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A Discussion About SAS to Python MigrationTrends
A Discussion About SAS to Python MigrationTrendsBlogModel ValidationIsha DuttaAugust 4, 2020blogmodel-validation
Edge: Potential for August Buyouts in Ginnie Mae
Edge: Potential for August Buyouts in Ginnie MaeBlogAgency MBSDon BrownAugust 2, 2020blogagency-mbs
mortage-market
Where Would We Be Without the Mortgage Market?BlogMortgage & Structured Finance MarketsMorgan SnyderJuly 30, 2020blogmortgage-structured-finance-markets
CECL modeling
August 12 Webinar: Good Models, Bad Scenarios? Delinquency, Forbearance, and COVIDEventsCredit AnalyticsRiskSpanJuly 28, 2020eventscredit-analytics
riskspan-VQI-report
RiskSpan Vintage Quality Index (VQI): Q2 2020BlogAgency MBSLC YarnelleJuly 22, 2020blogagency-mbs
Edge: Bank Buyouts in Ginnie Mae Pools
Edge: Bank Buyouts in Ginnie Mae PoolsBlogAgency MBSDon BrownJuly 20, 2020blogagency-mbs
is free data worth it
Is Free Public Data Worth the Cost?BlogData Governance, Innovation and Alternative DataLC YarnelleJuly 13, 2020blogdata-governance innovation-and-alternative-data
Chart of the Month: Not Just the Economy -- Asset Demand Drives Prices
Chart of the Month: Not Just the Economy — Asset Demand Drives PricesBlogCOVID-19, ValuationRiskSpanJune 29, 2020blogcovid-19 valuation
COVID-19 in the Cloud
COVID-19 and the CloudBlogCredit Analytics, Innovation and Alternative DataSuhrud DagliJune 9, 2020blogcredit-analytics innovation-and-alternative-data
Data Analytics and Modeling in the Cloud
Webinar: Data Analytics and Modeling in the Cloud – June 24thWebinar RecordingData Governance, Innovation and Alternative DataRiskSpanJune 4, 2020webinar-recordingdata-governance innovation-and-alternative-data
Chart of the Month - May
Chart of the Month: Tracking Mortgage Delinquency Against Non-traditional Economic Indicators by MSABlogCredit Analytics, Innovation and Alternative DataSuhrud DagliJune 4, 2020blogcredit-analytics innovation-and-alternative-data
PIW in RS Edge
Edge: PIW and PrepaymentsBlogAgency MBSDon BrownJune 4, 2020blogagency-mbs
COVID-19 in the Cloud
Webinar: Managing Your Whole Loan Portfolio with Machine LearningWebinar RecordingCredit AnalyticsRiskSpanMay 28, 2020webinar-recordingcredit-analytics
credit analytics
What The FHFA’s Forbearance Announcement Means for Agency PrepaymentsBlogAgency MBS, Prepayment AnalyticsDon BrownMay 19, 2020blogagency-mbs prepayment-analytics
Changes to Loss Models…and How to Validate Them
Changes to Loss Models…and How to Validate ThemBlogCOVID-19, Credit Analytics, Model ValidationRiskSpanMay 11, 2020blogcovid-19 credit-analytics model-validation
empty block
Estimating Credit Losses in the COVID-19 PandemicBlogCOVID-19, Credit AnalyticsDavid AndrukonisApril 23, 2020blogcovid-19 credit-analytics
April Chart of the Month: COVID-19 Impact on Junior Bond Spreads
April Chart of the Month: COVID-19 Impact on Junior Bond SpreadsBlogCOVID-19, ValuationRiskSpanApril 17, 2020blogcovid-19 valuation
VQI from RiskSpan
RiskSpan VQI: Current Underwriting Standards – March 2020BlogAgency MBS, Credit AnalyticsRiskSpanApril 16, 2020blogagency-mbs credit-analytics
credit analytics
Modeling Delinquency DelugeBlogAgency MBS, COVID-19, Credit AnalyticsRiskSpanApril 10, 2020blogagency-mbs covid-19 credit-analytics
Mortgage-Originator-Liquidity
Impact of COVID-19 on Mortgage Originator LiquidityBlogCOVID-19Bob GundelApril 6, 2020blogcovid-19
FHFA forbearance report
Modeling Credit and the Impact of COVID-19BlogCOVID-19, Credit AnalyticsRiskSpanApril 2, 2020blogcovid-19 credit-analytics
Mortgage delinquency and unemployment rate
Modeling Credit and the Impact of COVID-19UncategorizedRiskSpanApril 2, 2020uncategorized
