Resources

eBooks

Navigating the Challenges of CECL

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

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A Validator’s Guide to Model Risk Management

Ebook: Model Validation
Best practices for regulatory compliance.

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Machine Learning in Modeling Loan Data

eBook: Machine Learning
Implementing Machine Learning for Modeling Loan Data

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Machine Learning in Model Risk Management

eBook: Machine Learning
Implementing Machine Learning for Model Risk Management

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Open Source and Mortgage Data Modeling

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

Download the White Paper

Calculating VaR: A Review of Methods

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

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Imputation and Analysis with Machine Learning

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

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Prepayment Speeds and Issuance Characteristics

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

Download the Report

Recorded Webinars

CECL: The Requirements & Your Choices for Credit Unions

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

Watch the Webinar

CECL: The Requirements & Your Choices for Small Banks

Webinar: CECL
Joined by a FASB TRG member and tailored toward small banks.

Watch the Webinar

CECL: The Requirements & Your Choices for Large Banks

Webinar: CECL
Joined by a FASB TRG member and tailored toward large banks.

Watch the Webinar

Model Risk Management: Managing Down Model Validation Costs

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

 

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Model Risk Management: Applying Model Validation Principles to AML Tools

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

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Building and Running an Efficient Model Governance Program

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

 

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Using Machine Learning in Whole Loan Data Prep

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

 

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Machine Learning in Building a Prepayment Model

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

 

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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.

Watch the Webinar

Case Studies

How a $250B Asset Manager Manages Market Risk

 

Market Risk Analytics Resources

Read the Case Study

How a $30 Billion Bank Automated Data Processing and Analytics

 

Data Management and Analytics Resources

Read the Case Study

How to Solve the Hardest Loan, Securities, and Insurance Data Problems

 

Data Management Resources

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How a CCAR Bank Tackled Complex Model Validations

 

Model and Data Governance Resources

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How a $2B Investment Manager Mined Unstructured Data

 

Market Color Analytics Resources

Read the Case Study

Mortgage Origination Data Analysis Tool

Tool: Mortgage Data
Slice and dice mortgage origination data to gain insight into recent trends.

Access the Tool