Sign In
Get Started

Resources

Learn more with RiskSpan, a leader in data analytics and risk management. 
Join Our Newsletter

Featured

ImageTitleTypeTopicAuthorDatecategories_hfiltertags_hfilter
Chart of the Month: Not Just the Economy, Stupid -- Asset Demand Drives Prices
Chart of the Month: Not Just the Economy, Stupid — 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 24thEventData Governance, Innovation and Alternative DataRiskSpanJune 4, 2020eventdata-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
Webinar: Managing Your Whole Loan Portfolio with Machine Learning
Webinar: Managing Your Whole Loan Portfolio with Machine LearningWebinar RecordingCredit AnalyticsRiskSpanMay 28, 2020webinar-recordingcredit-analytics
What The FHFA’s Forbearance Announcement Means for Agency Prepayments
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
Estimating Credit Losses in the COVID-19 Pandemic
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
Modeling Delinquency Deluge
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
Modeling Credit and the Impact of COVID-19
Modeling Credit and the Impact of COVID-19BlogCOVID-19, Credit AnalyticsRiskSpanApril 2, 2020blogcovid-19 credit-analytics
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
Webinar: 2020 — Entering The Decade of Data & Smart Analytics
Webinar: 2020 — Entering The Decade of Data & Smart AnalyticsWebinar RecordingInnovation and Alternative Data, ValuationRiskSpanMarch 28, 2020webinar-recordinginnovation-and-alternative-data valuation
Webinar: Applying Model Validation Principles to Anti-Money Laundering Tools
Webinar: Applying Model Validation Principles to Anti-Money Laundering ToolsWebinar RecordingModel Validation, Operational RiskRiskSpanMarch 28, 2020webinar-recordingmodel-validation operational-risk
Webinar: Basics of the Reference Rate Transition
Webinar: Basics of the Reference Rate TransitionWebinar RecordingMortgage & Structured Finance MarketsRiskSpanMarch 28, 2020webinar-recordingmortgage-structured-finance-markets
Webinar: Building and Running an Efficient Model Governance Program
Webinar: Building and Running an Efficient Model Governance ProgramWebinar RecordingModel Validation, Operational RiskRiskSpanMarch 28, 2020webinar-recordingmodel-validation operational-risk
Webinar: CECL – The Requirements & Options For Credit Unions
Webinar: CECL – The Requirements & Options For Credit UnionsWebinar RecordingCredit AnalyticsRiskSpanMarch 28, 2020webinar-recordingcredit-analytics
Webinar: Credit Stress Testing Portfolio Exposure to COVID-19
Webinar: Credit Stress Testing Portfolio Exposure to COVID-19Webinar RecordingCredit AnalyticsRiskSpanMarch 28, 2020webinar-recordingcredit-analytics
Webinar: How Peers are Tackling CECL for Held-to-Maturity Securities
Webinar: How Peers are Tackling CECL for Held-to-Maturity SecuritiesWebinar RecordingCredit AnalyticsRiskSpanMarch 28, 2020webinar-recordingcredit-analytics
Webinar: Machine Learning in Building a Prepayment Model
Webinar: Machine Learning in Building a Prepayment ModelWebinar RecordingInnovation and Alternative Data, Prepayment AnalyticsRiskSpanMarch 28, 2020webinar-recordinginnovation-and-alternative-data prepayment-analytics
Webinar: Managing Down Model Validation Costs
Webinar: Managing Down Model Validation CostsWebinar RecordingModel Validation, Operational RiskRiskSpanMarch 28, 2020webinar-recordingmodel-validation operational-risk
Webinar:  Mortgage Insurance and CECL Presented by MGIC with RiskSpan
Webinar: Mortgage Insurance and CECL Presented by MGIC with RiskSpanWebinar RecordingCredit AnalyticsRiskSpanMarch 28, 2020webinar-recordingcredit-analytics
Webinar:  Practical Approaches for Debt Securities Accounting
Webinar: Practical Approaches for Debt Securities AccountingWebinar RecordingCredit AnalyticsRiskSpanMarch 28, 2020webinar-recordingcredit-analytics
Webinar: Using Machine Learning in Whole Loan Data Prep
Webinar: Using Machine Learning in Whole Loan Data PrepWebinar RecordingData Governance, Innovation and Alternative DataRiskSpanMarch 28, 2020webinar-recordingdata-governance innovation-and-alternative-data
