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.

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Calculating VaR: A Review of Methods

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

Get the Guide

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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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.

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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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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.

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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.

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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.

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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.

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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

 

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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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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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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.

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Webinar: Entering The Decade of Data and Smart Analytics

Webinar: Data-as-a-Service

Prepare for the decade where data and analytics become the driving force behind successful investment management.

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Webinar: Credit Stress Testing Portfolio Exposure to COVID-19

Webinar: Fixed Income

Learn how experienced portfolio managers apply stress scenarios to unprecedented events.

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Modeling Techniques for Hard-to-Value Bonds

Webinar: Model and Data Governance

Learn from leading practitioners as they discuss how to model bonds whose market values do not reflect their underlying fundamentals.

Watch the Webinar

Estimating Credit Losses in the COVID-19 Pandemic

Webinar: Allowance

Business-as-usual macroeconomic scenarios that seemed sensible a few months ago are now obviously incorrect. Off-the-shelf models likely need enhancements. How can institutions adapt? 

Watch the Webinar

Case Studies

How a $250B Asset Manager Manages Market Risk

 

Market Risk Analytics Resources

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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

 

Assessing Data Readiness for the Risks of an Expanding Mortgage Portfolio

Case Study: Portfolio Analytics

Read how a client gained understanding of their security risks, control of their risk management process, and best practices for their staff.

Using RS Edge to Maximize Premium Execution
in Mortgage Originations

Case Study: Whole Loans

Optimizing Pre-Issue RMBS Buying Decisions
Using RS Edge
Case Study: Structured Finance

 

Collaborative Reports

FHFA 1Q2019 Prepayment Monitoring Report

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

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FHFA 2Q2019 Prepayment Monitoring Report

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

Download the Report

FHFA 3Q2019 Prepayment Monitoring Report

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

Download the Report