42nd Annual

Balance Sheet & Model Risk Management

CONFERENCE

June 7-9, 2026 | Boston, MA

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2026 DCG Conference Sessions

Starting with a special pre-conference workshop and networking reception on the evening of Sunday June 7, the program continues over two days of education, peer exchange, and speakers.

Raising the Bar: What High-Performing Institutions Are Doing with Deposit and Loan Analytics

A Special Pre-Conference Workshop hosted by DCG President & CEO Matt Pieniazek

Customer behavior is a significant driver of both risk and opportunity for banks and credit unions of all sizes. Deposit stickiness, betas, migration, runoff, loan repricing, prepayment, utilization, and growth don’t happen in theory; they happen in portfolios every day.

In this pre-conference workshop, DCG President & CEO Matt Pieniazek and senior DCG leaders will guide attendees through a series of live case studies showing how banks and credit unions are transforming data and predictive models into actionable insights.

A direct view into DCG’s Deposits360°®, Loans360°®, and newest AI modules will reveal how institutions move from “what happened” to “what’s likely next” to “what to do now.” Attendees will see practical examples of deposit and loan forecasting, including how predictive analytics can anticipate deposit attrition and migration, loan prepayment and cash flow behavior, and the downstream impacts of loan modifications on earnings, liquidity, interest rate risk, and thus balance sheet management strategies.

This workshop is included in the conference fee and is intended for institutions at all stages of their data journey.
What You'll Learn:

Deposit and loan behavior patterns to monitor today, and what they signal and may predict about what’s coming next

Case studies using Deposits360° and Loans360° to improve forecasting accuracy and decision-making

How to forecast loan prepayment and cash flow behavior, and translate it into lending tactics and strategies

What to watch for in loan modifications and how they change behavior, risk profile, and performance

How DCG’s AI modules speed up analysis and decision-making, and what you can learn from our AI roadmap
Credit Trends in the Current Environment: What the Data Is Really Saying

Winning the Deposit Battle

Rethinking Lending Strategy in Today’s Environment

Balance Sheet Strategies 2026: Opportunities and Hidden Risks to Consider Now!

Deposit Aggregator

Interest Rate Hedging in Action: Practical Strategies and Best Practices

Trends Driving Commercial Real Estate in 2026 and Beyond

How Two Institutions Use Deposits360°® to Drive Deposit Strategy

M&A

Investment Portfolio Management at a Crossroads: Seeking Opportunities While Managing Risk

Unlocking Future Financial Products With Tokenized Deposits and Stablecoins
Effective Challenge in Action: Turning Validation into Strategic Value

Improve Your CECL Modeling Process

ALM Model Confidence: A Solid Foundation is Needed for Strategic Excellence

Liquidity Risk Management: Prepare for the Unexpected Through Flexibility and Testing

Core Tenets of Credit Risk and Capital Planning for Financial Risks

Testing Models' Alignment with Reality Through Performance Monitoring

ALM Panel: Adapting ALM for a Changing Risk Landscape

Credit Scorecard Development with Machine Learning
Risk/Return Trade-Offs & Current Issues in Balance Sheet Management

Measuring & Managing Liquidity

Measuring & Managing Interest Rate Risk

Developing & Documenting Balance Sheet Management Strategies

Balance Sheet Management Strategies Case Studies

Model Risk Management Essentials: A Framework to Strengthen Model Performance

Registration is on the Lobby level. We look forward to seeing you!
Raising the Bar: What High-Performing Institutions Are Doing with Deposit and Loan Analytics
A Special Pre-Conference Workshop hosted by DCG President & CEO Matt Pieniazek

Customer behavior is a significant driver of both risk and opportunity for banks and credit unions of all sizes. Deposit stickiness, betas, migration, runoff, loan repricing, prepayment, utilization, and growth don’t happen in theory; they happen in portfolios every day.

In this pre-conference workshop, DCG President & CEO Matt Pieniazek and senior DCG leaders will guide attendees through a series of live case studies showing how banks and credit unions are transforming data and predictive models into actionable insights.