Managing Operational and Credit Risk in Mortgage Servicing Portfolios During the COVID-19 Crisis
Managing Operational and Credit Risk in Mortgage Servicing Portfolios During the COVID-19 CrisisBlogCOVID-19, Credit Analytics, Operational RiskRiskSpanMarch 30, 2020blogcovid-19 credit-analytics operational-risk
mortage-market
Webinar: 2020 — Entering The Decade of Data & Smart AnalyticsWebinar RecordingInnovation and Alternative Data, ValuationRiskSpanMarch 28, 2020webinar-recordinginnovation-and-alternative-data valuation
CECL modeling
Webinar: Applying Model Validation Principles to Anti-Money Laundering ToolsWebinar RecordingModel Validation, Operational RiskRiskSpanMarch 28, 2020webinar-recordingmodel-validation operational-risk
operational and credit risk during COVID-19
Webinar: Basics of the Reference Rate TransitionWebinar RecordingMortgage & Structured Finance MarketsRiskSpanMarch 28, 2020webinar-recordingmortgage-structured-finance-markets
CECL
Webinar: Building and Running an Efficient Model Governance ProgramWebinar RecordingModel Validation, Operational RiskRiskSpanMarch 28, 2020webinar-recordingmodel-validation operational-risk
CECL
Webinar: CECL – The Requirements & Options For Credit UnionsWebinar RecordingCredit AnalyticsRiskSpanMarch 28, 2020webinar-recordingcredit-analytics
CECL
Webinar: Credit Stress Testing Portfolio Exposure to COVID-19Webinar RecordingCredit AnalyticsRiskSpanMarch 28, 2020webinar-recordingcredit-analytics
CECL
Webinar: How Peers are Tackling CECL for Held-to-Maturity SecuritiesWebinar RecordingCredit AnalyticsRiskSpanMarch 28, 2020webinar-recordingcredit-analytics
CECL
Webinar: Machine Learning in Building a Prepayment ModelWebinar RecordingInnovation and Alternative Data, Prepayment AnalyticsRiskSpanMarch 28, 2020webinar-recordinginnovation-and-alternative-data prepayment-analytics
CECL
Webinar: Managing Down Model Validation CostsWebinar RecordingModel Validation, Operational RiskRiskSpanMarch 28, 2020webinar-recordingmodel-validation operational-risk
CECL
Webinar: Mortgage Insurance and CECL Presented by MGIC with RiskSpanWebinar RecordingCredit AnalyticsRiskSpanMarch 28, 2020webinar-recordingcredit-analytics
CECL
Webinar: Practical Approaches for Debt Securities AccountingWebinar RecordingCredit AnalyticsRiskSpanMarch 28, 2020webinar-recordingcredit-analytics
CECL
Webinar: Using Machine Learning in Whole Loan Data PrepWebinar RecordingData Governance, Innovation and Alternative DataRiskSpanMarch 28, 2020webinar-recordingdata-governance innovation-and-alternative-data
CECL
Webinar: Estimating Credit Losses in the COVID-19 PandemicWebinar RecordingCredit AnalyticsRiskSpanMarch 28, 2020webinar-recordingcredit-analytics
CECL
Webinar: Modeling Techniques for Hard-to-Value BondsWebinar RecordingValuationRiskSpanMarch 28, 2020webinar-recordingvaluation
Understanding the Impact of Federal Reserve Emergency Rate Cuts
Understanding the Impact of Federal Reserve Emergency Rate CutsBlogCOVID-19, Credit AnalyticsRiskSpanMarch 27, 2020blogcovid-19 credit-analytics
credit analytics
RS Edge: Loan-level Delinquencies in GNMA PoolsBlogAgency MBSDon BrownMarch 24, 2020blogagency-mbs
Visualizing a CMBS Portfolio’s Exposure to COVID-19
Visualizing a CMBS Portfolio’s Exposure to COVID-19BlogCOVID-19, Credit Analytics, ValuationRiskSpanMarch 20, 2020blogcovid-19 credit-analytics valuation
credit analytics
RS Edge: S-curves Over Different Refi CyclesBlogAgency MBSDon BrownMarch 16, 2020blogagency-mbs
Managing Coronavirus-Related Risks in Aircraft Lease ABS
Managing Coronavirus-Related Risks in Aircraft Lease ABSBlogCOVID-19, Credit Analytics, ValuationJoe SturtevantMarch 11, 2020blogcovid-19 credit-analytics valuation
