Moody's Analytics Summit 2019

Making better decisions faster

november 3-5, 2019

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Scottsdale, AZ

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Conference Agenda

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11:00 Am - 7:00 Pm

Registration OPEN

11:30 Am - 3:45 Pm
PRE-CONFERENCE FORUM

CRE and C&I Scoring and Analytics Practitioner Forum:

Part I: Commercial Real Estate Portfolios: 11:30 AM - 1:30 PM

  • Commercial Real Estate Risk Assessment Challenges
  • Case Studies for Market Analysis, Pre-Qualification,  Risk Rating, Monitoring and Portfolio Management
  • Assessing properties with limited information and the benefits of the Commercial Location Score in pre-qualification and  risk assessment
  • Latest innovations and Moody’s Analytics CRE vision

Part II: Commercial & Industrial Portfolios 1:30 PM - 3:45 PM

  • Interactive discussion on credit risk life cycle, advantages of the connected risk management practices and common challenges
  • Interactive discussion on latest and future RiskCalc and CreditEdge road map innovations
  • Next generation of credit risk scoring based on information availability, repeatable and transparent tool kits that support model tailoring, monitoring, applicability and comparison.
  • Best Practices and techniques in early warning, portfolio monitoring  and bench marking
  • Effective use of credit sentiment and artificial intelligence (AI) to improve credit risk analysis for a variety of business applications
5:00 Pm - 6:00 Pm

FIRST-TIME ATTENDEE RECEPTION

6:00 PM - 9:00 PM

WELCOME RECEPTION & DINNER

6:00 am - 7:30 am

5k charity run/walk

  • Registration: 6:00 AM - 6:30 AM
  • 5K Charity Run/Walk: 6:30 AM - 7:30 AM
7:00 AM - 8:30 AM 

open breakfast

8:30 am - 9:00 am

WELCOME ADDRESS

9:00 am - 9:45 am

KEYNOTE ADDRESS: On a razor's edge

The U.S. and global economies are struggling under the weight of the U.S.-China trade war and a range of other geopolitical threats. Can the global economy avoid an economic recession?

Presented by: Mark Zandi, Chief Economist, Moody's Analytics

9:45 am - 10:15 am

Break

breakout sessions

streams

DATA & ANALYTICS

FINANCE & ACCOUNTING

RISK & CREDIT 2.0

ONBOARDING & ORIGINATION

10:15 AM - 11:00 aM

The CRE Equivalent of Zestimate: Combining Machine Learning and Spatial Modeling to Mine Big Data

With an increasing demand for faster and more objective estimates of fair market rent and pricing for commercial properties, this session will explore bringing the automated valuation model (AVM) to CRE, and will include:

  • How to leverage the vastly expanded availability of large data sets and highly developed machine learning algorithms.
  • Applying these new tools to allow for AVM models in the CRE space.
  • Using various modeling options to estimate location-specific market rents and prices with minimal required user.

Speakers:

Wenjing Wang, Moody's Analytics

Jun Chen, Moody's Analytics

Boom, Bust, Flat: Quantifying Recession and Expansion Risks with Scenarios

Having achieved the longest expansion in history, what’s next for the US economy?  ‍We will identify current downside – and upside – risks that could pull the economy into recession or propel it forward. 

We identify short, medium, and long-term risk factors and introduce a methodology for incorporating these risks into a globally consistent framework.  ‍While no model can forecast the future with certainty, scenarios with mathematically derived probability weights can manage these risks and lead to better, faster decisions.   ‍Applications for portfolio optimization, loan adjudication, stress testing, and accounting are discussed.

Speaker:

Cris deRitis, Moody's Analytics

Transforming to a Modern and Cohesive Risk Management Ecosystem

In this session, we'll discuss the evolution in Risk Management and key drivers, including:

  • The credit risk life cycle and the ideal state of a cohesive risk management architecture
  • The role of technology, data and  automation in risk management
  • What does it take to make better decisions faster?  Focus on new information or process efficiencies?
  • New and old challenges, embracing of change in digital transformation (cultural shift or movement)

Speakers:

Jimmy Agustin, Moody's Analytics

Katie Hysenbegasi, BNY Mellon

Making Better, Faster Decisions a Reality: Revolutionizing the Credit Decisioning Process Through Automation and Innovation

Banks around the globe are embracing their digital transformation journeys to improve business processes.  Complex projects with lengthy timelines are complicated by increased market competition.  The result: a challenging crossroads of determining how to slow down, only to speed back up again.
 
With all of the innovative strategies now being deployed, managing credit risk effectively while encouraging growth remains paramount. Please join our panel of experts to learn how leading financial institutions are using technology to balance speed, customer experience, risk management, and costs in the ever-evolving digital arena.

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Speakers:

Melissa Hogan, BBVA

Lisa Surber-Hager, Hager Advisory Group

Michael Schwartz, Moody's Analytics


11:00 am - 11:30 am

Break

11:30 AM - 12:15 pM

Loan Valuation and Credit Portfolio Management Post-IFRS 9 / CECL

  • RAROC and RORAC solutions that account for allowance and forward-looking IFRS 9 / CECL measures in return and risk.
  • Aligning credit portfolio metrics to maximize a bank’s valuation.
  • Assessing portfolio performance under alternative credit origination strategies using benchmarks.

