Resources

eBooks

Navigating the Challenges of CECL

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

Download the EBook

A Validator’s Guide to Model Risk Management

Ebook: Model Validation
Best practices for regulatory compliance.

Download the EBook

Machine Learning in Modeling Loan Data

eBook: Machine Learning
Implementing Machine Learning for Modeling Loan Data

Download the eBook

Machine Learning in Model Risk Management

eBook: Machine Learning
Implementing Machine Learning for Model Risk Management

Download the eBook

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.

Download the White Paper

Imputation and Analysis with Machine Learning

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

Download the White Paper

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

Webinar: Debt Securities Under CECL – Corporate And Municipal Bonds

Webinar: CECL

Actionable insights to help your institution’s CECL implementation around corporate and municipal bonds.

Watch Webinar

Model Risk Management: Managing Down Model Validation Costs

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

 

Watch the Webinar

Model Risk Management: Applying Model Validation Principles to AML Tools

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

Watch the Webinar

Webinar: CECL and AFS Securities Considerations for Insurance Companies

Webinar: CECL

Join S&P Global Market Intelligence and RiskSpan to explore simple best practices to drive your credit loss measurement implementation roadmap.

Download Webinar

Webinar: MGIC Perspectives on CECL – Presented by MGIC with RiskSpan

Webinar: CECL

Learn to quantify the impact of MI on CECL under a range of macroeconomic scenarios.

Download Webinar

Webinar: CECL Considerations For Community Banks – Presented by S&P Global Market Intelligence with RiskSpan

Webinar: CECL

Actionable insights on data, models, and technologies to help your institution’s CECL implementation.

Download Webinar

Webinar: Practical Approaches for Debt Securities Accounting

Webinar: CECL

Lessons learned from early CECL adopters and concrete, practical approaches to solve for HTM and AFS credit loss accounting.

Download Webinar

Basics of the Reference Rate Transition

Webinar: LIBOR
Upcoming changes and challenges with the switch away from LIBOR

Watch the Webinar 

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

Building and Running an Efficient Model Governance Program

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

 

Watch the Webinar

Machine Learning in Building a Prepayment Model

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

 

Watch the Webinar

Using Machine Learning in Whole Loan Data Prep

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

 

Watch the Webinar

Webinar: Managing Your Whole Loan Portfolio with Machine Learning

Webinar: CECL

Whole loan data meets predictive analytics. Ingest data, normalize data sets, improve data quality, analyze your historical data, and improve your predictive analytics.

Download 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

Read the Case Study

How a CCAR Bank Tackled Complex Model Validations

 

Model and Data Governance Resources

Read the Case Study

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

Collaborative Reports

FHFA 1Q2019 Prepayment Monitoring Report

Report: Market Risk Analytics 
FHFA quarterly report made with RiskSpan analytic assistance.

Download the Report