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 & MRM
How Model Validators can use Machine Learning
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
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.
CECL: The Requirements & Your Choices for Small Banks
Webinar: CECL
Joined by a FASB TRG member and tailored toward small banks.
CECL: The Requirements & Your Choices for Large Banks
Webinar: CECL
Joined by a FASB TRG member and tailored toward large banks.
Model Risk Management: Managing Down Model Validation Costs
Webinar: MRM
Learn how to make 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
Building and Running an Efficient Model Governance Program
Webinar: MRM
Best Practices for building and running an MRM program
Case Studies
How a $250B Asset Manager Manages Market Risk
Market Risk Analytics
How a $30 Billion Bank Automated Data Processing and Analytics
Data Management and Analytics
How to Solve the Hardest Loan, Securities, and Insurance Data Problems
Data Management
How a CCAR Bank Tackled Complex Model Validations
Model and Data Governance
How a $2B Investment Manager Mined Unstructured Data
Market Color Analytics
Mortgage Origination Data Analysis Tool
Tool: Mortgage Data
Slice and dice mortgage origination data to gain insight into recent trends.
