ALM & Liquidity Model Performance Management in Challenging Times

December 15, 2022 2:00 ET

Michael Guglielmo

Managing Director

Darling Consulting Group

With over 30 years of experience in strategic risk management, Mike Guglielmo has provided technical and strategic consulting to a diverse group of financial institutions. Mike is also a frequent author and top-rated speaker on a variety of financial and operational risk management topics and serves as Finance Council Chairman and board member for the Financial Managers Society and as a faculty member of the Association for Management Information in Financial Services (AMIfs) Institute.


During his tenure at DCG, Mike has served in various capacities, including director of financial analytics. In addition, he is a technical resource for the ongoing development of many of DCG's quantitative and strategic risk management products and services. Prior to joining DCG, Mike managed the ALCO and strategic planning processes for a regional bank in the northeast. Mike is a graduate of Fairfield University with a degree in economics.

With the recent precipitous rise in interest rates, inflation, and other economic challenges, interest rate and liquidity risk models and their underlying assumptions are under pressure and increased regulatory scrutiny.


During this session on December 15th at 2:00 PM ET, veteran ALM and liquidity risk modeling expert Mike Guglielmo will focus on today’s most meaningful modeling and assumption challenges, with a focus on how to address them successfully. Session participants will also learn how to inspire ongoing stakeholder confidence in your institution’s interest rate and liquidity risk assessments and strategy.


Agenda highlights:

  • Elevated regulatory concerns and criticisms (and how to best prepare for an upcoming review)

  • Trends and best practices in assumption modeling, management, and support

  • Leading approaches to ALM and liquidity model performance monitoring and backtesting

  • How to inspire confidence with your ALCO, Board, model risk/audit – and avoid regulatory scrutiny


Please forward this invitation to your team. We look forward to you joining us at this free, CPE credit-eligible webinar.