A direct view into DCG’s Deposits360°®, Loans360°®, and newest AI modules will reveal how institutions move from “what happened” to “what’s likely next” to “what to do now.” Attendees will see practical examples of deposit and loan forecasting, including how predictive analytics can anticipate deposit attrition and migration, loan prepayment and cash flow behavior, and the downstream impacts of loan modifications on earnings, liquidity, interest rate risk, and thus balance sheet management strategies.

This workshop is included in the conference fee and is intended for institutions at all stages of their data journey.

What You'll Learn:

Deposit and loan behavior patterns to monitor today, and what they signal and may predict about what’s coming next

Case studies using Deposits360° and Loans360° to improve forecasting accuracy and decision-making

How to forecast loan prepayment and cash flow behavior, and translate it into lending tactics and strategies

What to watch for in loan modifications and how they change behavior, risk profile, and performance

How DCG’s AI modules speed up analysis and decision-making, and what you can learn from our AI roadmap.
Visit the Solutions Hub to test drive of our newest technology or speak with the consultants!
Enjoy our welcome reception in the Harborview Ballroom overlooking Boston Harbor.

Registration is on the lower lobby level. We look forward to seeing you!
Presenter: Matt Pieniazek, DCG

Hear from Matt about what's in store for attendees at DCG's 2026 Balance Sheet & Model Risk Management Conference.
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Presenter: Jeff Reynolds, DCG

This session, led by DCG's Jeff Reynolds, will be an introduction to balance sheet management issues and risk/return trade-offs. Subjects discussed will include fundamental banking concepts in perspective, sources of balance sheet risk, discussions of value versus income protection, regulatory perspectives on risk/return, and recent industry issues.
Presenters: Joe Kennerson & Billy Guthrie, DCG

The deposit momentum has shifted. Funding cost relief is accelerating as we get deeper into the Fed easing cycle. However, growth is well off the historical pace our industry has been used to, and liquidity levels continue to tighten. Thus, finding the critical balance of optimizing funding cost relief while protecting and growing deposits will be the paramount deposit strategy in 2026.

Join DCG’s Joe Kennerson and Billy Guthrie for a data-driven session designed to help unlock funding cost relief without compromising balance sheet stability.

In this session, we’ll cover:

Finding the Sweet Spot: Tactics to reduce funding costs while maintaining optimal liquidity levels.

Understanding Price Elasticity: Learn how depositors respond to pricing shifts and how to price more effectively.

Looking Inward: Where to identify depositors at risk and develop comeback campaigns.

Deposits360°® Live Case Studies: Real-world data insights on what’s working, what’s not, and the cost of deposit cannibalization.

Featuring actionable insights and proprietary analytics, this session is ideal for finance, treasury, and retail banking leaders seeking to fine-tune their 2026 deposit strategy.
Presenter: Larry Miele, Wells Fargo Advisors

The investment landscape is shifting. Range-bound interest rates, loan growth headwinds, emerging credit risks, and uncertainty surrounding the Federal Reserve’s next Chair are reshaping portfolio decision-making.

At the same time, increased investment cash flows and reduced unrealized portfolio losses are reopening strategic conversations. Pre-investment strategies are becoming more attractive amid a steeper yield curve and higher long-term rates. Discussions around loss trades have also resurfaced; while the math and underlying dynamics remain unchanged, a disciplined decision-making framework is critical to determining when and how these trades make sense.

With recent market lessons now in the rear-view mirror, thoughtful asset selection has never been more important.

This session, led by Wells Fargo’s Larry Miele, will provide a timely market update on investment portfolio realities and trends across traditional fixed-income sectors. He will also explore select non-traditional bond sectors increasingly finding their way into portfolios, evaluating the potential risk-reward trade-offs of each. Historical case studies will be reviewed to highlight practical applications and lessons learned.
Presenter: Shawn Main, Vantage Bank

This session, led by Shawn Main of Vantage Bank, provides a practical overview of stablecoins and tokenized deposits, explaining how they work, how they differ, and why they matter for institutions of all shapes and sizes. Participants will explore real-world use cases, regulatory and risk considerations, and emerging market trends, including implications (today and in the future) for payments, liquidity, and competition. The discussion highlights strategic questions that need to be asked as digital money and tokenized deposits gain traction across the financial system.
Presenters: Eric Poulin & John DiBitetto, DCG

