41st ANNUAL

Balance Sheet & Model Risk Management

CONFERENCE

June 2-3, 2025 | Boston, MA

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DCG Conference Sessions

Starting with a special pre-conference workshop and networking reception on the evening of Sunday June 1, the program continues over two days of education, peer exchange, and speakers. All times in ET. Click to download a printable PDF.

Data, Data, Data... The Ultimate Confidence Builder for Risk Assessment and Strategic Balance Sheet Management
A Special Pre-Conference Workshop hosted by DCG President & CEO Matt Pieniazek

Join Darling Consulting Group President & CEO Matt Pieniazek and senior members of the DCG team for an engaging and transformative workshop. Together, we’ll explore how your institution’s approach to customer data can become the critical factor that either propels or constrains your success.

With insights drawn from DCG’s extensive repository of real-life case studies and proprietary deposit and loan data sets, this session will empower you to enhance confidence in your institution’s balance sheet risk assessment processes and strategy development. While this is critically important on its own, it is also imperative that your institution be able to “tell its story” to a regulatory community that is more keenly focused on balance sheet risk management than perhaps ever before.

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

A Look Back: Lessons from Recent Missteps

The Cycle Repeats: How to Break the Pattern

Taking Ownership of Risk Measurement

Transforming Data into Actionable Insights

Forecasting Customer Behavior

The Ultimate Goal
The Critical Role of Alternative Deposit Markets in Prudent Liquidity Management

Managing the Increasing Role of Data in Decision Making

The Deposit Dichotomy

Commercial Real Estate

Hedging Strategies

Asset Generation: Supplementing Growth with Optimal Decisions Across Investments and Loans

Lending & ALCO

Balance Sheet Management Strategies in a Bear Flattening Rate Environment: Navigating Uncertainty with Clarity and Conviction

A Perspective on M&A: Independence or Joining Forces

Navigating Credit Risk in Uncertain Times

Live Deposit Case Studies: Leveraging Deposit Data and Analytics for Strategic Decision-Making

Credit Union Crossroads: Navigating the Intersection of Growth, Balance Sheet Risks, and Regulatory Scrutiny
Sustaining Confidence in IRR Model Performance

Ready, Set, Crisis Averted! Enhancing Liquidity Stress Testing and Crisis Management

Adapting ALM for Today’s Challenges: Expert Insights on IRR, Liquidity, and Multi-Risk Modeling Amid Economic Uncertainty and Regulatory Scrutiny

“Do these numbers look right?” Building your CECL Ongoing Monitoring Framework

Panel: Right-Sizing Model Risk Management

Talking to Machines: How ChatGPT Understands You (and Sometimes Doesn’t)

Adapting to Evolving Regulatory Expectations and Peer Practices in Model Risk Management

The Critical Role of Effective Challenge in Model Risk Management: Safeguarding Accuracy, Reliability, and Accountability

Risk, Rules, and Robots: The AI Era in Banking Compliance
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 for ALM

Registration is on the Lobby level. We look forward to seeing you!
Data, Data, Data... The Ultimate Confidence Builder for Risk Assessment and Strategic Balance Sheet Management
A Special Pre-Conference Workshop hosted by DCG President & CEO Matt Pieniazek

Join Darling Consulting Group President & CEO Matt Pieniazek and senior members of the DCG team for an engaging and transformative workshop. Together, we’ll explore how your institution’s approach to customer data can become the critical factor that either propels or constrains your success.

With insights drawn from DCG’s extensive repository of real-life case studies and proprietary deposit and loan data sets, this session will empower you to enhance confidence in your institution’s balance sheet risk assessment processes and strategy development. While this is critically important on its own, it is also imperative that your institution be able to “tell its story” to a regulatory community that is more keenly focused on balance sheet risk management than perhaps ever before.

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

What You'll Learn:

A Look Back: Lessons from Recent Missteps

The Cycle Repeats: How to Break the Pattern

Taking Ownership of Risk Measurement

Transforming Data into Actionable Insights

Forecasting Customer Behavior

The Ultimate Goal
Visit the Solutions Hub to test drive of our newest technology or speak with the consultants!
Enjoy the welcome reception overlooking Boston Harbor.

