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Register for our webinar on Managing Down Model Validation Costs, taking place on Wednesday, June 20th at 11:30am EST. 

Model Risk Management Conferences & Events Model and Data Governance

Most analysts estimate that for a given project well over half of the time is spent on collecting, transforming, and cleaning data in preparation for analysis. This task is generally regarded as...

Data Management Graph Databases

Prepayment modeling is an established art form with a well-known functional form. Though the exact model varies from institution to institution, the basic structure of the model has not changed...

Machine Learning Predictive Analytics

RiskSpan’s monthly analysis of agency issuance and prepayments revealed several interesting trends with the release of May factor data. Changes in prepayment speeds from April were mixed with...

MBS Edge Platform

The Vintage Quality Index continued to climb during April 2018--a reflection of rising debt-to-income ratios and falling credit scores--settling at 102.6

In 2015, RiskSpan introduced the Vintage...

Credit Risk Modeling Mortgage Markets Edge Platform

In agency MBS, the specified pool market prices high-LTV loans at a pay-up over TBA for the prepayment protection they offer. This relationship has been well established for both high-LTV purchase...

Edge Platform Capital Markets

The importance of sound internal data gathering practices cannot be understated. However, in light of the new CECL standard, many lending institutions have found themselves unable to meet the data...

CECL Data Management

Data is at the core of everything RiskSpan does—from model builds and validations to mining and visualization projects. Because all this work, to one degree or another, relies on data as its "raw...

Edge Platform Predictive Analytics

RiskSpan’s Benchmarking Tool includes the most recent monthly loan-level issuance data released by Fannie Mae and Freddie Mac (the GSEs), providing insights into the characteristics of mortgage...

Data Management Mortgage Markets Edge Platform

In addition to transforming the way in which financial institutions approach predictive modeling, machine learning techniques are beginning to find their way into how model validators assess...

Machine Learning Model Validation Model and Data Governance
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