feature Home | RiskSpan | July 28, 2020 | webinar-recording | credit-analytics feature-home |
 | RiskSpan Vintage Quality Index (VQI): Q2 2020 | Article | Agency MBS, General | LC Yarnelle | July 22, 2020 | blog | agency-mbs general |
 | Edge: Bank Buyouts in Ginnie Mae Pools | Article | Agency MBS, General | Don Brown | July 20, 2020 | blog | agency-mbs general |
 | Is Free Public Data Worth the Cost? | Article | Data Governance, General, Innovation and Alternative Data | LC Yarnelle | July 13, 2020 | blog | data-governance general innovation-and-alternative-data |
 | Chart of the Month: Not Just the Economy — Asset Demand Drives Prices | Article | COVID-19, General, Valuation | RiskSpan | June 29, 2020 | blog | covid-19 general valuation |
 | COVID-19 and the Cloud | Article | Credit Analytics, General, Innovation and Alternative Data | Suhrud Dagli | June 9, 2020 | blog | credit-analytics general innovation-and-alternative-data |
 | Webinar: Data Analytics and Modeling in the Cloud – June 24th | Webinar Recording | Data Governance, General, Innovation and Alternative Data | RiskSpan | June 4, 2020 | webinar-recording | data-governance general innovation-and-alternative-data |
 | Chart of the Month: Tracking Mortgage Delinquency Against Non-traditional Economic Indicators by MSA | Article | Credit Analytics, General, Innovation and Alternative Data | Suhrud Dagli | June 4, 2020 | blog | credit-analytics general innovation-and-alternative-data |
 | Edge: PIW and Prepayments | Article | Agency MBS, General | Don Brown | June 4, 2020 | blog | agency-mbs general |
| Webinar: Managing Your Whole Loan Portfolio with Machine Learning | Webinar Recording | Credit Analytics, General | RiskSpan | May 28, 2020 | webinar-recording | credit-analytics general |
 | What The FHFA’s Forbearance Announcement Means for Agency Prepayments | Article | Agency MBS, Prepayment Analytics | Don Brown | May 19, 2020 | blog | agency-mbs prepayment-analytics |
| Changes to Loss Models…and How to Validate Them | Article | COVID-19, Credit Analytics, Model Validation | RiskSpan | May 11, 2020 | blog | covid-19 credit-analytics model-validation |
 | Estimating Credit Losses in the COVID-19 Pandemic | Article | COVID-19, Credit Analytics | David Andrukonis | April 23, 2020 | blog | covid-19 credit-analytics |
 | April Chart of the Month: COVID-19 Impact on Junior Bond Spreads | Article | COVID-19, Valuation | RiskSpan | April 17, 2020 | blog | covid-19 valuation |
 | RiskSpan VQI: Current Underwriting Standards – March 2020 | Article | Agency MBS, Credit Analytics | RiskSpan | April 16, 2020 | blog | agency-mbs credit-analytics |
| Modeling Delinquency Deluge | Article | Agency MBS, COVID-19, Credit Analytics | RiskSpan | April 10, 2020 | blog | agency-mbs covid-19 credit-analytics |
 | Impact of COVID-19 on Mortgage Originator Liquidity | Article | COVID-19 | Bob Gundel | April 6, 2020 | blog | covid-19 |
 | Modeling Credit and the Impact of COVID-19 | Article | COVID-19, Credit Analytics | RiskSpan | April 2, 2020 | blog | covid-19 credit-analytics |
 | Modeling Credit and the Impact of COVID-19 | Uncategorized | RiskSpan | April 2, 2020 | uncategorized | ||
 | Managing Operational and Credit Risk in Mortgage Servicing Portfolios During the COVID-19 Crisis | Article | COVID-19, Credit Analytics, Operational Risk | RiskSpan | March 30, 2020 | blog | covid-19 credit-analytics operational-risk |
| Webinar: 2020 — Entering The Decade of Data & Smart Analytics | Webinar Recording | Innovation and Alternative Data, Valuation | RiskSpan | March 28, 2020 | webinar-recording | innovation-and-alternative-data valuation |
| Webinar: Applying Model Validation Principles to Anti-Money Laundering Tools | Webinar Recording | Model Validation, Operational Risk | RiskSpan | March 28, 2020 | webinar-recording | model-validation operational-risk |
