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.
Recorded Webinars
CECL: The Requirements & Your Choices for Credit Unions
Webinar: CECL
Joined by a FASB TRG member and tailored toward credit unions.
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
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
Case Studies
How a $250B Asset Manager Manages Market Risk
Market Risk Analytics Resources
How a $30 Billion Bank Automated Data Processing and Analytics
Data Management and Analytics Resources
How to Solve the Hardest Loan, Securities, and Insurance Data Problems
Data Management Resources
How a CCAR Bank Tackled Complex Model Validations
Model and Data Governance Resources
How a $2B Investment Manager Mined Unstructured Data
Market Color Analytics Resources
Mortgage Origination Data Analysis Tool
Tool: Mortgage Data
Slice and dice mortgage origination data to gain insight into recent trends.
