Large Bank Supervision On-Demand Training

Liquidity Risk Management 1.5 Hours This presentation focused on effective liquidity management using a comprehensive risk framework that includes strong policies, early warning systems, and contingency plans. There was also a discussion on various measurement techniques, best practices, and new trends for modeling applications of liquidity stress testing using a case study approach. 2022 FFIEC Capital Markets Generalist Conference. 3 Hours The Model Validation & Model Risk Management presentation was designed for examiners with a basic knowledge of liquidity, asset/liability management, and interest rate risk. Participants achieved a more in-depth understanding of static and dynamic liquidity risk models, the factors to consider in modeling for falling rates, and how to interpret asset and deposit premiums and discounts. Participants also learned how to identify common modeling errors that could impact the model output. 2023 FFIEC Capital Markets Conference. Rethinking Risk: Thoughts on Liquidity and Interest Rate Risk for Community Banks 1.5 Hours This session discussed the importance of effective liquidity and interest rate risk management for community banks in today’s challenging economic environment. Attendees were updated on the recent bank failures that began in March 2023 as well as learned about some of the current best practices for Asset-Liability management modeling. There was also an example of liquidity pro forma cash flow analysis and thoughts on the investment portfolio as it is related to liquidity and duration risk. 2023 FFIEC Capital Markets Conference. 1 Hour Higher interest rates have caused significant unrealized holding losses on debt securities at certain institutions, potentially impacting their financial condition and overall risk profile. This webinar discussed examination issues for these institutions. 2023 FFIEC Capital Markets Conference. Understanding Deposit Value in a Turbulent Rate and Macroeconomic Environment 1.25 Hours Given the backdrop of continued rising interest rates and liquidity stress in the U.S., understanding the value of bank deposits in a more current and complete way has become more critical than any time in the past 15 years. Financial institutions need the right data and behavioral analytic insights to understand interest rate and liquidity risks, avoid deposit management pitfalls, and maintain balance sheet stability. Join us as Curinos experts Pete Gilchrist and Greg Muenzen share Curinos-proprietary data insights, including weekly industry deposit trends since the failures of Silicon Valley Bank and Signature Bank, New York, derived from a consortium of U.S. national, regional, and mid-tier banks. 2023 FFIEC Capital Markets Conference. Model Validation & Model Risk Management Rising Interest Rates and the Impact of Unrealized Holding Losses on Debt

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