41st ANNUAL
Balance Sheet & Model Risk Management
CONFERENCE
June 2-3, 2025 | Boston, MA
Early registration discount until April 7
Save the date for our 40th Annual Conference!
Registration is on the Lobby level. We look forward to seeing you!
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.
Learn more about the pre-conference session!
The workshop is included in the conference fee, and is intended for institutions at all stages of their customer data journey.
Visit the Solutions Hub to test drive of our newest technology or speak with the consultants!
Enjoy the welcome reception overlooking Boston Harbor.
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Session description coming soon!
Model owners and operators play a crucial role in the reliability of the organization’s risk models. During this session, Mark and TBD 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, they will share their perspectives on leading model management practices and underscore the benefits of good model stewardship and inspire ongoing confidence in your interest rate assessments and strategy.
Session description coming soon!
Session description coming soon!
Session description coming soon!
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.
This dynamic discussion is dedicated entirely for you to interact with your peers.
Facilitated by Darling Consulting Group
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Session description coming soon
In this session, DCG Quantitative Consultant Chase Ogden will moderate a panel discussion of your peers. 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.
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 also can 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?
Session description coming soon!
Session description coming soon!
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Session description coming soon!
Session description coming soon!
In this session, the panel 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.
Session description coming soon!
Over the past two years of unprecedented liquidity stress across the industry, regulators have increased their expectations for liquidity risk management. As a result, community banking institutions are grappling with how conservative they should be in maintaining on-balance sheet liquidity and the extent to which they should rely on wholesale funding as a liquidity reserve.
In this session, Darnell Canada will be joined by Jonathan Fairall, Senior Capital Market Specialist for the NCUA and former FDIC Examiner, to debunk common misconceptions about regulatory expectations for cash liquidity, provide clarity on the appropriate use of wholesale funding, and share strategies for resolving conflicts with examiners.
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Session description coming soon!
Let’s face it: most of us have used ChatGPT to help us get work done, whether we 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, our experts 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.
Session description coming soon!
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 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.
Session description coming soon!
Session description coming soon!
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.
Chris Low from FHN Financial will conduct the Economic Forecast.
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Session desctiption coming soon!
In this session, the panel 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.
The session 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.
Session description coming soon!
Session description coming soon!
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 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.
Change the text and add your own content, including any information that is relevant to share.
Session description coming soon!
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 Quantitative Consultants Joe Montalbano and Chase Ogden will use CECL modeling to introduce how to build an effective ongoing performance monitoring framework.
Session description coming soon!
Session description coming soon!
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 also can 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?
Change the text and add your own content, including any information that is relevant to share.
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. Mark will provide practical examples for aligning your interest rate risk and liquidity modeling practices with regulatory MRM guidance.
Session description coming soon!
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.
Session description coming soon!
Session description coming soon!
Change the text and add your own content, including any information that is relevant to share.
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, 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.
Over the past two years of unprecedented liquidity stress across the industry, regulators have increased their expectations for liquidity risk management. As a result, community banking institutions are grappling with how conservative they should be in maintaining on-balance sheet liquidity and the extent to which they should rely on wholesale funding as a liquidity reserve.
In this session, Darnell Canada will be joined by Jonathan Fairall, Senior Capital Market Specialist for the NCUA and former FDIC Examiner, to debunk common misconceptions about regulatory expectations for cash liquidity, provide clarity on the appropriate use of wholesale funding, and share strategies for resolving conflicts with examiners.
Session description coming soon!
Session description coming soon!
The conference concludes. We hope you come away with new ideas and strategies to bring back to your institution.
Full 2025 DCG Conference Agenda - Coming Soon!
Starting with a special pre-conference program and networking reception on the evening of Sun June 1, the agenda continues over two days of education, peer exchange, and speakers. All times in ET.
Session details are coming soon.
Darling Consulting Group, Inc. is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors through its website: www.nasbaregistry.org.
Continuing Professional Education Information
Check out just a few of the highlights from last year.