Speakers:

Pierre Xu, Moody's Analytics

Amnon Levy, Moody's Analytics

State of the CRE Market

Hear views on the CRE market across multiple sectors based on the most current data and the potential implications to CECL analysis.

Speaker:

Victor Calanog, Moody's Analytics

Leveraging Artificial Intelligence & Big Data to Maximize Your Early Warning Practices

During this session, we will discuss new approaches to augment your early warning practice, including:

  • How leading institutions utilize data to monitor and benchmark their portfolio risk
  • Benefits of incorporating Credit Sentiment Scores into your risk management toolkit
  • When should you start to worry? Setting reliable trigger levels to avoid losses

Speaker:

Karina Z. Magnollay, PNC

Rama Sankisa, Moody's Analytics

Origination to Expected Credit Loss


We will explore new ways to leverage the right data through the life of the loan.

Speakers:

Anne Martinez, Southside Bank

Andy Follmer, Moody's Analytics

12:15 PM - 1:45 pm

lunch

1:45 pM - 2:30 pM

Transparent and Interpretable Machine Learning in Risk Modeling

Join the discussion, to include:

  • Constructing and applying ML techniques that are transparent and interpretable.
  • Examining variable contribution, the effect of inputs on outputs, and model distillation.
  • Leveraging a model-agnostic perspective.  
  • Demystifying and socializing chosen ML risk models.

Speaker:

Craig Peters, Moody's Analytics

CECL Adoption Journey: Trends and Surprises

Learn about one large bank's journey of adopting two credit loss standards and an analyst's view on how to make sense of the results.

Speakers:

Raymond Conover, Bank of America

Saul Martinez, UBS

Tech Disruption in CRE & The Evolution of Hyperlocal Analysis

Join Cristina Pieretti and Victor Calanog of REIS as they discuss how technology is disrupting CRE, and how hyperlocal analysis is evolving to augment traditional analysis of risk and opportunities.

The session will cover real-world case studies and how clients have been responding to disruptive trends and using hyperlocal data to address challenges.

Speakers:

Victor Calanog, Moody's Analytics

Cristina Pieretti, Moody's Analytics

Digitally Transform Your Commercial Lending Enterprise

We will explore new ways to use Artificial Intelligence and Machine Learning to speed-up the origination process.

Speaker:

Annie Choi, Moody's Analytics

2:30 pm - 3:00 pm

Break

3:00 PM - 4:00 PM

Peer Discussion Session

Topics to be announced.

Moderators:

Juan Licari, Moody's Analytics

Jing Zhang, Moody's Analytics

Peer Discussion Session

Topics to be announced.

Moderators:

Jacob Grotta, Moody's Analytics

David Little, Moody's Analytics

Peer Discussion Session: The Business of Risk

Moderators:

Mehna Raissi, Moody's Analytics

Ed Young, Moody's Analytics

Participant:

Arsa Oemar, MUFG Union Bank

Peer Discussion Session: Bringing Efficiency to the Underwriting World

Moderators:

John Baer, Moody's Analytics

Stephen Tulenko, Moody's Analytics

4:00 PM - 4:30 pm

closing remarks

6:00 PM - 10:00 pm

reception & dinner

7:00 am - 8:30 am

open breakfast

8:30 am - 9:00 am

welcome address

9:00 am - 10:00 am

keynote

10:00 am - 10:30 AM

Break

breakout sessions

streams

DATA & ANALYTICS

FINANCE & ACCOUNTING

RISK & CREDIT 2.0

ONBOARDING & ORIGINATION

10:30 AM - 11:15 aM

Expanding Roles of Artificial Intelligence and Machine Learning in Lending and Credit Risk Management

With every-expanding and improving AI and ML available, we'll examine several key questions:

  • Can a lending official make as good decisions faster and cheaper through AI?  
  • Will AI/ML refine existing processes? Or lead to completely new approaches? Or Both?
  • What is the promise? And what is the risk?

Speakers:

Swaroop Yalla, Bank of America

Douglas Dwyer, Moody's Analytics

Tony Hughes, Moody's Analytics

Ashit Talukder, Moody's Analytics

Incorporating CECL into Business as Usual

What else do you need to worry about after CECL adoption? What about forecasting of the CECL allowance account under different scenarios for stress testing and capital planning?

Speakers:

Brooks Brady, Zions Bancorp

Matthew Michel, Cadence Bank

Michael J. Szwejbka, US Bank

Alan Zhang, CIBC

Beyond Compliance - Extending the Value of Risk and Finance Insights Strategically for Your Organization

Join us to discuss:

  • Interconnectedness of Risk and Finance  with regulatory and accounting rules driving convergence with business goals.
  • Downstream efficiency benefits due to regulatory and accounting mandates.
  • Migrating from current state to and future risk management vision state.

What Should a Modern Credit Decisioning Platform do for Bankers and Their Customers?

