Join Bill McGuire as he tackles current topics in balance sheet management and regulatory compliance.
This complimentary 75 minute webinar by CEO William J. McGuire, Ph.D. will review the January 12, 2012 FFIEC IRR FAQ’s. Content of the guidance and implications for the compliance mandates applied in your next exam will be explored. Dr. McGuire will share thoughts and insights based on regulatory intentions and MPS client experience from ALM model verification reports plus deposit and loan prepayment behavior analyses.
Our 2010 and 2011 webinars have been recorded and are available on request. Topics include:
Contact Us to request the presentation slides and recordings.
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ProfitStars PEC Educational Conference
Date: March 6-9, 2012
Location: Caeser's Palace, Las Vegas, NV
Bill McGuire will speak on "Replacing OTS Core Deposit and Loan Prepayment IRR Model Inputs." Office of Thrift Supervision (OTS) interest rate risk model loan prepayments and core deposit values are not available after the end of 2011. Institutions that have relied on OTS data as ALM model inputs now need to find alternate sources. This session describes the different types of replacement loan and prepayment behavior information available and examines the cost-effectiveness and regulatory compliance dimensions of each solution.
Visit with MPS staff at the Technology Showcase!
Click here for more information and to register. The conference is open to ProfitStars and Jack Henry clients only.
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2012 Shay Investment Educational Conference
Date: March 25-27, 2012
Location: New Orleans, LA
Shay Investment Services, Inc. is holding its 20th annual education conference for its clients. Bill McGuire will speak on "Liabilities and Core Deposit Funding" on March 27th.
Click here for more information and to register.
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AMIfs 2012 Profitability, Performance & Risk Conference
Date: April 25-27, 2012
Location: Phoenix, AZ
This year's AMIfs conference is in our backyard! Bill McGuire will lead a pre-conference session on April 25th from 8:30-11:30am, titled "Replacing OTS Inputs and Beyond: Developing Non-Contractual Behavior Assumptions for Financial Models." He'll discuss the range of solutions to replace and enhance ALM model inputs previously provided by OTS.
Also join Bill for his concurrent session, "Advanced Techniques in Financial Model Risk Assessment: Looking Beyond the Obvious" on March 26th from 11:00-12noon. In addition to technical review, this session will examine other important activities such as assessment of non-contractual behavior assumptions - loan prepayments and paydowns, core deposit supply, repricing, and retention, and CD options - and forward looking validation of as-modeled outcomes.
Click here for more information and to register.
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The New Model Risk Management Guidance, webinar sponsored by Financial Managers Society
Bill McGuire outlines the key elements of the new OCC 2011-12 mandates and suggests a plan of action to ensure compliance and maximum business value.
Order the recorded webinar here.
Verifying and Validating ALLL, webinar sponsored by Financial Managers Society
Have you been questioned about the amount of your allowance for loan and lease losses (ALLL) or the methodologies that support your calculation during recent routine exams? ALLL continues to be troublesome for many institutions as examiners have increased their scrutiny of credit risk measurement. Join Bill McGuire, MPS President/CEO, to gain the knowledge needed to satisfy growing regulatory ALLL demands. You’ll get a comprehensive review of current regulatory mandates with regards to assessing ALLL model risk and examine the key components of a compliant ALLL modeling solution. You'll also learn how to cost-effectively quantify credit risk in performing loans.
Order the recorded webinar here.
Liquidity Risk Measurement and Control: A New Management and Compliance Solution, webinar sponsored by Financial Managers Society
Join MPS President/CEO Bill McGuire for a webinar sponsored by FMS. Liquidity management and liquidity position risk control are topics of high regulatory interest. Given the complexities of defining an optimal liquidity position in today’s unusual operating environment, achieving both compliance and adequate balance sheet performance requires new thinking and a refined set of measurement tools for financial managers. You’ll learn how to conceptually identify types of liquidity, quantitatively measure your institution’s liquidity risk position, and set meaningful policy limits to meet regulatory demands and business needs. You’ll take away a detailed checklist to use in assessing your institution’s current solutions for liquidity function compliance.
Order the recorded webinar here!