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The Deposit Modeling Advantage - Navigating a Post-Pandemic Environment

On-Demand Webinar (February 25, 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.

Most financial institutions have observed a surge in deposits since the onset of COVID-19 resulting in meaningful changes to risk profiles – increased liquidity and more favorable interest rate risk positions. The uncertain outlook of how these deposits will behave moving forward and the challenging decisions we have (e.g., should extend cash today, and how much) is putting pressure on risk managers. As a result, many risk management practitioners are reevaluating their approach to deposit modeling to better assess the impact on dependent downstream models including liquidity, interest rate risk, profitability, and product pricing.


Rapid advancements in technology, data storage, and analytics are now providing institutions with the means to use predictive analytics to leverage their deposit data to inform the stability of these deposits in relation to changing economic conditions.

 

Join Darling Consulting Group’s data scientists and risk management experts for this pragmatic webinar that will explore data management and deposit modeling approaches and lessons learned during COVID-19.

 

Hot topics we will address during this webinar include:

  • Quantitative approaches to beta, decay, average life, and volatile liabilities

  • Forecasting deposit behavior best practices

  • Case studies from DCG’s Deposits360°® Cross Institution Data Set

  • Beyond modeling: Forecasting use cases

  • Liquidity management best practices

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