 | Webinar: Basics of the Reference Rate Transition | Webinar Recording | Mortgage & Structured Finance Markets | RiskSpan | March 28, 2020 | webinar-recording | mortgage-structured-finance-markets |
| Webinar: Building and Running an Efficient Model Governance Program | Webinar Recording | Model Validation, Operational Risk | RiskSpan | March 28, 2020 | webinar-recording | model-validation operational-risk |
 | Webinar: CECL – The Requirements & Options For Credit Unions | Webinar Recording | Credit Analytics | RiskSpan | March 28, 2020 | webinar-recording | credit-analytics |
| Webinar: Credit Stress Testing Portfolio Exposure to COVID-19 | Webinar Recording | Credit Analytics | RiskSpan | March 28, 2020 | webinar-recording | credit-analytics |
| Webinar: How Peers are Tackling CECL for Held-to-Maturity Securities | Webinar Recording | Credit Analytics | RiskSpan | March 28, 2020 | webinar-recording | credit-analytics |
| Webinar: Machine Learning in Building a Prepayment Model | Webinar Recording | Innovation and Alternative Data, Prepayment Analytics | RiskSpan | March 28, 2020 | webinar-recording | innovation-and-alternative-data prepayment-analytics |
 | Webinar: Managing Down Model Validation Costs | Webinar Recording | Model Validation, Operational Risk | RiskSpan | March 28, 2020 | webinar-recording | model-validation operational-risk |
 | Webinar: Mortgage Insurance and CECL Presented by MGIC with RiskSpan | Webinar Recording | Credit Analytics | RiskSpan | March 28, 2020 | webinar-recording | credit-analytics |
| Webinar: Practical Approaches for Debt Securities Accounting | Webinar Recording | Credit Analytics | RiskSpan | March 28, 2020 | webinar-recording | credit-analytics |
 | Webinar: Using Machine Learning in Whole Loan Data Prep | Webinar Recording | Data Governance, Innovation and Alternative Data | RiskSpan | March 28, 2020 | webinar-recording | data-governance innovation-and-alternative-data |
| Webinar: Estimating Credit Losses in the COVID-19 Pandemic | Webinar Recording | Credit Analytics | RiskSpan | March 28, 2020 | webinar-recording | credit-analytics |
| Webinar: Modeling Techniques for Hard-to-Value Bonds | Webinar Recording | Valuation | RiskSpan | March 28, 2020 | webinar-recording | valuation |
 | Understanding the Impact of Federal Reserve Emergency Rate Cuts | Article | COVID-19, Credit Analytics | RiskSpan | March 27, 2020 | blog | covid-19 credit-analytics |
| RS Edge: Loan-level Delinquencies in GNMA Pools | Article | Agency MBS | Don Brown | March 24, 2020 | blog | agency-mbs |
| Visualizing a CMBS Portfolio’s Exposure to COVID-19 | Article | COVID-19, Credit Analytics, Valuation | RiskSpan | March 20, 2020 | blog | covid-19 credit-analytics valuation |
| RS Edge: S-curves Over Different Refi Cycles | Article | Agency MBS | Don Brown | March 16, 2020 | blog | agency-mbs |
 | Managing Coronavirus-Related Risks in Aircraft Lease ABS | Article | COVID-19, Credit Analytics, Valuation | Joe Sturtevant | March 11, 2020 | blog | covid-19 credit-analytics valuation |
 | RiskSpan VQI: Current Underwriting Standards – February 2020 | Uncategorized | Agency MBS, Credit Analytics | RiskSpan | March 2, 2020 | uncategorized | agency-mbs credit-analytics |
 | Guide to the LIBOR Transition | eBook | RiskSpan | February 28, 2020 | ebook | ||
| Navigating the Challenges of CECL | eBook | Credit Analytics | RiskSpan | February 28, 2020 | ebook | credit-analytics |
| eBook: Navigating the Challenges of CECL With Ease | eBook | Credit Analytics | RiskSpan | February 28, 2020 | ebook | credit-analytics |
| eBook: Machine Learning in Modeling Loan Data | eBook | Innovation and Alternative Data | RiskSpan | February 28, 2020 | ebook | innovation-and-alternative-data |
| Industry Leaders Ted Janulis and Ron Weibye Join RiskSpan Advisory Board | Uncategorized | RiskSpan | February 21, 2020 | uncategorized | ||
| FHFA Prepayment Monitoring Reports are Powered by RS Edge | Uncategorized | Agency MBS | RiskSpan | February 18, 2020 | uncategorized | agency-mbs |
