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Articles Tagged with: Feature Home

Executive Interview: Inside the OCC

Watch RiskSpan CEO Bernadette Kogler’s interview with Acting Comptroller of the Currency Brian Brooks.

They discuss many topics include the OCC’s Project REACh, machine learning models to expand the credit box, blockchain’s role in housing finance, and the expanding definition of a chartered institution.

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Workshop: Measuring and Visualizing Feature Impact & Machine Learning Model Materiality

Recorded: Oct. 28th | 1:00 p.m. EDT

RiskSpan CIO Suhrud Dagli, who discussed how ML is being incorporated into model risk management during our Sep. 30 webinar: Machine Learning in Model Validation, demonstrates in greater detail how machine learning can be used:

In input data validations,
To measure feature impact, and
To visualize how multiple features interact with each other

Suhrud Dagli

Co-Founder & Fintech Lead, RiskSpan

September 17 Webinar: Using Alternative Data to Widen the Credit Box

Recorded:
Sep. 17th | 1:00 p.m. EDT

RiskSpan’s Bernadette Kogler led a panel of industry experts in a review of the U.S. economy and how mortgage companies can employ alternative data to responsibly extend mortgage credit more broadly to current and potential homeowners.

Participants include

Bernadette Kogler, Co-Founder & CEO, RiskSpan
Amy Crews Cutts, President, AC Cutts and Associates
Janet Jozwik, Managing Director, RiskSpan
Laurie Goodman, Director, Housing Finance Policy Center, The Urban Institute

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September 30 Webinar: Machine Learning in Model Validation

Recorded: September 30th | 1:00 p.m. EDT

Join our panel of experts as they share their latest work using machine learning to identify and validate model inputs.

Suhrud Dagli, Co-Founder & Fintech Lead, RiskSpan
Jacob Kosoff, Head of Model Risk Management & Validation, Regions Bank
Nick Young, Head of Model Validation, RiskSpan
Sanjukta Dhar, Consulting Partner, Risk and Regulatory Compliance Strategic Initiative, TCS Canada

Featured Speakers

Suhrud Dagli

Co-Founder & Fintech Lead, RiskSpan

Jacob Kosoff

Head of Model Risk Management & Validation, Regions Bank

Nick Young

Head of Model Validation, RiskSpan

Sanjukta Dhar

Consulting Partner, Risk and Regulatory Compliance Strategic Initiative, Tata Consulting

August 12 Webinar: Good Models, Bad Scenarios? Delinquency, Forbearance, and COVID

Recorded: August 12th | 1:00 p.m. EDT

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?

Credit modelers don’t need to predict the future. They just need to forecast how borrowers are likely to respond to changing economic conditions. This requires robust datasets and insightful scenario building.

Let our panel of experts walk you through how they approach scenario building, including:

How mortgage delinquencies have traditionally tracked unemployment and how these assumptions may need to be altered when unemployment is concentrated in non-homeowning population segments.
The likely impacts of home purchases and HPI on credit performance.
Techniques for translating macroeconomic scenarios into prepayment and default vectors.