Building Bank Resiliency 2023 | Financial Managers Society (FMS) | 24 October 2023 | Webinar

As the initial panic has subsided, the focus now is on how to re-think and re-develop 2nd generation models that better reflect the changing banking landscape in which depositors are well-informed and empowered to quickly move their money with minimum friction. Banking regulators are increasingly shining a spotlight on deposits and subject modeling methodologies to higher levels of scrutiny. In this session Moody's will discuss thier thinking on the topic and how they are advising thier clients, focusing on the following primary themes:

• Refining segmentation, re-estimating parameters, benchmarking outcomes, and evaluating assumptions embedded in the existing deposit modeling approach as the immediate-term focus
• Demographic attributes, behavioral patterns, banking relationships, segment concentration, competitive landscape and macroeconomic forecasts as potential data elements to consider for 2nd gen model development
• Elevating deposits modeling from an exercise in regulatory compliance to a strategic tool that sets a common foundation for key decision-making across banking functions including risk, finance, and business development
• Role of robust data plans for anonymization, standardization, pre-processing, and gaps resolution in successfully overcoming common challenges in transitioning to 2nd gen models

2023 Speakers

PRESENTERS:

Prem Neupane
Americas Banking Advisory Services, Moody's

Ed Young
Federal Reserve, Moody's