Model and Data Governance

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A Pragmatic Model Risk Management Partner

SMEs, quants, and tools to support your model governance program

RiskSpan’s model governance analysts, managers, and subject matter experts have been validating models for well over a decade.

We know what works and what doesn’t when it comes to devising effective challenges, evaluating conceptual soundness, verifying data sources and process, and constructing benchmarking, back-testing, outcomes analyses, and sensitivity testing.

  • QRM
  • Polypaths
  • Algorithmics
  • Relative Value Analysis (RVA) and Bond Caller
  • Net Charge-off Stress-Test Forecasting Model (DFAST)
  • Tier 1 Capital Stress-Test Forecasting Model (DFAST)
  • Proprietary Allowance for Loan and Lease Loss Reserves
  • Proprietary bank financial forecast
  • Intex
  • Liquidity Forecasting and Stress Test
  • The Yield Book

  • ALMeter
  • FiServ Sendero

  • RMBS
  • CMBS
  • Servicer Advance
  • Single-Family Rental

  • Blackrock (MBS Agency pricing)
  • Proprietary non-Agency MBS and mortgage loan model
  • MPP pricing (FHLBs)
  • MIAC (Residential mortgage pricing)
  • DebtX (Commercial RE loans)
  • CompassPoint
  • Proprietary options pricing

  • OTTI Models (LP Risk Model)
  • Proprietary counterparty credit scoring
  • Consumer Loss Forecast (Home Equity Loans)

  • Loss Mitigation Waterfall Model
  • Verint Staffing Level Forecasting Model

  • Value at Risk (VaR)
  • MSR Stochastic Risk Model
  • Servicing Rights Valuation Model
  • Delinquency, default, prepayment, and severity model
  • Business unit forecasting model for CCAR stress testing for top ten commercial bank
  • Interest rate forecast model for mortgage TBA profiles
  • Primary/secondary mortgage spread model
  • Product mix model for certificates of deposit
  • Operational Risk Forecast Model
  • Home Equity default and loss forecasting model

Comprehensive Model Validations

Full- and Limited-Scope

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Conceptual Soundness

Expert in evaluating and assessing model design, input assumptions, data quality and sufficiency, and developmental evidence.

Process Verification

Practiced in reverse engineering modeling processes, ensuring models operate as intended, and applying benchmarking methods.

Outcomes Analysis

Specialized in determining and applying the most suitable statistical evaluation metrics for robust, defensible back-testing.

Data Governance

Trust your data

Data governance processes support a new culture in the industry around accountability for data quality and availability.

RiskSpan’s team of model and data experts can help you and your team ensure that the data assets that drive your models and forecasts have integrity, are appropriately available, usable, and secure.

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Asset Valuation

Data Governance Experts

Data Lineage

RiskSpan has partnered with industry-leading providers to harness technical solutions for data lineage.

Master Data Management

RiskSpan has mastered the best practices around MDM working with disparate data sources. With ever increasing regulatory and compliance needs for financial institutions it’s important to have a single view of the client reference data.

Data Quality

RiskSpan’s experience working with raw data from financial institutions helps us to ensure your data is of the highest quality for downstream or any other analytical application usage.

Model Inventory Made Simple

Customizable Model Risk Management Software

RiskSpan’s Model Risk Management Module facilitates planning activities and stores model documentation and validation reports in a simple, clean, and easy-to-use interface.

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