Effective strategic decisions rely on a foundation of disciplined model management. This session, led by DCG’s Eric Poulin and John DiBitetto, explores how institutions can enhance confidence in ALM results through rigorous data review, effective assumption governance, meaningful sensitivity analysis, and continuous performance monitoring that keeps models aligned with changing market realities.
Presenters: Mike Guglielmo & Sam Chen, DCG

Model validations should do more than meet regulatory expectations; they should drive better business decisions. This session, led by DCG’s Mike Guglielmo and Sam Chen, explores how effective challenge, applied with the right balance of depth and insight, strengthens model credibility, sharpens management judgment, and supports a culture of sound, data-driven governance.
This dynamic discussion is dedicated entirely for you to interact with your peers.

Facilitated by Darling Consulting Group
Lunch break!
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Presenter: Mike Mitchell, DCG

Having a comprehensive liquidity process remains a primary focus for top performing institutions and regulators alike. Effective measurement and management of both operating and contingency liquidity is more important than ever as markets, customers, and technology continue to evolve. DCG's Mike Mitchell's session will discuss best practice approaches, as well as strategies for managing liquidity in uncertain economic environments.
Presenters: Steve Boselli & Frank Farone, DCG

The new year is beginning to look like nirvana for the banking industry with a steeper yield curve, higher long-term rates, notable cash flow and repricing of legacy loan production and investment maturities coming, deposit and wholesale funding rates falling, and numerous tailwinds from the new tax and spending policies. 2026 should be a record year for the industry, but not so fast. There are many hidden risks lurking in the wings, and, as the saying goes, “Things that never happened before, happen all the time!” Effectively managing through the new rate cycle and credit cycle all starts with getting your risk position right, listening to your balance sheet, and taking action at ALCO. This session, led by DCG’s Steve Boselli and Frank Farone, will focus on pointed strategies to consider today, regardless of your risk profile.
Presenter: Kelly Brown, Patriot Financial Partners

Session description coming soon!
Presenters: Todd Coppia & Eri Panoti, Chatham Financial

Market volatility has reinforced the critical role of hedging in managing interest rate uncertainty. This session uses practical, real-world examples to explore plain-vanilla hedging strategies commonly employed by financial institutions. Todd Cuppia and Eri Panoti of Chatham Financial will share best practices for designing and executing hedging programs that appropriately balance economic, accounting, and regulatory considerations—and ensure risks are clearly understood and communicated across the organization.
Presenters: Mike Guglielmo, DCG & Panel

Industry experts discuss how ALM modeling use and practices are evolving amid continued rate uncertainty and volatility, liquidity pressures, and changing regulatory expectations. Gain practical insights and fresh perspectives on managing multiple risks and driving stronger performance.
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Presenter: Zach Zoia, DCG

There has never been a more important time to gain a better understanding of your institution’s potential interest rate risk. From the lows of COVID times, to the quick run up in rates in 2022/23, and to the longest lasting yield curve inversion in modern history, managing constant changes in the interest rate risk environment continues to be a challenge and is evolving. While we may currently be in a falling rate cycle, ALCOs need to think pragmatically about how to set up their interest rate risk programs across an array of interest rate scenarios, and DCG's Zach Zoia will discuss these issues and others as they pertain to a best practice approach to modeling interest rate risk and making prudent decisions that will affect balance sheet performance now and in the future.
Presenter: Aaron Jodka, PwC

Lenders are back, with competition for deals increasing. Buyers and investors have been waiting for interest rates to fall, yet the 10-year Treasury hasn't cooperated. Mindsets are shifting from "Stay Alive to '25" to "Stay in the mix 'til '26." This session, led by Aaron Jodka of PwC will dive into the trends driving commercial real estate from both a lender and borrower perspective. Dynamics across asset classes vary, making market and allocation decisions paramount.
Presenters: Justin Bakst, DCG; Justin Bigham, Pathfinder Bank; Nicolas Patenaude, Kennebec Savings Bank