Registration is on the 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 2025 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: Keri Crooks & Ryan Gilles, DCG

Loan growth continues to be a top strategic discussion at financial institutions across the country in 2025, especially as liquidity challenges appear to have stabilized and margins have improved, bolstering capital. Despite the improvement in liquidity and capital profiles, the continued volatility in longer-term market rates, credit quality trends still showing signs of softening and examiners remaining acutely focused on credit stress, capital and asset concentrations, the lending arena will continue to face challenges in 2025. This session with Keri Crooks and Ryan Gilles from DCG will provide key takeaways to ensure that lenders and executive teams have the proper discussions throughout the year to make sure that they continue to implement lending strategies that optimize profitability and effective use of liquidity and capital.
Presenters: John Demeritt & Chase Ogden, DCG

There is weakness in the credit environment today. From autos and unsecured cards to office space, many institutions' portfolios are under pressure from higher delinquencies, defaults, and losses. This has contributed to a greater focus on credit risk management and forecasting for decision makers. However, the concentration of stress in relatively few types of lending also contributes to complacency for those institutions who are not faced with these current headwinds. In this session, DCG's John Demeritt and Chase Ogden will provide an update on current and expected credit conditions and introduce various strategies for estimating and managing credit risk.
Presenters: H.D. Barkett & Thomas Frick, IntraFi

Liquidity management realities have changed forever, including the blurring of activities considered to be operating vs. contingency management oriented. The role of highly reliable funding is more important than ever, including deposit related sources. Join IntraFi's H.D. Barkett and Thomas Frick as they share current perspectives and dynamics associated with the reciprocal and brokered deposit markets. This session will also share insights on the regulatory environment regarding the various deposit markets, including brokered.
Presenter: Mark Haberland, DCG

Model owners and operators play a crucial role in the reliability of the organization’s risk models. During this session, DCG's Mark Haberland will highlight the most common and impactful modeling and assumption challenges and provide practical advice on how to avoid or overcome model and process deficiencies. In addition, he will share his perspective on leading model management practices and underscore the benefits of good model stewardship and inspire ongoing confidence in your interest rate assessments and strategy.
Presenter: Kelly Brown, Patriot Financial Partners

The pool of banks and credit unions continues to recede for a variety of reasons, including the increasing costs associated with the business of banking and the accelerating need to broaden internal skillsets. Notwithstanding the many very real challenges facing community banking institutions, some continue to thrive by adding value to their institutions in ways that many others struggle. In this session, Kelly Brown from Patriot Financial Partners will look at the M&A environment through the lens of equity investors and explore the key drivers and detractors of value creation, which is critically important whether you strive to remain independent, acquire, or be acquired.
This dynamic discussion is dedicated entirely for you to interact with your peers.

Facilitated by Darling Consulting Group
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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: Jeff Reynolds & Jon Weiner, DCG

As the data technology available to community bankers’ advances, so does the thirst to use newly unlocked access to make better informed decisions with their balance sheet. This is particularly true as it relates to the core functions of deposit gathering and lending. While this can add tremendous value to the asset/liability committee’s work, it can also create a roadblock in the form of information overload and analysis paralysis. How can your organization ask better strategic questions and leverage data to proactively provide operational solutions?

Jonathon Weiner and Jeff Reynolds from DCG will discuss and present case studies to highlight best practices in approach and utilizing data analytics in the management of your balance sheet.
Presenters: Joe Kennerson & Billy Guthrie, DCG

The last two Fed easing cycles ended at 0%. This cycle feels different as the “higher for longer” sentiment is settling in. The good news is that the deposit game is getting easier as recent Fed easing has driven costs lower and growth higher. But how much more deposit relief can we expect if rates stay elevated? And what can we expect for growth trends as deposit competition remains fierce?

Join Joe Kennerson and Billy Guthrie from DCG for an in-depth session where they will share deposit strategies that balance growth and funding cost relief. They will also present DCG’s latest Deposits360°® data insights and forecast, along with proven strategies and real-world case studies to help you build a strong funding platform for the year ahead.
Presenter: Frank Farone, DCG

Notwithstanding much needed improvements in margins and earnings, credit unions are facing increased regulatory scrutiny and criticism of balance sheet risk management, particularly liquidity and interest rate risks. As regulators continue zeroing in on “value at risk" assessments (e.g. NEV SUP Test) and on-balance-sheet liquidity metrics, successfully executing growth strategies that serve member needs will necessitate appropriately managing vs. being managed by risk measurements…that need to be more barometer-like vs. on-off switches.

