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Chase Ogden
Quantitative Consultant
Darling Consulting Group
As a consultant with DCG’s Quantitative Risk Analysis and Strategy team, Chase brings over a decade of programming and modeling expertise. Chase provides a unique perspective of the entire analytics lifecycle, having served in a variety of roles from model developer to senior leader of enterprise-wide, cross functional analytics implementations.
As a practitioner at large and mid-sized financial institutions, Chase has experience in a wide array of modeling approaches, applications, and techniques, including: asset-liability models, pricing and profitability, capital models, credit risk and allowance models, operational risk models, deposit studies, prepayment models, branch site analytics, associate goals and incentives, customer attrition models, householding algorithms, and next-most-likely product association.
Chase is a graduate of the University of Mississippi and holds Master’s degrees in International Commerce Policy and Applied Statistics from George Mason University and the University of Alabama, respectively. A teacher at heart, Chase frequents as an adjunct instructor of mathematics and statistics.
John Demeritt
Managing Director
Darling Consulting Group
John is a Managing Director at Darling Consulting Group, working directly with financial institution executives to improve the effectiveness of their asset liability management (ALM) process. In this capacity, he provides insight and education in managing interest rate risk, liquidity risk, credit risk and capital. John also advises on regulatory compliance, stress testing, and contingency planning.
John began his career with DCG in 2006 as a financial analyst and currently manages DCG’s Risk Analyzer Plus product and Loan Credit Loss Model solution. John is a graduate of the University of Massachusetts with a degree in finance and marketing.
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 Managing Director John Demeritt and Quantitative Consultant Chase Ogden will provide an update on current and expected credit conditions and introduce various strategies for estimating and managing credit risk.