| Open Source and Mortgage Data Modeling | Reports | Innovation and Alternative Data | RiskSpan | January 28, 2020 | reports | innovation-and-alternative-data |
| Calculating Value at Risk — A Review of Methods | Reports | Credit Analytics, Prepayment Analytics | RiskSpan | January 28, 2020 | reports | credit-analytics prepayment-analytics |
| Imputation and Analysis with Machine Learning | Reports | Innovation and Alternative Data | RiskSpan | January 28, 2020 | reports | innovation-and-alternative-data |
| eBook: Machine Learning in Model Risk Management | eBook | Innovation and Alternative Data | RiskSpan | January 28, 2020 | ebook | innovation-and-alternative-data |
| eBook: A Validator’s Guide to Model Risk Management | eBook | Model Validation, Operational Risk | RiskSpan | January 28, 2020 | ebook | model-validation operational-risk |
 | Calculating VaR: A Review of Methods | eBook | Credit Analytics, Prepayment Analytics | RiskSpan | January 28, 2020 | ebook | credit-analytics prepayment-analytics |
| Using RS Edge to Quantify the Impact of The QM Patch Expiration | Article | Mortgage & Structured Finance Markets | RiskSpan | January 23, 2020 | blog | mortgage-structured-finance-markets |
| RiskSpan Named Category Leader in Two Chartis RiskTech Quadrants, Best of Breed in a Third | Uncategorized | Timothy Willis | January 14, 2020 | uncategorized | ||
| Bill Moretti, Industry Leader in Structured Finance and Fintech Joins RiskSpan to Lead Innovation Lab | Uncategorized | RiskSpan | January 8, 2020 | uncategorized | ||
| RS Edge: WALA Ramps for Non-Bank Servicers | Article | Agency MBS | Don Brown | January 3, 2020 | blog | agency-mbs |
| RS Edge for Loans & Structured Products: A Data Driven Approach to Pre-Trade and Pricing | Article | Credit Analytics, Prepayment Analytics, Valuation | RiskSpan | November 4, 2019 | blog | credit-analytics prepayment-analytics valuation |
| FHFA 3Q2019 Prepayment Monitoring Report | Reports | Agency MBS, Prepayment Analytics | RiskSpan | November 2, 2019 | reports | agency-mbs prepayment-analytics |
| Introducing: RS Edge for Loans and Structured Products | Article | Credit Analytics, Prepayment Analytics, Valuation | RiskSpan | October 22, 2019 | blog | credit-analytics prepayment-analytics valuation |
| EDGE: Revisiting WALA-ramps on FNMA Majors | Article | Agency MBS | Don Brown | October 8, 2019 | blog | agency-mbs |
| Navigating the Impact of ASU 2016-13 on AFS Securities | Article | Credit Analytics | RiskSpan | July 25, 2019 | blog | credit-analytics |
| RiskSpan Joins AICPA for CECL Task Force Auditing Subgroup Meeting | Uncategorized | Credit Analytics | RiskSpan | July 10, 2019 | uncategorized | credit-analytics |
| RiskSpan CEO Bernadette Kogler Featured at MBA of Florida’s Annual Eastern Secondary Market Conference | Uncategorized | RiskSpan | June 13, 2019 | uncategorized | ||
| RiskSpan’s Janet Jozwik Receives WHF’s 40 Under 40 Award | Uncategorized | RiskSpan | June 7, 2019 | uncategorized | ||
| Fannie Mae and Freddie Mac Launch New Uniform Mortgage-Backed Security (UMBS) | Article | Mortgage & Structured Finance Markets | RiskSpan | June 3, 2019 | blog | mortgage-structured-finance-markets |
| FHFA 2Q2019 Prepayment Monitoring Report | Reports | Agency MBS, Prepayment Analytics | RiskSpan | June 2, 2019 | reports | agency-mbs prepayment-analytics |
| RiskSpan Adds Whole Loan Analytics to Edge Platform | Uncategorized | Credit Analytics, Prepayment Analytics, Valuation | RiskSpan | May 20, 2019 | uncategorized | credit-analytics prepayment-analytics valuation |
| RiskSpan Credit Risk Transfer Solution | Article | Agency MBS, Prepayment Analytics | RiskSpan | April 29, 2019 | blog | agency-mbs prepayment-analytics |
| Low MI No Problem: Analyzing the Historical Performance of Home Affordable Loans | Article | Mortgage & Structured Finance Markets | RiskSpan | April 18, 2019 | blog | mortgage-structured-finance-markets |
