Hypotheek Risico Checker

Hoe risicovol is uw hypotheek in vergelijking met die van andere huizenbezitters? De Nederlandse huizenmarkt lijkt zich geheel hersteld te hebben van de kredietcrisis. Volgens Calcasa zijn de huizenprijzen in…

Mortgage Loan Risk Checker

How risky is your mortgage in comparison to other homeowners? The Dutch housing market appears to be recovering from the credit crisis. According to Calcasa, property prices in the first…

IFRS 13 Residential Mortgage Valuation

IFRS 13 Residential Mortgage Valuation We determine a fair market value of Dutch Residential mortgages, in accordance with IFRS 13 using a loan level data provided by the originators. IFRS…

Certification ISAE 3402 type 1

Certification ISAE 3402 type 1 OSIS, has also decided to issue an ISAE statement by Ernst & Young Accountants LLP based on testing the implementation of September 2017. The objective…

Software Developer

Software Developer OSIS™ is looking for a full time Software Developer based at its office in The Hague. The Software developer will work in an innovative environment of a dynamic…

Quantitative Credit Analyst (senior)

Quantitative Credit Analyst (senior) OSIS™ is looking for a full time quantitative credit analyst based at its office in The Hague. The analyst will work in an innovative environment of…

Free Webinar 16th December 2015 – Fair Valuation of Mortgage Loans

European DataWarehouse (ED) would like to inform you of a free, upcoming webinar on “Valuation of Mortgage Loans based on Loan Level Data” held by the data analytics provider Open…
GeneralNewsRMBS Analysis

Dutch mortgage PD model

OSIS has developed a new Bayesian PD and LGD model for residential mortgages to estimate, benchmark and backtest PDs and LGDs in a fast, robust and dynamic framework. The model…

Data quality scores on 2015q3 loan level data of ED

Every quarter OSIS performs over a billion data quality calculations on the SME and RMBS data at the European Data Warehouse

Contract signed with Global Credit Data

OSIS has signed a contract with Global Credit Data, largest interbank database with bank loan loss statistics. Global Credit Data has 45 member banks in Europe, South-Africa, Australia, North-America and…
Asset Quality Review & Stress TestingNewsResearch

Paper by Burkhard Heppe about the level playing field during the EU wide stress test 2014

By reverse engineering the stress test models used in he EU Wide Stress Test 2014, we could compare the used sensitivities between countries. The were many differences but were they…
Asset Quality Review & Stress TestingNews

Presentation about the EU-wide stress test at Global Credit data (PECDC) in The Hague

Presentation by Jeroen Batema at the Global Credit Data on 15 December 2014. Global Credit Data - formerly know as the bank association called PECDC - is the largest international…
Asset Quality Review & Stress TestingNews

LoanPilot™ EU Stress Test Model Library

Today we announce a model library which answers everything a stress test modeller wanted to know about his peers but never dare to ask the supervisor. Right after the publication…

EU-wide stress test results

We have created a convenient interactive analysis of the 2014 EU-wide stress test results. It will provide you a deeper insight into the stress test results, in particular analysis of…
Asset Quality Review & Stress TestingNews

2014 EU – Wide Stress Test results

We have created a convenient interactive analysis of the 2014 EU-wide stress test results on our LoanCracker™ platform. It will provide you a deeper insight into the stress test results,…
NewsRMBS Analysis

RMBS analysis

Webinar on Modeling ABS Loan Level Data presented in cooperation with the European DataWarehouse on June 9, 2015 This video provides a 20min overview on the usefulness of European loan…

Round table discussion on Securitization at IACPM

On Tuesday 13 May, Jeroen Batema of OSIS will moderate the round table discussion on the IACPM conference in Amsterdam. The meeting will start at 3.30 PM CET at the…

Panel discussion on Loan Level Data Securitisation Event 2014 in Amsterdam

On 27 March Jeroen Batema from OSIS will moderate a panel discussion on ABS loan level data at the Securitisation Event 2014 in Amsterdam. The event takes place on Thursday…
IFRS9 & CECL modelingNews

What do economist know about bank capital?

Economists have helped to cause this crisis; what are their arguments to get out of it? There is much debate between bankers, politicians and economists whether capital buffers need to…

European Datawarehouse hires OSIS™ as its advisor on data quality improvement

The European Datawarehouse has hired OSIS™ as its advisor on data quality. The European Datawarehouse ("ED") collects loan level data from banks on securitised loans. Once the information is received…

5 steps to get to a good understanding about a banks credit risk

There is much quality difference between banks pillar 3 reports and many publishing banks ignore important CRD rules. In order to help bank analysts to interpret pillar 3 reports and…

First data quality analysis on the loans of European RMBS

Since end of 2012 European banks started to deliver their loan level data underlying European RMBS transactions based on requirements set by the Bank of England and the ECB. Five months…