Join us for a Fireside Chat to hear from practitioners who have implemented new systems to improve their credit decisioning systems.

Speakers:

Mark Medina, Zions Bank

Jill Coppersmith, Moody's Analytics

11:15 am - 11:45 am

break

11:45 AM - 12:30 pM

Mission Possible: Producing Defendable CECL Results With or Without Models

Learn more about how to:

  • Differentiate C&I, CRE, retail, and securities.
  • Choose approaches at the right level of flexibility and sophistication.
  • Apply model-free solutions based on historical internal or industry data.

Speakers:

Eric Bao, Moody's Analytics

Cris deRitis, Moody's Analytics

Yashan Wang, Moody's Analytics

Finance Transformation: Linking Origination, Portfolio Management, and Capital Planning Activities

The Finance function often looks for efficiencies across all banking silos to promote automation and reuse of bank IP across the loan lifecycle.

Learn how to use your investment into CECL for "up or out" portfolio management, client targeting, and deal structure improvement.

Speaker:

Christopher Stanley, TCF Bank

Strengthening your Dual Risk Rating Process for CECL Decision Making and Beyond

In this session we'll discuss:

  • The importance of a comprehensive and consistent risk rating process for CECL and Origination.
  • Driving business efficiency and a common risk management language across your organization.
  • Next Generation of credit Risk scoring based on information availability and the latest modeling techniques.
  • Repeatable and transparent tool kits to support Model tailoring, monitoring, applicability and comparison.

It's 2019, Do you Know Who Your Borrowers Are?

Technology and modern finance have enabled individuals and companies to become connected in complex ways. Key insights about the reputational risk of banking a customer are now buried inside tangled relationships that cross legal, company, and geographical borders. Join this session to learn:

  • Why it is increasingly challenging to understand reputational risk and why it is business critical that lenders screen for and monitor more than just credit risk.
  • The challenges of accurately matching borrowers to entity risk data and how industry leaders are tackling this problem.
  • How the web of connections among entities – especially through complex beneficial ownership structures – obscures underlying risks and how banks can uncover these relationships.

Speaker:

Danielle Ferry, Moody's Analytics

12:30 Pm - 2:00 PM

LUNCH

2:00 pM - 2:45 pM

Transmission of Economic and Financial Shock: Getting Prepared for the Next Downturn or Crisis

We will examine past histories of recessions and crises to identify hidden vulnerabilities and weak links in the economy and financial system.

We'll also discuss ways to quantify correlated risk and contagion, as well as prepare for the next downturn or crisis.

Speakers:

Zhong Zhuang, Moody's Analytics

Jing Zhang, Moody's Analytics

Financial Statements Stories: What Do They Tell?

Is a financial statement decision useful? Is it informative enough to make a loan, acquire a company, increase a limit or move a borrower to work out?

The quality of financial statements is a concern for all firms, especially as the demand for faster and more accurate due diligence grows. In this session we'll discuss new approaches to managing these emerging issues:

  • The advancement of  techniques for automating the capturing of financial statement information.
  • Using Machine Learning to assess the quality of financial statements in terms of parity, completeness, and typicality relative to comparable firms.
  • Identifying the suspect parts of a financial statement through ML.
  • Using AI to read notes and explanatory paragraphs to identify potential problem.

Speakers:

Douglas Dwyer, Moody's Analytics

Janet Zhao, Moody's Analytics

The Risk Management Impact of Climate Change & Environmental, Social, & Governance Risk (ESG)

This session will include:

  • An overview of Moody's Analytics Climate Change Scenarios and Impact to Risk Management and discuss:
  • Climate change and its increasing economic toll on businesses in different sectors of the economy.
  • How to operationalize the response to climate change risk, given stakeholder need.
  • The linkage between environmental risk and other ESG risk factors to security returns and measures of credit risk.

Speaker:

Michael Denton, Moody's Analytics

Cris DeRitis, Moody's Analytics

What's Your Location?

Learn how financial institutions can use new data forms to digitally transform their commercial real estate underwriting.

Speaker:

Chris Henkel, Moody's Analytics

2:45 PM- 3:15 pm

Break

3:15 pM - 4:15 PM

Peer Discussion Session

Topics to be announced

Moderators:

Juan Licari, Moody's Analytics

Jing Zhang, Moody's Analytics

Peer Discussion Session

Topics to be announced

Moderators:

Jacob Grotta, Moody's Analytics

David Little, Moody's Analytics

Peer Discussion Session: The Business of Risk

Moderators:

Mehna Raissi, Moody's Analytics

Ed Young, Moody's Analytics

Participant:

Arsa Oemar, MUFG Union Bank

Peer Discussion Session: Bringing Efficiency to the Underwriting World

Moderators:

John Baer, Moody's Analytics

Stephen Tulenko, Moody's Analytics

4:15 Pm - 5:00 PM

CLOSING PLENARY

5:00 Pm - 8:00 PM

CLOSING RECEPTION & DINNER

9:00 AM - 12:00 PM

POST-CONFERENCE FORUM

  • Credit Assessment and Origination Forum
Top of Agenda

PATRICIA FROEhLICH
212.553.3646

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