In this session, DCG's Frank Farone explores common regulatory concerns/criticisms, case examples, and practical strategies to defend risk management practices…adding confidence to your credit union’s ability to “tell its story” and execute its strategic plan.
Presenters: Chase Ogden, DCG; Sherita Graves, Texas Partners Bank; Ramona Anderson, Horizon Bank

In this session, DCG's Chase Ogden will moderate a panel discussion of your peers with Sherita Graves from Texas Partners Bank and Ramona Anderson from Horizon Bank. Implementing an MRM framework can be a challenging endeavor, from gaining institutional buy-in to having the right governance and structure. Listen in and ask questions of others who are making strides at their own organizations in advancing MRM principles and practices.
Lunch break!
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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 risk environment continues to be a challenge and is evolving. ALCOs need to think pragmatically about how to set up their interest rate risk programs, 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.
Presenters: Ryan Henley, Kevin Cavin, & Frazer Gieselmann, Stifel

In this session, Ryan Henley, Kevin Cavin, and Frazer Gieselmann from Stifel will provide unique insights to growing assets optimally, focusing on cross sector relative value within investments and loans. The presenters will each share perspectives on asset allocation, credit attribution, color regarding functionality of certain product’s markets, all leading to a better understanding of where and how to access asset growth to supplement organic production.
Presenters: Justin Bakst, DCG; John Kornacki, DCU; Steve Hebner, Centreville Bank

Navigating deposit data and analytics can be a challenge for many institutions, especially when finance and retail executive teams lack the time and resources to fully utilize advanced tools. In this session, DCG's Justin Bakst is joined by executives Steve Hebner from Centreville Bank and John Kornacki from Digital Federal Credit Union, who will share how their institutions use Deposits360°® to optimize deposit pricing, uncover data trends, manage deposit costs and liquidity, and plan for new product development. This session will offer actionable insights and a pragmatic discussion on leveraging Deposits360°® to drive better strategic decisions. Whether you’re already using Deposits360°® or simply looking to better understand how advanced analytics can inform smarter decisions, this session will provide valuable insights to elevate your risk management process and drive strategy.
Presenters: Mike Guglielmo, DCG; Chris Maclin, Empyrean; Marcus Cree, FIS; Alex Cannon, Moody’s

Join leading ALM model vendor experts, Chris Maclin from Empyrean, Marcus Cree from FIS, Jessica Rice from Moody's along with DCG's Mike Guglielmo as they explore how financial institutions are adapting their Asset and Liability Management (ALM) strategies to navigate today’s economic challenges and increasing regulatory scrutiny. Topics will cover evolving liquidity modeling, stress testing, and IRR management, with a focus on ensuring transparency, agility, and ongoing model accuracy and reliability. These experts will discuss the growing integration of third-party modeling solutions and the expanded role of ALM in credit risk, capital planning, and CECL. Additionally, the session will explore how emerging technologies like AI/ML, cloud computing, and advanced analytics are shaping the future of ALM. Gain practical insights on how to enhance model performance, ensure regulatory compliance, and maintain robust ALM practices in a rapidly changing landscape.
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Presenters: Todd Cuppia & Eri Panoti, Chatham Financial

Recent events have highlighted the important role that hedging strategies play in managing the uncertainty we encounter in volatile market environments. Using practical examples, this session will provide education and timely commentary on the plain vanilla hedging strategies being used by financial institutions to manage their interest rate risks. Todd Cuppia and Eri Panoti from Chatham Financial will focus on the best practices institutions should implement to ensure that economic, accounting, and regulatory risks are properly considered and communicated throughout the organization.
Presenters: Frank Farone & Steve Boselli, DCG

After suffering the pains from the longest duration inverted yield curve in history, a “bear steepener” has emerged reminiscent of 1995 when longer term rates rose at the same time the Fed was easing. This phenomenon presents both opportunities and challenges for financial institutions as it provides margin relief and higher earnings but also highlights the shiny red object of unrealized losses and potential regulatory and investor scrutiny. Higher long-term rates may dampen loan demand, raise funding costs and amplify risks to capital and liquidity to name just a few other challenges in 2025.

