Moody's Analytics Summit 2019

Making better decisions faster

november 3-5, 2019

|

Scottsdale, AZ

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 & Analytics Practitioner Forum:

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

  • Overview of the credit life cycle challenges, latest CMM innovations and Moody’s Analytics CRE vision
  • Updates on the next generation of CRE Scoring, new factors and data collection considerations
  • Preparing for a CRE downturn, default case-studies and portfolio monitoring techniques
  • Overview of CRE markets, identifying markets that are at risk or may outperform
  • Valuable insights on the use of data and technology to make better investment and risk monitoring decisions
  • Lessons learned from CECL implementations and implications

Part II: Commercial & Industrial Practitioner Forum 1:45 PM - 3:45 PM

  • Overview of common credit risk management practices, challenges and ongoing innovations in RiskCalc and CreditEdge
  • Update on the next generation of credit risk scoring based on information availability, repeatable and transparent tool kits that support model tailoring, monitoring, applicability and comparison
  • Discussion on traditional and alternative approaches for risk scoring for small, middle and large companies
  • Effective use of credit sentiment and artificial intelligence (AI) to improve credit risk analysis for a variety of business applications
  • Preparing for a turn in the credit cycle - credit markets today and beyond
  • Efficient portfolio management techniques: a hands on example of applying early warning framework to predict increasing credit risk

Feel free to join us for Part I, II or both. Lunch and refreshments will be available during this event.

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

Presented by: Stephen Tulenko, President, Moody's Analytics

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

networking Break

9:45 am - 10:15 am

I-Zone Open

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:

Jun Chen, Moody's Analytics

Mikael Nyberg, Moody's Analytics

Wenjing Wang, Moody's Analytics

CRE

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

big picture

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

Duangporn Aphiraksatyakul, Bank of America

Katie Hysenbegasi, BNY Mellon

transformation

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.

.

Speakers:

Melissa Hogan, BBVA

Lisa Surber-Hager, Hager Advisory Group

Michael Schwartz, Moody's Analytics

Robin Stewart, BMO


transformation
11:00 am - 11:30 am

Break

11:00 am - 11:30 am

I-zone open

11:30 AM - 12:15 pM

Transmission of Economic and Financial Shocks: 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

big picture

Economic Cycles and Property Performance: Risks and Opportunities in the CRE Market

Some market performance metrics are at historic highs, while other markets have arguably been in a localized recession for several years. Where do different CRE markets stand? Where are the risks and opportunities?

Join REIS Chief Economist Victor Calanog for a wide-ranging discussion covering geographic markets, different property types, and the future of multi-family and commercial real estate.

Speaker:

Victor Calanog, Moody's Analytics

CRE

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

Speakers:

Jack Chen, AIG

Irina Korablev, Moody's Analytics

Karina Z. Magnollay, PNC

Boniface Pasaribu, Cisco

Moderator:

Irina Baron, Moody's Analytics

Paolo Persurich, Moody's Analytics

AI/machine learning

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

Jacob Seljan, US Bank

Moderator:

Andy Follmer, Moody's Analytics

cecl & Stress testing
12:15 PM - 1:45 pm

lunch

12:45 PM - 1:45 pm

new! meet new people, learn new things, and find support at one of our meetups

Meetups

  • Building Solutions with Moody's Add-In for Excel
  • Risk Assessment in the Era of Climate Change
  • AI/Machine Learning Meetup
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

AI/machine learning

CECL Adoption Journey: Trends and Surprises

Learn about a multinational bank's journey of adopting two credit loss standards, a regional bank’s lessons learned, and an analyst's view on how to make sense of the results.

Speakers:

Raymond Conover, Bank of America

Robert Kula, KeyCorp

Saul Martinez, UBS

cecl & Stress testing

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

CRE

The Future of Credit Decisions Is Here Now

Many financial institutions are digitally transforming their commercial lending process through digitization.Furthermore, advances in machine learning and artificial intelligence are rapidly changing the game, making it possible to identify risk during the credit application process and throughout the life of the loan without exhausting resources.

Join this session to understand what's available and a look at what's coming to let bankers do more banking today.

