December 2 Workshop: Structured Data Extraction from Image with Google Document AI
Recorded: Dec. 2nd | 1:00 p.m. EDT
RiskSpan Director Steven Sun shares a procedural approach to tackling the difficulties of efficiently extracting structured data from images, scanned documents, and handwritten documents using Google’s latest Document AI Solution. This approach greatly improves:
- Effectiveness and accuracy of extracting data which will be otherwise difficult or impossible, and
- Automating and streamlining the process of feeding extracted data into a data analytic framework
Director, RiskSpan
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.
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
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
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
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.