top of page

Registration is now open for our 40th Annual Conference! 

About Us
Data-Driven Solutions
Model Validation & MRM
Asset/Liability Management

Predicting the Unpredictable: DCG’s Lessons in Deposit Forecasting

On Demand Webinar (November 26, 2021)

Billy Guthrie

Deposit Consultant

Darling Consulting Group

Billy is a Deposit Consultant at Darling Consulting Group, working directly with financial institution executives to validate and better understand key deposit assumptions utilized in risk models. In addition to supporting core deposit study analyses, he also educates DCG’s client base on utilizing data analytics to support strategic deposit decisions through Deposits360°®, DCG’s proprietary tool.

Billy began his career with DCG in 2008 as a financial analyst. He is a graduate of the University of New Hampshire with a degree in finance and management.

Joe Kennerson

Managing Director

Darling Consulting Group

Joe is a Managing Director at Darling Consulting Group. In this capacity, he works directly with financial institutions by providing solutions for their asset liability management process in the areas of interest rate risk, liquidity risk management, ALM modeling, regulatory compliance and executive-level education. He is a frequent speaker and author and directly advises clients in all aspects of ALM.

Jonathon M. Weiner, PhD

Director, Data Science

Darling Consulting Group

Jonathon leads the DCG data science team, which provides industry-leading quantitative analytics and models to our banking clients. He has been a leading developer of lending, deposit, and real estate models for more than 14 years and is the author of “Modeling Prepayments and Defaults for MBS Valuation” in the definitive guidebook on the topic, “The Handbook of Mortgage-Backed Securities” (Fabozzi, 2016).

Prior to his current role, Jonathon led the development of the profitability models at LendUp from 2015 to 2018, spent two years before that launching a custom web-based mortgage analytics platform, and, from 2007 to 2013, managed the research and development group at LPS Applied Analytics (currently Black Knight Financial) where he was responsible for all development of the company's mortgage prepayment and default models, house price indices, and MBS valuation library. 

Jonathan earned his Ph.D. in physics at the University of California, Berkeley in 2002.

Darling Consulting Group is pleased to introduce our newest Forecasting Deposit Study. Please join us in this 75-minute session as we outline a solution to address the following uncertainties in deposit planning:

  • What is my current outlook for COVID deposit surge?

  • How will these deposits behave as rates rise?

  • Which deposits are more stable than others?

  • How rate-sensitive is my portfolio?

Answering these questions with any sense of certainty can be difficult. Incorporating these behavior patterns into interest rate risk and liquidity models is an ever-evolving process with more institutions seeking advanced methods to support average life, decay, surge, and beta assumptions. In response, Darling Consulting Group’s Deposits360°® team has created a forecasting model based on DCG’s cross-institution analysis, which includes over 2 billion individual deposit records, spanning two decades of rate cycles with 4,700 branches in 48 states. The webinar will focus on this new forecast model as we present a revamped strategic deposit study and use cases to support this interesting analysis.

bottom of page