Webinar: Estimating Credit Losses in the COVID-19 Pandemic
Webinar: Estimating Credit Losses in the COVID-19 PandemicWebinar RecordingCredit AnalyticsRiskSpanMarch 28, 2020webinar-recordingcredit-analytics
Webinar: Modeling Techniques for Hard-to-Value Bonds
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
RS Edge: Loan-level Delinquencies in GNMA Pools
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
RS Edge: S-curves Over Different Refi Cycles
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 2020NewsAgency MBS, Credit AnalyticsRiskSpanMarch 2, 2020newsagency-mbs credit-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 BoardNewsRiskSpanFebruary 21, 2020news
FHFA Prepayment Monitoring Reports are Powered by RS Edge
FHFA Prepayment Monitoring Reports are Powered by RS EdgeNewsAgency MBSRiskSpanFebruary 18, 2020newsagency-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
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 ThirdNewsTimothy WillisJanuary 14, 2020news
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 LabNewsRiskSpanJanuary 8, 2020news
RS Edge: WALA Ramps for Non-Bank Servicers
RS Edge: WALA Ramps for Non-Bank ServicersBlogAgency MBSDon BrownJanuary 3, 2020blogagency-mbs
RS Edge for Loans & Structured Products: A Data Driven Approach to Pre-Trade and Pricing  
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
Introducing: RS Edge for Loans and Structured Products
Introducing: RS Edge for Loans and Structured ProductsBlogCredit Analytics, Prepayment Analytics, ValuationRiskSpanOctober 22, 2019blogcredit-analytics prepayment-analytics valuation
EDGE: Revisiting WALA-ramps on FNMA Majors
EDGE: Revisiting WALA-ramps on FNMA MajorsBlogAgency MBSDon BrownOctober 8, 2019blogagency-mbs
Navigating the Impact of ASU 2016-13 on AFS Securities
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 MeetingNewsCredit AnalyticsRiskSpanJuly 10, 2019newscredit-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 NewsRiskSpanJune 13, 2019news
RiskSpan's Janet Jozwik Receives WHF's 40 Under 40 Award
RiskSpan’s Janet Jozwik Receives WHF’s 40 Under 40 AwardNewsRiskSpanJune 7, 2019news
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 PlatformNewsCredit Analytics, Prepayment Analytics, ValuationRiskSpanMay 20, 2019newscredit-analytics prepayment-analytics valuation
RiskSpan Credit Risk Transfer Solution
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 UpdateNewsCredit Analytics, Prepayment AnalyticsRiskSpanApril 16, 2019newscredit-analytics prepayment-analytics
RiskSpan VQI: Current Underwriting Standards - Quarter 1 2019
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
RiskSpan Edge & CRT Data
RiskSpan Edge & CRT DataBlogAgency MBS, Credit AnalyticsRiskSpanFebruary 13, 2019blogagency-mbs credit-analytics
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
Case Study: Loan-Level Capital Reporting Environment​
Case Study: Loan-Level Capital Reporting Environment​Case StudyData GovernanceRiskSpanJanuary 23, 2019case-studydata-governance
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
RiskSpan VQI: Current Underwriting Standards - Quarter 4 2018
RiskSpan VQI: Current Underwriting Standards – Quarter 4 2018BlogCredit AnalyticsRiskSpanJanuary 9, 2019blogcredit-analytics
Choosing a CECL Methodology | Doable, Defensible, Choices Amid the Clutter
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 IntelligenceNewsCredit AnalyticsRiskSpanDecember 5, 2018newscredit-analytics
RiskSpan Ranks in Chartis Research RiskTech 100 2019
RiskSpan Ranks in Chartis Research RiskTech 100 2019NewsRiskSpanNovember 27, 2018news
CECL: DCF vs. Non-DCF Allowance -- Myth and Reality
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
Model Validation Programs - Optimizing Value in Model Risk Groups
Model Validation Programs – Optimizing Value in Model Risk GroupsVideoModel ValidationTimothy WillisOctober 25, 2018videomodel-validation
RiskSpan VQI: Current Underwriting Standards - September 2018