RiskSpan VQI: Current Underwriting Standards – February 2020
RiskSpan VQI: Current Underwriting Standards – February 2020UncategorizedAgency MBS, Credit AnalyticsRiskSpanMarch 2, 2020uncategorizedagency-mbs credit-analytics
Guide to the LIBOR Transition
Guide to the LIBOR TransitioneBookRiskSpanFebruary 28, 2020ebook
Navigating the Challenges of CECL
Navigating the Challenges of CECLeBookCredit AnalyticsRiskSpanFebruary 28, 2020ebookcredit-analytics
eBook: Navigating the Challenges of CECL With Ease
eBook: Navigating the Challenges of CECL With EaseeBookCredit AnalyticsRiskSpanFebruary 28, 2020ebookcredit-analytics
eBook: Machine Learning in Modeling Loan Data
eBook: Machine Learning in Modeling Loan DataeBookInnovation and Alternative DataRiskSpanFebruary 28, 2020ebookinnovation-and-alternative-data
Industry Leaders Ted Janulis and Ron Weibye Join RiskSpan Advisory Board
Industry Leaders Ted Janulis and Ron Weibye Join RiskSpan Advisory BoardUncategorizedRiskSpanFebruary 21, 2020uncategorized
FHFA Prepayment Monitoring Reports are Powered by RS Edge
FHFA Prepayment Monitoring Reports are Powered by RS EdgeUncategorizedAgency MBSRiskSpanFebruary 18, 2020uncategorizedagency-mbs
Open Source and Mortgage Data Modeling
Open Source and Mortgage Data ModelingReportsInnovation and Alternative DataRiskSpanJanuary 28, 2020reportsinnovation-and-alternative-data
Calculating Value at Risk — A Review of Methods
Calculating Value at Risk — A Review of MethodsReportsCredit Analytics, Prepayment AnalyticsRiskSpanJanuary 28, 2020reportscredit-analytics prepayment-analytics
Imputation and Analysis with Machine Learning
Imputation and Analysis with Machine LearningReportsInnovation and Alternative DataRiskSpanJanuary 28, 2020reportsinnovation-and-alternative-data
eBook: Machine Learning in Model Risk Management
eBook: Machine Learning in Model Risk ManagementeBookInnovation and Alternative DataRiskSpanJanuary 28, 2020ebookinnovation-and-alternative-data
eBook: A Validator’s Guide to Model Risk Management
eBook: A Validator’s Guide to Model Risk ManagementeBookModel Validation, Operational RiskRiskSpanJanuary 28, 2020ebookmodel-validation operational-risk
Calculating VaR: A Review of Methods
Calculating VaR: A Review of MethodseBookCredit Analytics, Prepayment AnalyticsRiskSpanJanuary 28, 2020ebookcredit-analytics prepayment-analytics
Using RS Edge to Quantify the Impact of The QM Patch Expiration
Using RS Edge to Quantify the Impact of The QM Patch ExpirationBlogMortgage & Structured Finance MarketsRiskSpanJanuary 23, 2020blogmortgage-structured-finance-markets
RiskSpan Named Category Leader in Two Chartis RiskTech Quadrants, Best of Breed in a Third
RiskSpan Named Category Leader in Two Chartis RiskTech Quadrants, Best of Breed in a ThirdUncategorizedTimothy WillisJanuary 14, 2020uncategorized
Bill Moretti, Industry Leader in Structured Finance and Fintech Joins RiskSpan to Lead Innovation Lab
Bill Moretti, Industry Leader in Structured Finance and Fintech Joins RiskSpan to Lead Innovation LabUncategorizedRiskSpanJanuary 8, 2020uncategorized
credit analytics
RS Edge: WALA Ramps for Non-Bank ServicersBlogAgency MBSDon BrownJanuary 3, 2020blogagency-mbs
CECL modeling
RS Edge for Loans & Structured Products: A Data Driven Approach to Pre-Trade and Pricing  BlogCredit Analytics, Prepayment Analytics, ValuationRiskSpanNovember 4, 2019blogcredit-analytics prepayment-analytics valuation
FHFA 3Q2019 Prepayment Monitoring Report
FHFA 3Q2019 Prepayment Monitoring ReportReportsAgency MBS, Prepayment AnalyticsRiskSpanNovember 2, 2019reportsagency-mbs prepayment-analytics
CECL modeling
Introducing: RS Edge for Loans and Structured ProductsBlogCredit Analytics, Prepayment Analytics, ValuationRiskSpanOctober 22, 2019blogcredit-analytics prepayment-analytics valuation