| Automate Your Data Normalization and Validation Processes | Article | Data Governance, Innovation and Alternative Data | RiskSpan | April 17, 2019 | blog | data-governance innovation-and-alternative-data |
| CRT Deal Monitor: April 2019 Update | Uncategorized | Credit Analytics, Prepayment Analytics | RiskSpan | April 16, 2019 | uncategorized | credit-analytics prepayment-analytics |
| RiskSpan VQI: Current Underwriting Standards – Quarter 1 2019 | Article | Credit Analytics | RiskSpan | April 10, 2019 | blog | credit-analytics |
 | Robotic Process Automation – Warehouse Line Reporting | Article | Innovation and Alternative Data | RiskSpan | April 4, 2019 | blog | innovation-and-alternative-data |
| FHFA 1Q2019 Prepayment Monitoring Report | Reports | Agency MBS, Prepayment Analytics | RiskSpan | April 2, 2019 | reports | agency-mbs prepayment-analytics |
 | Case Study: Datamart Design and Build | Case Study | Data Governance | RiskSpan | March 26, 2019 | case-study | data-governance |
| Case Study: ETL Solutions | Case Study | Data Governance | RiskSpan | February 21, 2019 | case-study | data-governance |
| Case Study: Web Based Data Application Build | Case Study | Data Governance | RiskSpan | February 15, 2019 | case-study | data-governance |
| Case Study: Web Based Data Application Build | Case Study | Data Governance | RiskSpan | February 15, 2019 | case-study | data-governance |
| RiskSpan Edge & CRT Data | Article | Agency MBS, Credit Analytics | RiskSpan | February 13, 2019 | blog | agency-mbs credit-analytics |
 | Fannie Mae’s New CAS REMIC: Why REITs Are Suddenly Interested in CRT Deals | Article | Mortgage & Structured Finance Markets | RiskSpan | February 11, 2019 | blog | mortgage-structured-finance-markets |
| Case Study: RiskSpan Edge Platform Agency MBS Module | Case Study | Agency MBS | RiskSpan | February 7, 2019 | case-study | agency-mbs |
| Developing Legal Documents | Contract and Disclosure Tool | Article | Innovation and Alternative Data | RiskSpan | February 7, 2019 | blog | innovation-and-alternative-data |
| Case Study: Risk-as-a-Service | Case Study | Prepayment Analytics | RiskSpan | January 31, 2019 | case-study | prepayment-analytics |
 | SOFR, So Good? The Main Anxieties Around the LIBOR Transition | Article | Data Governance | RiskSpan | January 24, 2019 | blog | data-governance |
| Case Study: Loan-Level Capital Reporting Environment | Case Study | Data Governance | RiskSpan | January 23, 2019 | case-study | data-governance |
| What is SOFR and What Does it Mean For You? | Article | Mortgage & Structured Finance Markets | Rachel Fetrow | January 16, 2019 | blog | mortgage-structured-finance-markets |
| Case Study: RS Edge – Analytics and Risk | Case Study | Credit Analytics, Prepayment Analytics, Valuation | RiskSpan | January 15, 2019 | case-study | credit-analytics prepayment-analytics valuation |
| Case Study: Securitization Disclosure File Creation Process | Case Study | Innovation and Alternative Data | RiskSpan | January 10, 2019 | case-study | innovation-and-alternative-data |
| RiskSpan VQI: Current Underwriting Standards – Quarter 4 2018 | Article | Credit Analytics | RiskSpan | January 9, 2019 | blog | credit-analytics |
| What is LIBOR and why is it Going Away? | Article | Mortgage & Structured Finance Markets | RiskSpan | January 8, 2019 | blog | mortgage-structured-finance-markets |
| Choosing a CECL Methodology | Doable, Defensible, Choices Amid the Clutter | Article | Credit Analytics | David Andrukonis | January 3, 2019 | blog | credit-analytics |
| Blockchain and Structured Finance | Article | Innovation and Alternative Data | Bernadette Kogler | December 18, 2018 | blog | innovation-and-alternative-data |
| RiskSpan Partners with S&P Global Market Intelligence | Uncategorized | Credit Analytics | RiskSpan | December 5, 2018 | uncategorized | credit-analytics |