 

Speaker:

Annie Choi, Moody's Analytics

Rakesh Parameshwar, Moody's Analytics

AI/machine learning
2:30 pm - 3:00 pm

Break

2:30 pm - 3:00 pm

i-zone open

3:00 PM - 4:00 PM

Peer Discussion Session: Leveraging Big Data and Analytics at the Tail End of an Economic Cycle

Join peers and Moody's Analytics experts for a discussion on:

  • Machine Learning, AI, and Alternative Data for Business Analytics and Risk Management
  • Preparing for the downturn
  • Leveraging new techniques and data sources
  • Model performance vs. transparency/ease of use
  • Risks and opportunities

Moderators:

Juan Licari, Moody's Analytics

Jing Zhang, Moody's Analytics

Participants:

Colin Fernandes, Fifth Third Bank

Swaroop Yalla, Bank of America

Peer Discussion Session: Insights on CECL Implementation

Join peers and Moody's Analytics experts for a discussion that includes:

  • Current states of implementation
  • Results and impacts of financial statements
  • Data quality and automation
  • Benchmarking best practices

Moderators:

Jacob Grotta, Moody's Analytics

David Little, Moody's Analytics

Participants:

Katie Hysenbegasi, Bank of NY Mellon

Jacob Seljan, US Bank

Chris Stanley, TCF Bank

Peer Discussion Session: The Business of Risk

Join peers and Moody's Analytics experts for a discussion on:

  • Driving risk management connectivity across your organization: the need and the reality
  • How are you best prepared for a turn in the credit cycle? Is this aligned with your risk appetite?
  • Driving value and efficiency in model risk management: benefits of purpose-built models and broad application     models
  • Evolving risk management practices; where do we go from here?

Moderators:

Mehna Raissi, Moody's Analytics

Ed Young, Moody's Analytics

Participants:

Richard Green, USAA

Arsa Oemar, MUFG Union Bank

Mark Parker, Industry Expert

Justin Snyder, First Interstate Bank

Peer Discussion Session: Bringing Efficiency to the Underwriting World

Join peers and Moody's Analytics experts for a discussion on:

  • The Moody's Analytics Onboarding and Origination community
  • How this community leverages different solutions today
  • Strategies you can take back to your financial institution to gain further efficiencies in the underwriting process

Moderators:

John Baer, Moody's Analytics

Anna Krayn, Moody's Analytics

Nick Reed,, Moody's Analytics

4:00 PM - 4:45 pm

Keynote: Climate Risk — The Science, The Economics, and The Time To ACT

Climate risk is increasingly a discussion topic amongst financial market participants and regulators. And yet, there are still many questions about its provenance and impacts, and applications to best practices in the financial sectors. We will address these questions and more in an interactive, informative format.

Presented by:

Frank Freitas
, Chief Development Officer, Four Twenty Seven
Jing Zhang, Managing Director- Head of Research, Moody's Analytics

4:45 PM - 5:00 pm

Closing Remarks

Presented by: Nick Reed, Executive Director, Moody's Analytics

5:00 PM - 6:00 pm

new! meet new people, learn new things, and find support at one of our meetups

Meetups

  • CECL Adopters 2020
  • Assessing CRE Risk in Dynamic Markets
6:00 PM - 10:00 pm

reception & dinner

7:00 am - 8:30 am

open breakfast

7:30 AM - 8:30 AM

new! meet new people, learn new things, and find support at one of our meetups

Meetups

  • Model Risk Managementfor CECL
  • AWS/Cloud Meetup
8:30 am

opening remarks

8:30 am - 9:15 am

fireside chat: Bremer Bank  – A Real-World Digital Business Transformation

Join Dan Flaningan, Chief Strategy Officer at Bremer Financial Corp, in conversation with Keith Berry, Head of Moody's Analytics Accelerator, as they discuss the transformations being led at Bremer Bank.

This highly interactive session will give you an inside look at what transformation means, including outlining specific goals, getting stakeholders on-board, what the changes have meant in terms of hiring and skills, internal and external re-branding efforts, and more.

9:15 am - 10:00 am

harnessing the power of your peers

Moderator: Nick Reed, Executive Director, Moody's Analytics

10:00 am - 10:30 AM

Break

10:00 am - 10:30 AM

i-zone open

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

  • Can a lending officer 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

AI/machine learning

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

cecl & Stress testing

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 for an interactive roundtable discussion with peers 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 business goals
  • The downstream benefits to efficiency in addressing regulatory and accounting changes

Moderators:

Irina Baron, Moody's Analytics

Mehna Raissi, Moody's Analytics

compliance & regulation

Enabling Credit Process Agility for Tomorrow's Lending Opportunities

Join us for a fireside chat to hear from practitioners who have implemented new systems to support current and forward-looking credit decisioning.