credit analytics
EDGE: Revisiting WALA-ramps on FNMA MajorsBlogAgency MBSDon BrownOctober 8, 2019blogagency-mbs
CECL
Webinar: Good Models, Bad Scenarios? Delinquency, Forbearance, and COVIDEventsMichael BollmanJuly 28, 2019events
CECL modeling
Navigating the Impact of ASU 2016-13 on AFS SecuritiesBlogCredit AnalyticsRiskSpanJuly 25, 2019blogcredit-analytics
RiskSpan Joins AICPA for CECL Task Force Auditing Subgroup Meeting
RiskSpan Joins AICPA for CECL Task Force Auditing Subgroup MeetingUncategorizedCredit AnalyticsRiskSpanJuly 10, 2019uncategorizedcredit-analytics
RiskSpan CEO Bernadette Kogler Featured at MBA of Florida’s Annual Eastern Secondary Market Conference 
RiskSpan CEO Bernadette Kogler Featured at MBA of Florida’s Annual Eastern Secondary Market Conference UncategorizedRiskSpanJune 13, 2019uncategorized
RiskSpan's Janet Jozwik Receives WHF's 40 Under 40 Award
RiskSpan’s Janet Jozwik Receives WHF’s 40 Under 40 AwardUncategorizedRiskSpanJune 7, 2019uncategorized
Fannie Mae and Freddie Mac Launch New Uniform Mortgage-Backed Security (UMBS)
Fannie Mae and Freddie Mac Launch New Uniform Mortgage-Backed Security (UMBS)BlogMortgage & Structured Finance MarketsRiskSpanJune 3, 2019blogmortgage-structured-finance-markets
FHFA 2Q2019 Prepayment Monitoring Report
FHFA 2Q2019 Prepayment Monitoring ReportReportsAgency MBS, Prepayment AnalyticsRiskSpanJune 2, 2019reportsagency-mbs prepayment-analytics
RiskSpan Adds Whole Loan Analytics to Edge Platform
RiskSpan Adds Whole Loan Analytics to Edge PlatformUncategorizedCredit Analytics, Prepayment Analytics, ValuationRiskSpanMay 20, 2019uncategorizedcredit-analytics prepayment-analytics valuation
credit analytics
RiskSpan Credit Risk Transfer SolutionBlogAgency MBS, Prepayment AnalyticsRiskSpanApril 29, 2019blogagency-mbs prepayment-analytics
Low MI No Problem: Analyzing the Historical Performance of Home Affordable Loans
Low MI No Problem: Analyzing the Historical Performance of Home Affordable LoansBlogMortgage & Structured Finance MarketsRiskSpanApril 18, 2019blogmortgage-structured-finance-markets
Automate Your Data Normalization and Validation Processes
Automate Your Data Normalization and Validation ProcessesBlogData Governance, Innovation and Alternative DataRiskSpanApril 17, 2019blogdata-governance innovation-and-alternative-data
CRT Deal Monitor: April 2019 Update
CRT Deal Monitor: April 2019 UpdateUncategorizedCredit Analytics, Prepayment AnalyticsRiskSpanApril 16, 2019uncategorizedcredit-analytics prepayment-analytics
CECL modeling
RiskSpan VQI: Current Underwriting Standards – Quarter 1 2019BlogCredit AnalyticsRiskSpanApril 10, 2019blogcredit-analytics
Robotic Process Automation - Warehouse Line Reporting
Robotic Process Automation – Warehouse Line ReportingBlogInnovation and Alternative DataRiskSpanApril 4, 2019bloginnovation-and-alternative-data
FHFA 1Q2019 Prepayment Monitoring Report
FHFA 1Q2019 Prepayment Monitoring ReportReportsAgency MBS, Prepayment AnalyticsRiskSpanApril 2, 2019reportsagency-mbs prepayment-analytics
Case Study: Datamart Design and Build
Case Study: Datamart Design and BuildCase StudyData GovernanceRiskSpanMarch 26, 2019case-studydata-governance
Case Study: ETL Solutions
Case Study: ETL SolutionsCase StudyData GovernanceRiskSpanFebruary 21, 2019case-studydata-governance
Case Study: Web Based Data Application Build
Case Study: Web Based Data Application BuildCase StudyData GovernanceRiskSpanFebruary 15, 2019case-studydata-governance
Case Study: Web Based Data Application Build
Case Study: Web Based Data Application BuildCase StudyData GovernanceRiskSpanFebruary 15, 2019case-studydata-governance