| RiskSpan Ranks in Chartis Research RiskTech 100 2019 | Uncategorized | RiskSpan | November 27, 2018 | uncategorized | ||
| CECL: DCF vs. Non-DCF Allowance — Myth and Reality | Article | Credit Analytics | David Andrukonis | November 12, 2018 | blog | credit-analytics |
 | Risk-as-a-Service – Transforming Portfolio Market Risk Analytics | Article | Prepayment Analytics | RiskSpan | November 5, 2018 | blog | prepayment-analytics |
 | A Primer on HECM Loans | Article | Mortgage & Structured Finance Markets | Varjun Jajala | October 31, 2018 | blog | mortgage-structured-finance-markets |
 | Model Validation Programs – Optimizing Value in Model Risk Groups | Video | Model Validation | Timothy Willis | October 25, 2018 | video | model-validation |
| RiskSpan VQI: Current Underwriting Standards – September 2018 | Article | Credit Analytics, Mortgage & Structured Finance Markets | RiskSpan | October 11, 2018 | blog | credit-analytics mortgage-structured-finance-markets |
| CRT Exposure to Hurricane Michael | Article | Credit Analytics | RiskSpan | October 10, 2018 | blog | credit-analytics |
| Analytics-as-a-Service – CECL Forecasting | Video | Credit Analytics | RiskSpan | October 9, 2018 | video | credit-analytics |
| RiskSpan Edge Platform API | Video | Data Governance | RiskSpan | September 28, 2018 | video | data-governance |
| CRT Deal Monitor: Understanding When Credit Becomes Risky | Article | Agency MBS, Credit Analytics | RiskSpan | September 19, 2018 | blog | agency-mbs credit-analytics |
| RiskSpan Adds Home Equity Conversion Mortgage Data to Edge Platform | Uncategorized | Agency MBS | RiskSpan | September 12, 2018 | uncategorized | agency-mbs |
| Data-as-a-Service – Credit Risk Transfer Data | Video | Credit Analytics, Data Governance | RiskSpan | September 6, 2018 | video | credit-analytics data-governance |
| RiskSpan to Offer Credit Risk Transfer Data Through Edge Platform | Uncategorized | Credit Analytics | RiskSpan | September 6, 2018 | uncategorized | credit-analytics |
 | Big Companies; Big Data Issues | Article | Data Governance | Girish Manchap | August 1, 2018 | blog | data-governance |
| Here Come the CECL Models: What Model Validators Need to Know | Article | Credit Analytics, Model Validation | Timothy Willis | July 23, 2018 | blog | credit-analytics model-validation |
 | Houston Strong: Communities Recover from Hurricanes. Do Mortgages? | Article | Mortgage & Structured Finance Markets | Asa Tenney | July 18, 2018 | blog | mortgage-structured-finance-markets |
| From Main Street to King Abdullah Financial District: Lessons Learned in International Mortgage Finance | Article | Mortgage & Structured Finance Markets | Morgan Snyder | July 12, 2018 | blog | mortgage-structured-finance-markets |
| MDM to the Rescue for Financial Institutions | Article | Data Governance | Girish Manchap | July 12, 2018 | blog | data-governance |
| Making Data Dictionaries Beautiful Using Graph Databases | Article | Data Governance | RiskSpan | June 12, 2018 | blog | data-governance |
| Man vs. Machine: The Prepayment Modeling Story | Article | Innovation and Alternative Data | RiskSpan | June 11, 2018 | blog | innovation-and-alternative-data |
| LTV, Low and Slow — RS Edge Analysis | Article | Agency MBS | Don Brown | May 14, 2018 | blog | agency-mbs |
| Augmenting Internal Loan Data to Comply with CECL and Boost Profit | Article | Credit Analytics | David Andrukonis | May 8, 2018 | blog | credit-analytics |
| Applying Machine Learning to Conventional Model Validations | Article | Innovation and Alternative Data, Model Validation | RiskSpan | April 23, 2018 | blog | innovation-and-alternative-data model-validation |
| Applying Model Validation Principles to Machine Learning Models | Article | Innovation and Alternative Data, Model Validation | RiskSpan | April 16, 2018 | blog | innovation-and-alternative-data model-validation |
