Moody's Analytics Summit 2019

Making better decisions faster

november 3-5, 2019

|

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

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 inputs

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

Transforming to a Modern and Cohesive Risk Management Solution Set

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

  • The role of technology and automation in risk management
  • Risk management connectivity across an organization
  • Embracing change in a digital transformation.

Insights Into Digital Transformation

Join us for a panel discussion with financial institutions on their unique journey to automate decisions.

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.

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

Having achieved the longest expansion in history, what’s next for the US economy? 

In this session, we 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, we show how 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. 

We explore new techniques for developing scenarios incorporating structural changes due to automation, aging, and climate change along with the introduction of collaborative forecasting tools.

The Importance of Location Dynamics in the Assessment of Tenant Scoring and Risk Rating

Join Victor Calanog, the chief economist at Reis as he discusses incorporating new tools and insights into your commercial location risk ratings.

Dr. Calanog will discuss best practices, present real-world case studies, and share how to validate and build these tools into your risk rating process.

Digitally Transforming Your Commercial Lending Enterprise


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

12:15 PM - 1:45 pm

lunch

1:45 pM - 2:30 pM

Transparent and Interpretable Machine Learning in Risk Modeling

  • 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.

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.

Powering Your Early Warning Practice with Traditional & AI/Machine Learning Techniques

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

  • Portfolio management techniques for monitoring, benchmarking, and decision making.
  • Credit Sentiment Score Mechanics for advanced early warning to maximize the efficiency of risk measures.
  • Using reliable triggers for optimal decision making.

Who Are Your Customers?


The importance of a Reliable Data Set to Confirm Entity Identity.

2:30 pm - 3:00 pm

Break

3:00 PM - 4:00 PM

Peer Discussion Session

Topics to be announced.

Peer Discussion Session

Topics to be announced.

Peer Session Description

Topics to be announced.

Peer Discussion Session

Topics to be announced.

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

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?

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?

Beyond Compliance: Extending the Value of Risk and Finance Insights Strategically

As firms move ahead in meeting a variety of regulations, executives are looking for solutions that not just meet these requirements, but improve business processes. Join us to discuss:

  • Establishing a risk management vision and goals, both current and future state
  • The interconnectedness of Risk and Finance with regulatory and accounting rules driving convergence with the business of risk
  • The downstream benefits to efficiency in addressing regulatory and accounting changes

What's Your Location?

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

11:15 am - 11:45 am

break

11:45 AM - 12:30 pM

Mission Possible: Producing Defendable CECL Results With or Without Models

  • 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.

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.

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

Learn about the importance of a comprehensive and consistent risk rating process for CECL and Origination.

We'll also discuss driving business efficiency and a common risk management language across your organization.

Origination to Expected Credit Loss

Hear about ways to leverage the right data through the life of the loan.

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.

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.

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

We will be presenting 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.

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.

2:45 PM- 3:15 pm

Break

3:15 pM - 4:15 PM

Peer Discussion Session

More information coming soon

Peer Discussion Session

More information coming soon

Peer Discussion Session

More information coming soon

Peer Discussion Session

More information coming soon

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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