credit analytics
RiskSpan Edge & CRT DataBlogAgency MBS, Credit AnalyticsRiskSpanFebruary 13, 2019blogagency-mbs credit-analytics
Fannie Mae’s New CAS REMIC: Why REITs Are Suddenly Interested in CRT Deals
Fannie Mae’s New CAS REMIC: Why REITs Are Suddenly Interested in CRT DealsBlogMortgage & Structured Finance MarketsRiskSpanFebruary 11, 2019blogmortgage-structured-finance-markets
Case Study: RiskSpan Edge Platform Agency MBS Module
Case Study: RiskSpan Edge Platform Agency MBS ModuleCase StudyAgency MBSRiskSpanFebruary 7, 2019case-studyagency-mbs
Developing Legal Documents | Contract and Disclosure Tool
Developing Legal Documents | Contract and Disclosure ToolBlogInnovation and Alternative DataRiskSpanFebruary 7, 2019bloginnovation-and-alternative-data
Case Study: Risk-as-a-Service
Case Study: Risk-as-a-ServiceCase StudyPrepayment AnalyticsRiskSpanJanuary 31, 2019case-studyprepayment-analytics
sofr replacing libor
SOFR, So Good? The Main Anxieties Around the LIBOR TransitionBlogData GovernanceRachel FetrowJanuary 24, 2019blogdata-governance
Case Study: Loan-Level Capital Reporting Environment​
Case Study: Loan-Level Capital Reporting Environment​Case StudyData GovernanceRiskSpanJanuary 23, 2019case-studydata-governance
CECL
What is SOFR and What Does it Mean For You?BlogMortgage & Structured Finance MarketsRachel FetrowJanuary 16, 2019blogmortgage-structured-finance-markets
Case Study: RS Edge - Analytics and Risk
Case Study: RS Edge – Analytics and RiskCase StudyCredit Analytics, Prepayment Analytics, ValuationRiskSpanJanuary 15, 2019case-studycredit-analytics prepayment-analytics valuation
Case Study: Securitization Disclosure File Creation Process
Case Study: Securitization Disclosure File Creation ProcessCase StudyInnovation and Alternative DataRiskSpanJanuary 10, 2019case-studyinnovation-and-alternative-data
CECL modeling
RiskSpan VQI: Current Underwriting Standards – Quarter 4 2018BlogCredit AnalyticsRiskSpanJanuary 9, 2019blogcredit-analytics
credit analytics
What is LIBOR and why is it Going Away?BlogMortgage & Structured Finance MarketsRachel FetrowJanuary 8, 2019blogmortgage-structured-finance-markets
CECL modeling
Choosing a CECL Methodology | Doable, Defensible, Choices Amid the ClutterBlogCredit AnalyticsDavid AndrukonisJanuary 3, 2019blogcredit-analytics
Blockchain and Structured Finance
Blockchain and Structured FinanceBlogInnovation and Alternative DataBernadette KoglerDecember 18, 2018bloginnovation-and-alternative-data
RiskSpan Partners with S&P Global Market Intelligence
RiskSpan Partners with S&P Global Market IntelligenceUncategorizedCredit AnalyticsRiskSpanDecember 5, 2018uncategorizedcredit-analytics
RiskSpan Ranks in Chartis Research RiskTech 100 2019
RiskSpan Ranks in Chartis Research RiskTech 100 2019UncategorizedRiskSpanNovember 27, 2018uncategorized
CECL modeling
CECL: DCF vs. Non-DCF Allowance — Myth and RealityBlogCredit AnalyticsDavid AndrukonisNovember 12, 2018blogcredit-analytics
Risk-as-a-Service - Transforming Portfolio Market Risk Analytics
Risk-as-a-Service – Transforming Portfolio Market Risk AnalyticsBlogPrepayment AnalyticsRiskSpanNovember 5, 2018blogprepayment-analytics
HECM Fig 7
A Primer on HECM LoansBlogMortgage & Structured Finance MarketsVarjun JajalaOctober 31, 2018blogmortgage-structured-finance-markets
Model Validation Programs - Optimizing Value in Model Risk Groups
Model Validation Programs – Optimizing Value in Model Risk GroupsVideoModel ValidationTimothy WillisOctober 25, 2018videomodel-validation
CECL modeling
RiskSpan VQI: Current Underwriting Standards – September 2018BlogCredit Analytics, Mortgage & Structured Finance MarketsRiskSpanOctober 11, 2018blogcredit-analytics mortgage-structured-finance-markets