| RiskSpan Director David Andrukonis Featured on The Purposeful Banker Podcast | Reports | Credit Analytics | Patrick Doherty | April 9, 2018 | reports | credit-analytics |
| Choosing a CECL Methodology | Article | Credit Analytics | David Andrukonis | April 3, 2018 | blog | credit-analytics |
| The Surging Reverse Mortgage Market | Article | Mortgage & Structured Finance Markets | RiskSpan | March 29, 2018 | blog | mortgage-structured-finance-markets |
| Machine Learning Detects Model Validation Blind Spots | Article | Innovation and Alternative Data, Model Validation | RiskSpan | March 22, 2018 | blog | innovation-and-alternative-data model-validation |
| Permissioned Blockchains–A Quest for Consensus | Article | Innovation and Alternative Data | Bernadette Kogler | February 14, 2018 | blog | innovation-and-alternative-data |
| A Brief Introduction to Agile Philosophy | Article | Data Governance | Timothy Willis | February 1, 2018 | blog | data-governance |
| CECL–Why Implement Now? | Article | David Andrukonis | January 18, 2018 | blog | |||
| Hands-On Machine Learning–Predicting Loan Delinquency | Article | Credit Analytics, Innovation and Alternative Data | RiskSpan | January 11, 2018 | blog | credit-analytics innovation-and-alternative-data |
| Big Data in Small Dimensions: Machine Learning Methods for Data Visualization | Article | Innovation and Alternative Data | RiskSpan | December 19, 2017 | blog | innovation-and-alternative-data |
 | How Buyouts Drive Ginnie Mae Prepayment Speeds | Uncategorized | RS Edge | RiskSpan | December 14, 2017 | uncategorized | rs-edge |
| Private-Label Securities – Technological Solutions to Information Asymmetry and Mistrust | Article | Innovation and Alternative Data | Timothy Willis | December 13, 2017 | blog | innovation-and-alternative-data |
| Back-Testing: Using RS Edge to Validate a Prepayment Model | Article | Model Validation, Prepayment Analytics | RiskSpan | December 7, 2017 | blog | model-validation prepayment-analytics |
| Why Model Validation Does Not Eliminate Spreadsheet Risk | Article | Model Validation | Timothy Willis | November 29, 2017 | blog | model-validation |
| Non-Qualified Mortgage Securitization Market | Article | RiskSpan | November 21, 2017 | blog | |||
| Tuning Machine Learning Models | Article | Innovation and Alternative Data | RiskSpan | November 7, 2017 | blog | innovation-and-alternative-data |
| AML Models: Applying Model Validation Principles to Non-Models | Article | Model Validation | Timothy Willis | November 2, 2017 | blog | model-validation |
| Machine Learning Model Selection | Article | Model Validation | RiskSpan | October 31, 2017 | blog | model-validation |
| End-User Computing Controls – Building an EUC Inventory | Article | Model Validation | RiskSpan | October 26, 2017 | blog | model-validation |
| Evaluating Supervised and Unsupervised Learning Models | Article | Innovation and Alternative Data | RiskSpan | October 25, 2017 | blog | innovation-and-alternative-data |
| Basel III Capital Requirements and CECL | Article | Credit Analytics | RiskSpan | October 19, 2017 | blog | credit-analytics |
| Feature Selection – Machine Learning Methods | Article | Innovation and Alternative Data | RiskSpan | October 12, 2017 | blog | innovation-and-alternative-data |
| Fed MBS Runoff Portends More Negative Vega for the Broader Market | Article | Mortgage & Structured Finance Markets | RiskSpan | October 10, 2017 | blog | mortgage-structured-finance-markets | |
 | What is an “S-Curve” and Does it Matter if it Varies by Servicer? | Article | Agency MBS | RiskSpan | October 5, 2017 | blog | agency-mbs |
| Reviving the Private-Label RMBS Market with Improvements to the Securitization Process | Uncategorized | RiskSpan | October 3, 2017 | uncategorized | |||
| Validating Interest Rate Models | Article | Model Validation | Kuoping Zhang | September 21, 2017 | blog | model-validation |