This session, led by DCG's industry experts Frank Farone and Steve Boselli, explores essential strategies to navigate the complexities of lending, investments, deposits, wholesale funding, capital management, and derivatives in the face of ongoing market volatility. Attendees will gain actionable insights to enhance ALCO discussions and align decision-making with their organization's objectives amidst uncertainty.
Presenter: Kelly Brown, Patriot Financial Partners

The pool of banks and credit unions continues to recede for a variety of reasons, including the increasing costs associated with the business of banking and the accelerating need to broaden internal skillsets. Notwithstanding the many very real challenges facing community banking institutions, some continue to thrive by adding value to their institutions in ways that many others struggle. In this session, Kelly Brown from Patriot Financial Partners will look at the M&A environment through the lens of equity investors and explore the key drivers and detractors of value creation, which is critically important whether you strive to remain independent, acquire, or be acquired.
Presenters: Chase Ogden & Joe Montalbano, DCG

Models are not always right! Mathematical and statistical approaches give us incredible insight but are sometimes limited by their structures or development data. CECL models in particular can be a challenge, given their recent adoption, short track records, and young ongoing monitoring processes. Are the models' outputs appropriate? Do they reflect all recent economic trends? Should they? When is a qualitative adjustment warranted?

In this session, DCG's Joe Montalbano and Chase Ogden will use CECL modeling to introduce how to build an effective ongoing performance monitoring framework.
Presenter: Sam Chen, DCG

Let’s face it: it’s now common for many to use ChatGPT to help get work done, whether they like to admit it or not. Have you ever wondered exactly how ChatGPT can take your question and give you a coherent—and hopefully correct—answer? In this session, DCG's Sam Chen will take you step-by-step through the basics of large language models (LLM) and help you understand how natural language generation really works. Learn about how this technology will help and hurt the banking industry, and how it will forever change how we do business and interact with customers.
H.D. Barkett & Thomas Frick, IntraFi

Liquidity management realities have changed forever, including the blurring of activities considered to be operating vs. contingency management oriented. The role of highly reliable funding is more important than ever, including deposit related sources. Join IntraFi's H.D. Barkett and Thomas Frick as they share current perspectives and dynamics associated with the reciprocal and brokered deposit markets. This session will also share insights on the regulatory environment regarding the various deposit markets, including brokered.
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: Patrick Ward & Joe Bona, DCG

The first portion of this popular two-part session, is led by DCG's Patrick Ward and Joe Bona. They will discuss strategy formulation and documentation, including such subjects as setting strategy objectives, determining potential risk/return trade-offs, and tracking results. This second portion of this two-part session culminates in a strategy session utilizing recent ALCO meeting case studies.
Presenters: Joe Kennerson & Billy Guthrie, DCG

The last two Fed easing cycles ended at 0%. This cycle feels different as the “higher for longer” sentiment is settling in. The good news is that the deposit game is getting easier as recent Fed easing has driven costs lower and growth higher. But how much more deposit relief can we expect if rates stay elevated? And what can we expect for growth trends as deposit competition remains fierce?

Join Joe Kennerson and Billy Guthrie from DCG for an in-depth session where they will share deposit strategies that balance growth and funding cost relief. They will also present DCG’s latest Deposits360°® data insights and forecast, along with proven strategies and real-world case studies to help you build a strong funding platform for the year ahead.
Presenters: Todd Cuppia & Eri Panoti, Chatham Financial

Recent events have highlighted the important role that hedging strategies play in managing the uncertainty we encounter in volatile market environments. Using practical examples, this session will provide education and timely commentary on the plain vanilla hedging strategies being used by financial institutions to manage their interest rate risks. Todd Cuppia and Eri Panoti from Chatham Financial will focus on the best practices institutions should implement to ensure that economic, accounting, and regulatory risks are properly considered and communicated throughout the organization.