CECL modeling
CRT Exposure to Hurricane MichaelBlogCredit AnalyticsRiskSpanOctober 10, 2018blogcredit-analytics
Analytics-as-a-Service - CECL Forecasting
Analytics-as-a-Service – CECL ForecastingVideoCredit AnalyticsRiskSpanOctober 9, 2018videocredit-analytics
RiskSpan Edge Platform API
RiskSpan Edge Platform APIVideoData GovernanceRiskSpanSeptember 28, 2018videodata-governance
credit analytics
CRT Deal Monitor: Understanding When Credit Becomes RiskyBlogAgency MBS, Credit AnalyticsRiskSpanSeptember 19, 2018blogagency-mbs credit-analytics
RiskSpan Adds Home Equity Conversion Mortgage Data to Edge Platform
RiskSpan Adds Home Equity Conversion Mortgage Data to Edge PlatformUncategorizedAgency MBSRiskSpanSeptember 12, 2018uncategorizedagency-mbs
Data-as-a-Service - Credit Risk Transfer Data
Data-as-a-Service – Credit Risk Transfer DataVideoCredit Analytics, Data GovernanceRiskSpanSeptember 6, 2018videocredit-analytics data-governance
RiskSpan to Offer Credit Risk Transfer Data Through Edge Platform
RiskSpan to Offer Credit Risk Transfer Data Through Edge PlatformUncategorizedCredit AnalyticsRiskSpanSeptember 6, 2018uncategorizedcredit-analytics
blog Big Companies Big Data
Big Companies; Big Data IssuesBlogData GovernanceGirish ManchapAugust 1, 2018blogdata-governance
Here Come the CECL Models: What Model Validators Need to Know
Here Come the CECL Models: What Model Validators Need to KnowBlogCredit Analytics, Model ValidationTimothy WillisJuly 23, 2018blogcredit-analytics model-validation
Do mortgages recover after a hurricane?
Houston Strong: Communities Recover from Hurricanes. Do Mortgages?BlogMortgage & Structured Finance MarketsAsa TenneyJuly 18, 2018blogmortgage-structured-finance-markets
From Main Street to King Abdullah Financial District: Lessons Learned in International Mortgage Finance
From Main Street to King Abdullah Financial District: Lessons Learned in International Mortgage FinanceBlogMortgage & Structured Finance MarketsMorgan SnyderJuly 12, 2018blogmortgage-structured-finance-markets
COVID-19 in the Cloud
MDM to the Rescue for Financial InstitutionsBlogData GovernanceGirish ManchapJuly 12, 2018blogdata-governance
COVID-19 in the Cloud
Making Data Dictionaries Beautiful Using Graph DatabasesBlogData GovernanceRiskSpanJune 12, 2018blogdata-governance
Man vs. Machine: The Prepayment Modeling Story
Man vs. Machine: The Prepayment Modeling StoryBlogInnovation and Alternative DataRiskSpanJune 11, 2018bloginnovation-and-alternative-data
credit analytics
LTV, Low and Slow — RS Edge AnalysisBlogAgency MBSDon BrownMay 14, 2018blogagency-mbs
CECL modeling
Augmenting Internal Loan Data to Comply with CECL and Boost ProfitBlogCredit AnalyticsDavid AndrukonisMay 8, 2018blogcredit-analytics
Applying Machine Learning to Conventional Model Validations
Applying Machine Learning to Conventional Model ValidationsBlogInnovation and Alternative Data, Model ValidationRiskSpanApril 23, 2018bloginnovation-and-alternative-data model-validation
Applying Model Validation Principles to Machine Learning Models
Applying Model Validation Principles to Machine Learning ModelsBlogInnovation and Alternative Data, Model ValidationRiskSpanApril 16, 2018bloginnovation-and-alternative-data model-validation
RiskSpan Director David Andrukonis Featured on The Purposeful Banker Podcast
RiskSpan Director David Andrukonis Featured on The Purposeful Banker PodcastReportsCredit AnalyticsPatrick DohertyApril 9, 2018reportscredit-analytics
CECL modeling
Choosing a CECL MethodologyBlogCredit AnalyticsDavid AndrukonisApril 3, 2018blogcredit-analytics
The Surging Reverse Mortgage Market
The Surging Reverse Mortgage MarketBlogMortgage & Structured Finance MarketsRiskSpanMarch 29, 2018blogmortgage-structured-finance-markets