| AML Model Validation: Effective Process Verification Requires Thorough Documentation | Article | Model Validation | Timothy Willis | September 14, 2017 | blog | model-validation |
| Machine Learning and Portfolio Performance Analysis | Article | Innovation and Alternative Data | RiskSpan | September 12, 2017 | blog | innovation-and-alternative-data |
| Prepayment Speeds Analysis of Freddie Mac Specified Pools | Article | Agency MBS | RiskSpan | August 30, 2017 | blog | agency-mbs |
| Mitigating EUC Risk Using Model Validation Principles | Article | Model Validation | RiskSpan | August 10, 2017 | blog | model-validation |
| The Non-Agency MBS Market: Re-Assessing Securitization Market Conditions | Article | Mortgage & Structured Finance Markets | RiskSpan | July 19, 2017 | blog | mortgage-structured-finance-markets | |
| Stress Testing Banks: DFAST/CCAR | Article | Data Governance, Model Validation | RiskSpan | May 5, 2017 | blog | data-governance model-validation | |
 | Advantages and Disadvantages of Open Source Data Modeling Tools | Article | Data Governance | RiskSpan | April 27, 2017 | blog | data-governance |
| Open Source Software for Mortgage Data Analysis | Article | Data Governance | RiskSpan | April 5, 2017 | blog | data-governance |
| Balancing Internal and External Model Validation Resources | Article | Data Governance, Model Validation | RiskSpan | March 15, 2017 | blog | data-governance model-validation |
| Credit Risk Transfer: Front End Execution – Why Does It Matter? | Article | Credit Analytics | RiskSpan | February 10, 2017 | blog | credit-analytics |
| Validating Model Inputs: How Much Is Enough? | Article | RiskSpan | December 15, 2016 | blog | |||
| Performance Testing: Benchmarking Vs. Back-Testing | Article | Model Validation | RiskSpan | November 17, 2016 | blog | model-validation |
| The Real Reason Low Down Payment VA loans Don’t Default Like Comparable FHA Loans | Article | Mortgage & Structured Finance Markets | RiskSpan | November 11, 2016 | blog | mortgage-structured-finance-markets |
| 4 Questions to Ask When Determining Model Validation Scope | Article | Model Validation | RiskSpan | October 27, 2016 | blog | model-validation |
| Single Family Rental Securitization Market | Article | Mortgage & Structured Finance Markets | RiskSpan | October 25, 2016 | blog | mortgage-structured-finance-markets |
| Sample Size Requirements for CECL Modeling | Article | CECL | RiskSpan | October 19, 2016 | blog | cecl |
| Mortgage Insurance and Loss Severity: Causes and Effects of Mortgage Insurance Shortfalls | Article | Mortgage & Structured Finance Markets | RiskSpan | October 12, 2016 | blog | mortgage-structured-finance-markets |
| What CECL Means To Investors | Article | CECL | RiskSpan | September 15, 2016 | blog | cecl |
| Managing Model Risk and Model Validation | Article | Model Validation | RiskSpan | September 14, 2016 | blog | model-validation |
| Preparing for Model Validation: Ideas for Model Owners | Article | Model Validation | RiskSpan | March 23, 2016 | blog | model-validation |
| New Capital Planning Expectations for Large Financial Institutions and What It Means For You | Article | Mortgage & Structured Finance Markets, Operational Risk | Timothy Willis | February 17, 2016 | blog | mortgage-structured-finance-markets operational-risk |
 | RDARR: Principles for Effective Risk Data Aggregation and Risk Reporting | Article | Data Governance | RiskSpan | January 26, 2016 | blog | data-governance |
| Vendor Model Validation | Article | Model Validation | RiskSpan | October 15, 2015 | blog | model-validation |
| Model Validation: Is This Spreadsheet a Model? | Article | Model Validation | Patrick Doherty | April 13, 2015 | blog | model-validation |
| Reducing the Cost of Model Validation Programs | Article | Model Validation | RiskSpan | September 18, 2014 | blog | model-validation |