Most executive teams agree on the need for data-driven deposit strategies, but it’s often difficult to consistently connect data, pricing, liquidity, and product decisions in a way that’s simple enough to act on. This session brings together DCG’s Justin Bakst, Justin Bingham (CFO Pathfinder Bank), and Nicolas Patenaude (CFO Kennebec Savings Bank), to walk through how they use Deposits360°®, what they focus on and how they translate analytics into pricing decisions, risk assessments, deposit cost and liquidity management, and product planning. The goal is a pragmatic discussion focused on what’s working at real institutions, with actionable ideas that attendees can take back to their own teams regardless of where they are on their deposit analytics journey.
Presenter: Graham Hixon, KBW

Session description coming soon!
Presenter: Nathan Stovall, S&P Global

Session description coming soon!
Presenters: Tim Daniels & Eric Poulin, DCG

Liquidity pressures continue to challenge institutions of all sizes. In this session, DCG liquidity experts Tim Daniels and Eric Poulin highlight practical improvements in stress testing scenario design, assumptions, early warning frameworks, and table-top exercises to help institutions be best prepared and strengthen resilience, flexibility, and stakeholder confidence.
Back by popular demand, get your critical questions answered live by a panel of DCG consultants.

In this open-forum general session, hear from DCG consultants representing all practice areas:
• Balance sheet management for banks & credit unions
• Deposit/liquidity/loan analytics
• Quantitative analysis & CECL
• Model risk management / validation

Submit your most pressing questions in advance or ask them in real-time. This is a unique opportunity to address your institution’s specific concerns as well as learn more about what’s top of mind for your peers.
Network while you imbibe a beverage of choice, mocktails, and specially paired hors d’oeuvres.
Bring your appetite! Enjoy a traditional New England lobster bake dinner.

The registration desk is open and breakfast will be served.
Presenter: Chris Low, FHN Financial
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Presenters: Joe Bona, DCG

The first portion of this popular two-part session will be led by DCG's Joe Bona. He will discuss strategy formulation and documentation, including such subjects as setting strategy objectives, determining potential risk/return trade-offs, and tracking results. The second portion of this two-part session culminates in a strategy session utilizing recent ALCO meeting case studies.
Presenters: John Demeritt & Jon Weiner, DCG

For years, the industry braced for a major credit downturn. Now, the story is changing. Headline indicators look steadier, but beneath the surface, risk is shifting in uneven ways across portfolios, products, and geographies. In this data-forward session, DCG will use advanced analytics and real-world benchmarks to separate the noise, highlight emerging stress, examine the macro forces shaping credit today, and deliver a sector-by-sector outlook on what today’s trends could mean for credit performance. Join DCG’s John Demeritt and Jon Weiner as they discuss what banks and credit unions should watch for as conditions evolve in the quarters ahead.

Presenters: Joe Kennerson & Billy Guthrie, DCG

The deposit momentum has shifted. Funding cost relief is accelerating as we get deeper into the Fed easing cycle. However, growth is well off the historical pace our industry has been used to, and liquidity levels continue to tighten. Thus, finding the critical balance of optimizing funding cost relief while protecting and growing deposits will be the paramount deposit strategy in 2026.

Join DCG’s Joe Kennerson and Billy Guthrie for a data-driven session designed to help unlock funding cost relief without compromising balance sheet stability.

Presenter: Larry Miele, Wells Fargo Advisors

The investment landscape is shifting. Range-bound interest rates, loan growth headwinds, emerging credit risks, and uncertainty surrounding the Federal Reserve’s next Chair are reshaping portfolio decision-making.

At the same time, increased investment cash flows and reduced unrealized portfolio losses are reopening strategic conversations. Pre-investment strategies are becoming more attractive amid a steeper yield curve and higher long-term rates. Discussions around loss trades have also resurfaced; while the math and underlying dynamics remain unchanged, a disciplined decision-making framework is critical to determining when and how these trades make sense.