Machine Learning Detects Model Validation Blind Spots
Machine Learning Detects Model Validation Blind SpotsBlogInnovation and Alternative Data, Model ValidationRiskSpanMarch 22, 2018bloginnovation-and-alternative-data model-validation
Permissioned Blockchains--A Quest for Consensus
Permissioned Blockchains–A Quest for ConsensusBlogInnovation and Alternative DataBernadette KoglerFebruary 14, 2018bloginnovation-and-alternative-data
A Brief Introduction to Agile Philosophy
A Brief Introduction to Agile PhilosophyBlogData GovernanceTimothy WillisFebruary 1, 2018blogdata-governance
CECL–Why Implement Now?BlogDavid AndrukonisJanuary 18, 2018blog
CECL modeling
Hands-On Machine Learning–Predicting Loan DelinquencyBlogCredit Analytics, Innovation and Alternative DataRiskSpanJanuary 11, 2018blogcredit-analytics innovation-and-alternative-data
Big Data in Small Dimensions: Machine Learning Methods for Data Visualization
Big Data in Small Dimensions: Machine Learning Methods for Data VisualizationBlogInnovation and Alternative DataRiskSpanDecember 19, 2017bloginnovation-and-alternative-data
data governance
How Buyouts Drive Ginnie Mae Prepayment SpeedsUncategorizedRS EdgeRiskSpanDecember 14, 2017uncategorizedrs-edge
Private-Label Securities – Technological Solutions to Information Asymmetry and Mistrust
Private-Label Securities – Technological Solutions to Information Asymmetry and MistrustBlogInnovation and Alternative DataTimothy WillisDecember 13, 2017bloginnovation-and-alternative-data
data governance
Back-Testing: Using RS Edge to Validate a Prepayment ModelBlogModel Validation, Prepayment AnalyticsRiskSpanDecember 7, 2017blogmodel-validation prepayment-analytics
data governance
Why Model Validation Does Not Eliminate Spreadsheet RiskBlogModel ValidationTimothy WillisNovember 29, 2017blogmodel-validation
Non-Qualified Mortgage Securitization MarketBlogRiskSpanNovember 21, 2017blog
COVID-19 in the Cloud
Tuning Machine Learning ModelsBlogInnovation and Alternative DataRiskSpanNovember 7, 2017bloginnovation-and-alternative-data
data governance
AML Models: Applying Model Validation Principles to Non-ModelsBlogModel ValidationTimothy WillisNovember 2, 2017blogmodel-validation
data governance
Machine Learning Model SelectionBlogModel ValidationRiskSpanOctober 31, 2017blogmodel-validation
data governance
End-User Computing Controls – Building an EUC InventoryBlogModel ValidationRiskSpanOctober 26, 2017blogmodel-validation
Evaluating Supervised and Unsupervised Learning Models
Evaluating Supervised and Unsupervised Learning ModelsBlogInnovation and Alternative DataRiskSpanOctober 25, 2017bloginnovation-and-alternative-data
CECL
Basel III Capital Requirements and CECLBlogCredit AnalyticsRiskSpanOctober 19, 2017blogcredit-analytics
CECL modeling
Feature Selection – Machine Learning MethodsBlogInnovation and Alternative DataRiskSpanOctober 12, 2017bloginnovation-and-alternative-data
Fed MBS Runoff Portends More Negative Vega for the Broader MarketBlogMortgage & Structured Finance MarketsRiskSpanOctober 10, 2017blogmortgage-structured-finance-markets
Refi Incentive vs CPR
What is an “S-Curve” and Does it Matter if it Varies by Servicer?BlogAgency MBSRiskSpanOctober 5, 2017blogagency-mbs
Reviving the Private-Label RMBS Market with Improvements to the Securitization ProcessUncategorizedRiskSpanOctober 3, 2017uncategorized
data governance
Validating Interest Rate ModelsBlogModel ValidationKuoping ZhangSeptember 21, 2017blogmodel-validation
data governance
AML Model Validation: Effective Process Verification Requires Thorough DocumentationBlogModel ValidationTimothy WillisSeptember 14, 2017blogmodel-validation