Speakers:

Jacob Kay, Divvy

Mark Medina, Zions Bancorporation

Mani Yasrebi, TD Bank

Moderator:

Jill Coppersmith, Moody's Analytics

big picture
11:15 am - 11:45 am

break

11:15 am - 11:45 am

i-zone open

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

cecl & Stress testing

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

transformation

The Evolution of Risk Ratings:  Lessons Learned and Where We Go From Here

Employing a data-driven approach to risk rating commercial loans has gone from a nascent idea to an established practice, allowing financial institutions to make informed decisions, improve profitability, and better identify trends in risk.

Join us for an in-depth discussion on leading practices and lessons learned from a decade of enhancing the process of risk rating commercial loans.

Speakers:

Dan Harach, Western Alliance Bancorporation

Chris Henkel, Moody's Analytics

Max Nelson, Bank OZK

Jimmy Yang, Bank of Montreal

big picture

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

transformation
12:30 Pm - 2:00 PM

LUNCH

1:00 PM - 2:00 PM

new! meet new people, learn new things, and find support at one of our meetups

Meetups

  • Implementation of New Accounting Standards for Insurers
  • Consistent CreditRisk Scoring Based on Available Information
  • Proof-of-Concept Meetup
2:00 pM - 2:45 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

cecl & stress testing

Assessing Financial Statement Quality

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

ai/machine learning

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.

Speakers:

Michael Denton, Moody's Analytics

Cris deRitis, Moody's Analytics

Frank Freitas, Four Twenty Seven

Moderator:

Sam Malone, Moody's Analytics

big picture

Invest with the Best (in Commercial Real Estate)

Join your peers for an interactive discussion to learn how data and technology are being used to improve CRE lending and investment decisions…and how to motivate your underwriting staff!

 

We’ll discuss making CRE underwriting activities more efficient and taking advantage of technology to gain an integrated view of your CRE portfolio performance.

Speakers:

Mary-Kathryn Dotzko, BMO

Richard Green, USAA

Chris Henkel, Moody's Analytics

Eric Martinez, Moody's Analytics

CRE
2:45 PM- 3:15 pm

Break

2:45 PM- 3:15 pm

i-zone open

3:15 pM - 4:15 PM

Peer Discussion Session: Leveraging Big Data and Analytics at the Tail End of an Economic Cycle

Join peers and Moody's Analytics experts for a discussion on:

  • Machine Learning, AI, and Alternative Data for Business Analytics and Risk Management
  • Preparing for the downturn
  • Leveraging new techniques and data sources
  • Model performance vs. transparency/ease of use
  • Risks and opportunities

Moderators:

Juan Licari, Moody's Analytics

Jing Zhang, Moody's Analytics

Participants:

Colin Fernandes, Fifth Third Bank

Swaroop Yalla, Bank of America

Peer Discussion Session: Insights on CECL Implementation

Join peers and Moody's Analytics experts for a discussion that includes:

  • Auditor and regulator feedback
  • The intersection of CECL, Stress Testing, and Basel
  • CECL's impact on Capital Planning and Risk Appetite processes
  • Telling the story to investors

Moderators:

Jacob Grotta, Moody's Analytics

David Little, Moody's Analytics

Participants:

Raymond Conover, Bank of America

Shelly Ennis, Bank of America

Nick Tornabene, USAA Federal Savings Bank

Peer Discussion Session: The Business of Risk

Join peers and Moody's Analytics experts for a discussion on:

  • Driving risk management connectivity across your organization: the need and the reality
  • How are you best prepared for a turn in the credit cycle? Is this aligned with your risk appetite?
  • Driving value and efficiency in model risk management: benefits of purpose-built models and broad application     models
  • Evolving risk management practices; where do we go from here?

Moderators:

Mehna Raissi, Moody's Analytics

Ed Young, Moody's Analytics

Participants:

Richard Green, USAA

Arsa Oemar, MUFG Union Bank

Mark Parker, Industry Expert

Justin Snyder, First Interstate Bank

Peer Discussion Session: Bringing Efficiency to the Underwriting World

Join peers and Moody's Analytics experts for a discussion on:

  • The Moody's Analytics Onboarding and Origination community
  • How this community leverages different solutions today
  • Strategies you can take back to your financial institution to gain further efficiencies in the underwriting process

Moderators:

John Baer, Moody's Analytics

Anna Krayn, Moody's Analytics

Nick Reed, Moody's Analytics

4:15 Pm - 4:45 PM

CLOSING PLENARY: Key learnings & Your Path Forward

Presented by: Nick Reed, Executive Director, Moody's Analytics

4:45 Pm - 7:00 PM

CLOSING NIGHT RECEPTION

Top of Agenda

PATRICIA FROEhLICH
212.553.3646

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