Presenters: Ryan Henley, Kevin Cavin, & Frazer Gieselmann, Stifel

In this session, Ryan Henley, Kevin Cavin, and Frazer Gieselmann from Stifel will provide unique insights to growing assets optimally, focusing on cross sector relative value within investments and loans. The presenters will each share perspectives on asset allocation, credit attribution, color regarding functionality of certain product’s markets, all leading to a better understanding of where and how to access asset growth to supplement organic production.
Presenter: Mike Guglielmo, DCG

Effective challenge is a fundamental pillar of robust Model Risk Management (MRM), serving as a crucial safeguard to ensure that models are accurate, reliable, and in full alignment with regulatory and MRM standards. In this session, DCG's Mike Guglielmo will dive deep into the pivotal role that effective challenge plays across the entire model lifecycle—ranging from development and deployment to ongoing monitoring and validation. We’ll explore how continuously questioning data, assumptions, methodologies, and model outcomes helps to identify and mitigate potential risks, weaknesses, and biases. This rigorous process ensures that models remain resilient, transparent, and aligned with both business objectives and evolving risk management requirements.
Presenters: Mark Haberland & Tim Daniels, DCG

The session, led by DCG's Mark Haberland and Tim Daniels, delves into the crucial interconnectedness between liquidity risk monitoring, stress testing, contingency planning, and crisis execution. In addition to offering insights into the role liquidity stress testing can play with risk monitoring, this session will further explore leading approaches to contingency funding plan development. Gain practical skills and strategies for not just surviving but thriving in the face of financial crises and equip yourself with the tools for effective liquidity risk management and crisis execution.
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Presenters: Mike Carney, Vinny Clevenger, & Geof Kelly, DCG

This popular two-part session culminates in a strategy session utilizing recent ALCO meeting case studies. The second strategy-focused segment, led by DCG's Mike Carney, Vinny Clevenger, and Geof Kelly, will walk through how to “build strategies” such as 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: Jeff Reynolds & Jon Weiner, DCG

As the data technology available to community bankers’ advances, so does the thirst to use newly unlocked access to make better informed decisions with their balance sheet. This is particularly true as it relates to the core functions of deposit gathering and lending. While this can add tremendous value to the asset/liability committee’s work, it can also create a roadblock in the form of information overload and analysis paralysis. How can your organization ask better strategic questions and leverage data to proactively provide operational solutions?

Jonathon Weiner and Jeff Reynolds from DCG will discuss and present case studies to highlight best practices in approach and utilizing data analytics in the management of your balance sheet.
Presenters: Justin Bakst, DCG; John Kornacki, DCU; Steve Hebner, Centreville Bank

Navigating deposit data and analytics can be a challenge for many institutions, especially when finance and retail executive teams lack the time and resources to fully utilize advanced tools. In this session, DCG's Justin Bakst is joined by executives Steve Hebner from Centreville Bank and John Kornacki from Digital Federal Credit Union will share how their institutions use Deposits360°® to optimize deposit pricing, uncover data trends, manage deposit costs and liquidity, and plan for new product development. This session will offer actionable insights and a pragmatic discussion on leveraging Deposits360°® to drive better strategic decisions. Whether you’re already using Deposits360°® or simply looking to better understand how advanced analytics can inform smarter decisions, this session will provide valuable insights to elevate your risk management process and drive strategy.
Presenter: Aaron Jodka, Colliers

Aaron Jodka, Director of Research, U.S. Capital Markets at Colliers will discuss the current trends across the major asset classes, and explore where the markets are today, and where they are headed. This presentation will dive into fundamentals and drivers, with a particular focus on capital markets trends on both the debt and equity side of the ledger.

Presenters: Chase Ogden and Joe Montalbano, DCG

Models are not always right! Mathematical and statistical approaches give us incredible insight but are sometimes limited by their structures or development data. CECL models in particular can be a challenge, given their recent adoption, short track records, and young ongoing monitoring processes. Are the models' outputs appropriate? Do they reflect all recent economic trends? Should they? When is a qualitative adjustment warranted?

In this session, DCG's Joe Montalbano and Chase Ogden will use CECL modeling to introduce how to build an effective ongoing performance monitoring framework.
Lunch break!
Change the text and add your own content, including any information that is relevant to share.
Presenter: Mark Haberland, DCG

The dependence on models for managing risk within an institution has never been greater, nor has the complexity of the models utilized. Model Risk Management (MRM) framework will help you navigate the tradeoff between accepting model results and applying management judgement. DCG's Mark Haberland will provide practical examples for aligning your interest rate risk and liquidity modeling practices with regulatory MRM guidance.
Presenters: Keri Crooks & Ryan Gilles, DCG

