Resources for Whole Loan and Securities Analytics

eBooks

Navigating the Challenges of CECL

Ebook: CECL
A clear path through the new CECL standard.

A Validator’s Guide to Model Risk Management

Ebook: Model Validation
Best practices for regulatory compliance.

Machine Learning in Modeling Loan Data

eBook: Machine Learning
Implementing Machine Learning for Modeling Loan Data

Machine Learning in Model Risk Management

eBook: Machine Learning
Implementing Machine Learning for Model Risk Management

Open Source and Mortgage Data Modeling

White Paper: Open Source
The benefits and risks of open source and how to mitigate them.

Calculating VaR: A Review of Methods

White Paper: Value-at-Risk
Full revaluation method: best practice for VaR.

Imputation and Analysis with Machine Learning

White Paper: Machine Learning
Resources for imputing missing values in loan data using machine learning.

Prepayment Speeds and Issuance Characteristics

Report: Agency Data
Sample (Nov 2017) monthly analysis of Fannie and Freddie data.

Recorded Webinars

CECL: The Requirements & Your Choices for Credit Unions

Webinar: CECL
Joined by a FASB TRG member and tailored toward credit unions.

Webinar: Debt Securities Under CECL – Corporate And Municipal Bonds

Webinar: CECL

Actionable insights to help your institution’s CECL implementation around corporate and municipal bonds.

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Model Risk Management: Managing Down Model Validation Costs

Webinar: MRM
Resources for making your model validation budget go further

Model Risk Management: Applying Model Validation Principles to AML Tools

Webinar: MRM
Efficent ways for applying model validation principles to AML tools

Webinar: CECL and AFS Securities Considerations for Insurance Companies

Webinar: CECL

Join S&P Global Market Intelligence and RiskSpan to explore simple best practices to drive your credit loss measurement implementation roadmap.

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Webinar: MGIC Perspectives on CECL – Presented by MGIC with RiskSpan

Webinar: CECL

Learn to quantify the impact of MI on CECL under a range of macroeconomic scenarios.

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Webinar: CECL Considerations For Community Banks – Presented by S&P Global Market Intelligence with RiskSpan

Webinar: CECL

Actionable insights on data, models, and technologies to help your institution’s CECL implementation.

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Webinar: Practical Approaches for Debt Securities Accounting

Webinar: CECL

Lessons learned from early CECL adopters and concrete, practical approaches to solve for HTM and AFS credit loss accounting.

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Basics of the Reference Rate Transition

Webinar: LIBOR
Upcoming changes and challenges with the switch away from LIBOR

How Peers are Tackling CECL for Held-to-Maturity Securities

Webinar: CECL

Defining major classes in the debt securities universe, introducing CECL approaches for these classes, and taking a look at the impact on pooling and zero credit losses.

Building and Running an Efficient Model Governance Program

Webinar: MRM
Best Practices for building and running an MRM program

Machine Learning in Building a Prepayment Model

Webinar: Machine Learning
Leveraging machine learning applications in prepayment visualization and analysis

Using Machine Learning in Whole Loan Data Prep

Webinar: Machine Learning
Tackle one of your biggest obstacles: Curating and normalizing multiple, disparate data sets

Webinar: Managing Your Whole Loan Portfolio with Machine Learning

Webinar: CECL

Whole loan data meets predictive analytics. Ingest data, normalize data sets, improve data quality, analyze your historical data, and improve your predictive analytics.

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