Liquidity Risk and Your Deposits in a Rising Rate Environment
A rising rate environment has finally arrived, leaving many to question whether their current deposit strategy is sufficient enough to improve margins and effectively manage liquidity. In this panel, we will explore deposit behavior under past economic scenarios, and identify some of the key trends in banking, policy, and depositor behavior that may influence pricing strategies (regional or otherwise) and liquidity risk. Finally, we will discuss the modeling techniques that will help banks forecast deposit behavior in a way that will inform business strategy and risk strategy in the rising rate environment.
We will cover:
- Historical expectations
- Economic Environment
- Regional considerations
- Demographic considerations
- Policy considerations
- Modeling techniques
Della Zheng, Ph.D., FRM
Managing Director-Analytics, Head of Deposits
MountainView Financial Solutions
Within the MountainView deposit and loan analysis production team, Della is focusing on statistical analysis and review of core deposit and loan prepayment projects, as well as model documentation and research initiatives. She joined MountainView-McGuire in 2015 from OneWest Bank, bringing a wide range of skills and experience in the development, implementation, and validation of several types of financial models. At OneWest Bank, Della most recently served as Vice President in the Financial Modeling Group and previously held the titles of Vice President, Asset Liability Committee – ALM Group; Vice President, Asset Liability Committee – Forecasting Group; and Asset Liability Committee – Model Control Group. At IndyMac Bank, the predecessor of OneWest Bank, she served as Senior Analyst, Enterprise Risk Management – Model Management and Research Group. She holds bachelor, master, and doctorate degrees. She has passed three levels of CFA exams and earned the FRM certification.)
Managing Director- Analytics, Head of Risk Modeling
MountainView Financial Solutions
Jeff Prelle leads MountainView’s risk modeling services, which span across stress testing and core deposit analyses in support of broader balance sheet and risk management initiatives. Mr. Prelle joined MountainView in 2017 from Scottrade Financial Services, where he utilized his expertise in data governance, risk analytics and modeling (including CCAR/DFAST), capital planning, and asset liability management (ALM) to mitigate organizational risk and solve business problems. Jeff is also a frequent speaker about regulatory expectations and implementation challenges of CECL modeling, PPNR modeling, credit risk modeling, model risk management, and DFAST frameworks. He obtained a Bachelor of Science in Accounting from The Pennsylvania State University and an MBA in Finance from The University of Connecticut School of Business.
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|| Earn up to 1 hour of CPE credit.
- Level: Basic
- Prerequisites: None
- Advance preparation: None
- Field of Study: Strategic Issues
- Instructional Method: Group Internet Based
- Length: 60 minutes
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