Machine Learning and Portfolio Performance Analysis
Machine Learning and Portfolio Performance AnalysisBlogInnovation and Alternative DataRiskSpanSeptember 12, 2017bloginnovation-and-alternative-data
Mortgage-Originator-Liquidity
Prepayment Speeds Analysis of Freddie Mac Specified PoolsBlogAgency MBSRiskSpanAugust 30, 2017blogagency-mbs
data governance
Mitigating EUC Risk Using Model Validation PrinciplesBlogModel ValidationRiskSpanAugust 10, 2017blogmodel-validation
The Non-Agency MBS Market: Re-Assessing Securitization Market ConditionsBlogMortgage & Structured Finance MarketsRiskSpanJuly 19, 2017blogmortgage-structured-finance-markets
Stress Testing Banks: DFAST/CCARBlogData Governance, Model ValidationRiskSpanMay 5, 2017blogdata-governance model-validation
RiskSpan in the Cloud
Advantages and Disadvantages of Open Source Data Modeling ToolsBlogData GovernanceRiskSpanApril 27, 2017blogdata-governance
Open Source Software for Mortgage Data Analysis
Open Source Software for Mortgage Data AnalysisBlogData GovernanceRiskSpanApril 5, 2017blogdata-governance
data governance
Balancing Internal and External Model Validation ResourcesBlogData Governance, Model ValidationRiskSpanMarch 15, 2017blogdata-governance model-validation
credit analytics
Credit Risk Transfer: Front End Execution – Why Does It Matter?BlogCredit AnalyticsRiskSpanFebruary 10, 2017blogcredit-analytics
Validating Model Inputs: How Much Is Enough?BlogRiskSpanDecember 15, 2016blog
data governance
Performance Testing: Benchmarking Vs. Back-TestingBlogModel ValidationRiskSpanNovember 17, 2016blogmodel-validation
The Real Reason Low Down Payment VA loans Don’t Default Like Comparable FHA Loans
The Real Reason Low Down Payment VA loans Don’t Default Like Comparable FHA LoansBlogMortgage & Structured Finance MarketsRiskSpanNovember 11, 2016blogmortgage-structured-finance-markets
data governance
4 Questions to Ask When Determining Model Validation ScopeBlogModel ValidationRiskSpanOctober 27, 2016blogmodel-validation
Single Family Rental Securitization Market
Single Family Rental Securitization MarketBlogMortgage & Structured Finance MarketsRiskSpanOctober 25, 2016blogmortgage-structured-finance-markets
CECL modeling
Sample Size Requirements for CECL ModelingBlogCECLRiskSpanOctober 19, 2016blogcecl
FHFA forbearance report
Mortgage Insurance and Loss Severity: Causes and Effects of Mortgage Insurance ShortfallsBlogMortgage & Structured Finance MarketsRiskSpanOctober 12, 2016blogmortgage-structured-finance-markets
CECL
What CECL Means To InvestorsBlogCECLRiskSpanSeptember 15, 2016blogcecl
data governance
Managing Model Risk and Model ValidationBlogModel ValidationRiskSpanSeptember 14, 2016blogmodel-validation
data governance
Preparing for Model Validation: Ideas for Model OwnersBlogModel ValidationRiskSpanMarch 23, 2016blogmodel-validation
credit analytics
New Capital Planning Expectations for Large Financial Institutions and What It Means For YouBlogMortgage & Structured Finance Markets, Operational RiskTimothy WillisFebruary 17, 2016blogmortgage-structured-finance-markets operational-risk
RDARR: Principles for Effective Risk Data Aggregation and Risk Reporting
RDARR: Principles for Effective Risk Data Aggregation and Risk ReportingBlogData GovernanceRiskSpanJanuary 26, 2016blogdata-governance
data governance
Vendor Model ValidationBlogModel ValidationRiskSpanOctober 15, 2015blogmodel-validation
data governance
Model Validation: Is This Spreadsheet a Model?BlogModel ValidationPatrick DohertyApril 13, 2015blogmodel-validation
data governance
Reducing the Cost of Model Validation ProgramsBlogModel ValidationRiskSpanSeptember 18, 2014blogmodel-validation

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