With recent market lessons now in the rear-view mirror, thoughtful asset selection has never been more important.
This session, led by Wells Fargo’s Larry Miele, will provide a timely market update on investment portfolio realities and trends across traditional fixed-income sectors. He will also explore select non-traditional bond sectors increasingly finding their way into portfolios, evaluating the potential risk-reward trade-offs of each. Historical case studies will be reviewed to highlight practical applications and lessons learned.
Presenters: Joe Montalbano & Chase Ogden, DCG

Assessment of credit risk has become a key element of capital optimization and strategic forecasting. Integrating credit performance (including credit and reserve stress testing) can improve balance sheet management and capital planning. Are capital levels optimized for the most likely economic expectations? Is capital sufficient if any significant economic stressors emerge?

This session, led by DCG’s Joe Montalbano and Chase Ogden, explores the basics of credit risk, effective techniques for modeling it, and how to utilize applications such as stress testing to enhance capital adequacy.
Presenter: Graham Hixon, KBW

Session description coming soon!
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Presenters: Vinny Clevenger, & Geof Kelly, DCG

This popular two-part session culminates in a strategy session utilizing recent ALCO meeting case studies. This second strategy-focused segment, led by DCG's Vinny Clevenger and Geof Kelly, will walk through how to thoughtfully “build strategies” incorporating lending, investments, deposits, alternative funding, the use of derivatives hedging instruments, and much more.

(Note: While helpful to attend Part 1, it is not a prerequisite.)
Presenters: Keri Crooks & Ryan Gilles, DCG

2025 was a transitional year for lending across banks and credit unions. The first half of the year was defined by uncertainty and volatility, driving caution among both borrowers and lenders. As the year progressed, volatility began to stabilize, longer-term rates settled a bit lower, the Federal Reserve cut rates by 75bp, and lending activity began to reaccelerate, fueling optimism heading into 2026.

At the same time, meaningful challenges persist. Competition on commercial pricing has intensified, credit quality continues to warrant close attention, housing affordability remains a constraint, and the prospect of further rate declines in 2026 could drive higher refinancing and modification activity, placing greater emphasis on disciplined growth to sustain margin improvements.

Presenter: Kelly Brown, Patriot Financial Partners

Session description coming soon!
Presenters: Aaron Jodka, PwC

Lenders are back, with competition for deals increasing. Buyers and investors have been waiting for interest rates to fall, yet the 10-year Treasury hasn't cooperated. Mindsets are shifting from "Stay Alive to '25" to "Stay in the mix 'til '26." This session, led by Aaron Jodka of PwC will dive into the trends driving commercial real estate from both a lender and borrower perspective. Dynamics across asset classes vary, making market and allocation decisions paramount.
Presenters: Brett Aitken & Joe Montalbano, DCG

Models are not always right! Quantitative approaches give us incredible insight but are sometimes limited by their structures, assumptions, or development data, only leading to more questions. Are the models' outputs accurate? Do they reflect all recent economic trends? Should they? When is a qualitative adjustment warranted? Blind spots can inconveniently emerge during uncertain economic times, but monitoring practices can highlight issues before they emerge.

This session, led by DCG’s Brett Aitken and Joe Montalbano, will cover the evolving state of ongoing monitoring for key risk models and review the most effective techniques for internal and black-box vendor models, including a look at DCG’s own CECL monitoring approach.
Lunch break!
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Presenter: Mark Haberland, DCG

At the culmination of the core session track, led by DCG’s Mark Haberland, you will learn how to build a framework to optimize model performance at your organization. Despite evolving regulatory focus, this session shares DCG’s proven practices for aligning governance, validation cadence, and documentation depth to actual risk. Through easy-to-understand examples of how to utilize resources you already have in place and strategic benefits for your institution, the myths that model risk management is overly complex, expensive, and unnecessary will be dispelled.
Presenters: Shawn Main, Vantage Bank

This session, led by Shawn Main of Vantage Bank, provides a practical overview of stablecoins and tokenized deposits, explaining how they work, how they differ, and why they matter for institutions of all shapes and sizes. Participants will explore real-world use cases, regulatory and risk considerations, and emerging market trends, including implications (today and in the future) for payments, liquidity, and competition. The discussion highlights strategic questions that need to be asked as digital money and tokenized deposits gain traction across the financial system.
Presenters: Justin Bakst, DCG; Justin Bigham, Pathfinder Bank; Nicolas Patenaude, Kennebec Savings Bank

