Learn how to use Python User-Defined Functions in Snowflake SQL Using CPR computation for a pool of mortgage loans as an example, this six-minute tutorial succinctly demonstrates how to: Query

RiskSpan validates a diverse range of models, including many that have been developed by third-party vendors. Vendor models present unique implications when it comes to model risk management (MRM). In

Presenters Alex Fishbein Director, TD Securities Divas Sanwal Head of Modeling, RiskSpan Raj Dosaj Chief Revenue Officer, RiskSpan Recorded: Thursday, June 22 Accurately modeling the lock-in effect on housing turnover

When it comes to forecasting MSR performance and valuations, much is made of the interest rate environment, and rightly so. But other loan characteristics also play a role, particularly when

At the market highs, banks gorged themselves on assets, lending and loading their balance sheets in an era of cheap money and robust valuations. As asset prices drop, these same

Bias is real and we all have it – both men and women. It’s often hard to recognize, as bias is the result of cultural and societal norms that have

ARLINGTON, Va., March 23, 2023 – RiskSpan, a leading technology company and the most comprehensive source for data management and analytics for mortgage and structured products, has announced the addition

Much has been made of the Silicon Valley Bank saga, from the need for basic risk management (was there any, other than a trivial nod?) to the possibility of re-extending

The rapid decline of Silicon Valley Bank and Signature Bank affirms the strong need for daily interest rate risk measurement and hedging. All financial institutions should have well documented management