RiskSpan VQI: Current Underwriting Standards – September 2018BlogCredit Analytics, Mortgage & Structured Finance MarketsRiskSpanOctober 11, 2018blogcredit-analytics mortgage-structured-finance-markets
CRT Exposure to Hurricane Michael
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
CRT Deal Monitor: Understanding When Credit Becomes Risky
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 PlatformNewsAgency MBSRiskSpanSeptember 12, 2018newsagency-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 PlatformNewsCredit AnalyticsRiskSpanSeptember 6, 2018newscredit-analytics
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
Man vs. Machine: The Prepayment Modeling Story
Man vs. Machine: The Prepayment Modeling StoryBlogInnovation and Alternative DataRiskSpanJune 11, 2018bloginnovation-and-alternative-data
LTV, Low and Slow -- RS Edge Analysis
LTV, Low and Slow — RS Edge AnalysisBlogAgency MBSDon BrownMay 14, 2018blogagency-mbs
Augmenting Internal Loan Data to Comply with CECL and Boost Profit
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
Choosing a CECL Methodology
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
CECL–Why Implement Now?BlogDavid AndrukonisJanuary 18, 2018blog
Hands-On Machine Learning--Predicting Loan Delinquency
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
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
Back-Testing: Using RS Edge to Validate a Prepayment Model
Back-Testing: Using RS Edge to Validate a Prepayment ModelBlogModel Validation, Prepayment AnalyticsRiskSpanDecember 7, 2017blogmodel-validation prepayment-analytics
Why Model Validation Does Not Eliminate Spreadsheet Risk
Why Model Validation Does Not Eliminate Spreadsheet RiskBlogModel ValidationTimothy WillisNovember 29, 2017blogmodel-validation
AML Models: Applying Model Validation Principles to Non-Models
AML Models: Applying Model Validation Principles to Non-ModelsBlogModel ValidationTimothy WillisNovember 2, 2017blogmodel-validation
Machine Learning Model Selection
Machine Learning Model SelectionBlogModel ValidationRiskSpanOctober 31, 2017blogmodel-validation
End-User Computing Controls – Building an EUC Inventory
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
Validating Interest Rate Models
Validating Interest Rate ModelsBlogModel ValidationKuoping ZhangSeptember 21, 2017blogmodel-validation
AML Model Validation: Effective Process Verification Requires Thorough Documentation
AML Model Validation: Effective Process Verification Requires Thorough DocumentationBlogModel ValidationTimothy WillisSeptember 14, 2017blogmodel-validation
Mitigating EUC Risk Using Model Validation Principles
Mitigating EUC Risk Using Model Validation PrinciplesBlogModel ValidationRiskSpanAugust 10, 2017blogmodel-validation
Validating Model Inputs: How Much Is Enough?BlogRiskSpanDecember 15, 2016blog
Performance Testing: Benchmarking Vs. Back-Testing
Performance Testing: Benchmarking Vs. Back-TestingBlogModel ValidationRiskSpanNovember 17, 2016blogmodel-validation
4 Questions to Ask When Determining Model Validation Scope
4 Questions to Ask When Determining Model Validation ScopeBlogModel ValidationRiskSpanOctober 27, 2016blogmodel-validation
Managing Model Risk and Model Validation
Managing Model Risk and Model ValidationBlogModel ValidationRiskSpanSeptember 14, 2016blogmodel-validation
Preparing for Model Validation: Ideas for Model Owners
Preparing for Model Validation: Ideas for Model OwnersBlogModel ValidationRiskSpanMarch 23, 2016blogmodel-validation
Vendor Model Validation
Vendor Model ValidationBlogModel ValidationRiskSpanOctober 15, 2015blogmodel-validation
Model Validation: Is This Spreadsheet a Model?
Model Validation: Is This Spreadsheet a Model?BlogModel ValidationPatrick DohertyApril 13, 2015blogmodel-validation
Reducing the Cost of Model Validation Programs
Reducing the Cost of Model Validation ProgramsBlogModel ValidationRiskSpanSeptember 18, 2014blogmodel-validation

   

Company

Products

Security & Compliance

Sign In
Get Started