Financial institutions of all sizes and complexities face new and unique challenges in developing models that produce results in which stakeholders have confidence. Robust interest rate risk modeling, flexible liquidity management and contingency planning, supporting model inputs, validating model outputs and utilizing information to affect strategic decision-making are key areas of focus not just for financial managers but also for examiners.

Join industry experts Darling Consulting Group and Alpha-Numeric Consulting, LLC as they discuss the rapidly evolving landscape for measuring and managing interest rate risk and liquidity, including heightened regulatory expectations for advanced stress scenario design, assumption development and support, risk management and earnings optimization.

Over two days, this virtual will provide detailed examples of how to most accurately construct models that identify your true risk profile and act as a foundation for strategic discussions.

Recorded April 13 - 14, 2026

Earn up to 6 hours of CPE