Most executive teams agree on the need for data-driven deposit strategies, but it’s often difficult to consistently connect data, pricing, liquidity, and product decisions in a way that’s simple enough to act on. This session brings together DCG’s Justin Bakst, Justin Bingham (CFO Pathfinder Bank), and Nicolas Patenaude (CFO Kennebec Savings Bank), to walk through how they use Deposits360°®, what they focus on and how they translate analytics into pricing decisions, risk assessments, deposit cost and liquidity management, and product planning. The goal is a pragmatic discussion focused on what’s working at real institutions, with actionable ideas that attendees can take back to their own teams regardless of where they are on their deposit analytics journey.
Presenters: Nathan Stovall, S&P Global

Session description coming soon!
Presenter: Chase Ogden, DCG

How does your model respond to economic turning points? Are factors intuitive? Are statistical components significant and properly implemented? No two CECL models are identical, and not all are sound! This session, led by DCG’s Chase Ogden, uses DCG’s in-house CECL model and related credit solutions to address common model shortcomings to bring your CECL process to the next level.
Change the text and add your own content, including any information that is relevant to share.
Presenters: Keri Crooks & Ryan Gilles, DCG

2025 was a transitional year for lending across banks and credit unions. The first half of the year was defined by uncertainty and volatility, driving caution among both borrowers and lenders. As the year progressed, volatility began to stabilize, longer-term rates settled a bit lower, the Federal Reserve cut rates by 75bp, and lending activity began to reaccelerate, fueling optimism heading into 2026.

At the same time, meaningful challenges persist. Competition on commercial pricing has intensified, credit quality continues to warrant close attention, housing affordability remains a constraint, and the prospect of further rate declines in 2026 could drive higher refinancing and modification activity, placing greater emphasis on disciplined growth to sustain margin improvements.

In this session, DCG’s Keri Crooks and Ryan Gilles will examine the key market dynamics shaping lending today and outline the strategic priorities institutions must address to compete effectively in today’s rate environment. Attendees will gain practical insights on positioning their lending portfolios to drive sustainable growth, manage risk, and protect margins as the cycle continues to evolve.
Presenters: Steve Boselli & Frank Farone, DCG

The new year is beginning to look like nirvana for the banking industry with a steeper yield curve, higher long-term rates, notable cash flow and repricing of legacy loan production and investment maturities coming, deposit and wholesale funding rates falling, and numerous tailwinds from the new tax and spending policies. 2026 should be a record year for the industry, but not so fast. There are many hidden risks lurking in the wings, and, as the saying goes, “Things that never happened before, happen all the time!” Effectively managing through the new rate cycle and credit cycle all starts with getting your risk position right, listening to your balance sheet, and taking action at ALCO. This session, led by DCG’s Steve Boselli and Frank Farone, will focus on pointed strategies to consider today, regardless of your risk profile.
Presenters: Todd Coppia & Eri Panoti, Chatham Financial

Market volatility has reinforced the critical role of hedging in managing interest rate uncertainty. This session uses practical, real-world examples to explore plain-vanilla hedging strategies commonly employed by financial institutions. Todd Cuppia and Eri Panoti of Chatham Financial will share best practices for designing and executing hedging programs that appropriately balance economic, accounting, and regulatory considerations—and ensure risks are clearly understood and communicated across the organization.
Presenters: Chase Ogden & Hannah Glasrud, DCG

Managing risk and accurately assessing creditworthiness are crucial for responsible lending and regulatory compliance. This session, led by DCG’s Hannah Glasrud and Chase Ogden, will focus on XGBoost, a powerful machine learning algorithm that is transforming credit scorecard development. We’ll provide an executive-friendly overview of the model algorithm and how it identifies potential defaults. We will also discuss how model developers can optimize a model so that it balances risk and reward and enhances decision-making. Finally, we will cover ways to enhance model interpretability and to monitor ongoing performance.
The conference concludes. We hope you come away with new ideas and strategies to bring back to your institution.

Check out just a few of the highlights from past years.

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