Loan growth continues to be a top strategic discussion at financial institutions across the country in 2025, especially as liquidity challenges appear to have stabilized and margins have improved, bolstering capital. Despite the improvement in liquidity and capital profiles, the continued volatility in longer-term market rates, credit quality trends still showing signs of softening and examiners remaining acutely focused on credit stress, capital and asset concentrations, the lending arena will continue to face challenges in 2025. This session with Keri Crooks and Ryan Gilles from DCG will provide key takeaways to ensure that lenders and executive teams have the proper discussions throughout the year to make sure that they continue to implement lending strategies that optimize profitability and effective use of liquidity and capital.
Presenters: John Demeritt & Chase Ogden, DCG

There is weakness in the credit environment today. From autos and unsecured cards to office space, many institutions' portfolios are under pressure from higher delinquencies, defaults, and losses. This has contributed to a greater focus on credit risk management and forecasting for decision makers. However, the concentration of stress in relatively few types of lending also contributes to complacency for those institutions who are not faced with these current headwinds. In this session, John and Chase will provide an update on current and expected credit conditions and introduce various strategies for estimating and managing credit risk.
Presenter: Frank Farone, DCG

Notwithstanding much needed improvements in margins and earnings, credit unions are facing increased regulatory scrutiny and criticism of balance sheet risk management, particularly liquidity and interest rate risks. As regulators continue zeroing in on “value at risk" assessments (e.g. NEV SUP Test) and on-balance-sheet liquidity metrics, successfully executing growth strategies that serve member needs will necessitate appropriately managing vs. being managed by risk measurements…that need to be more barometer-like vs. on-off switches.

This session DCG's Frank Farone explores common regulatory concerns/criticisms, case examples, and practical strategies to defend risk management practices…adding confidence to your credit union’s ability to “tell its story” and execute its strategic plan.
Presenter: Sam Chen, DCG

Let’s face it: it’s now common for many to use ChatGPT to help get work done, whether they like to admit it or not. Have you ever wondered exactly how ChatGPT can take your question and give you a coherent—and hopefully correct—answer? In this session, DCG's Sam Chen will take you step-by-step through the basics of large language models (LLM) and help you understand how natural language generation really works. Learn about how this technology will help and hurt the banking industry, and how it will forever change how we do business and interact with customers.
Change the text and add your own content, including any information that is relevant to share.
Presenters: Frank Farone & Steve Boselli, DCG

After suffering the pains from the longest duration inverted yield curve in history, a “bear steepener” has emerged reminiscent of 1995 when longer term rates rose at the same time the Fed was easing. This phenomenon presents both opportunities and challenges for financial institutions as it provides margin relief and higher earnings but also highlights the shiny red object of unrealized losses and potential regulatory and investor scrutiny. Higher long-term rates may dampen loan demand, raise funding costs and amplify risks to capital and liquidity to name just a few other challenges in 2025.

This session, led by DCG's industry experts Frank Farone and Steve Boselli, explores essential strategies to navigate the complexities of lending, investments, deposits, wholesale funding, capital management, and derivatives in the face of ongoing market volatility. Attendees will gain actionable insights to enhance ALCO discussions and align decision-making with their organization's objectives amidst uncertainty.
Presenter: Mike Guglielmo, DCG

As regulatory scrutiny on model risk management continues to increase, financial institutions must stay ahead by adapting to both shifting regulatory expectations and evolving best practices within the industry. This session, led by DCG's Mike Guglielmo, will explore the latest areas of regulatory focus and highlight how leading institutions are refining their model validation, ongoing monitoring, governance, and documentation processes to meet these challenges. Attendees will gain valuable insights into how peer practices can inform and enhance their own model risk management strategies and will learn practical approaches for building a resilient framework that not only ensures compliance but also drives informed decision-making and positions institutions for future regulatory challenges.
Presenter: Sam Chen, DCG

We are navigating uncharted waters with AI adoption, as the technology continues to outgrow the existing regulatory framework. However, regulators are catching up with recent issuances of AI-related executive orders, joint statements, and legislation. In this session, led by DCG's Sam Chen, you will learn about the current AI regulatory landscape for the banking industry, the emerging AI risks at our institutions, and the practical ways we can overcome compliance challenges when using AI models. Are the robots going to take over one day? Maybe. But for now, let’s do what we can to stay in control of the AI risks at our banks and credit unions.
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 last year.

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