March 11, 2025 | 1:00 - 2:00 p.m.

Conventional methods and tools used for making capital allocation decisions, although accurate, are often flawed and incomplete. The use of such tools could threaten the very survival of many institutions, yet few do anything about it. 

March 13, 2025 | 1:00 - 2:00 p.m.

After learning the problem, learn the solution. A comprehensive decision-making process that is rooted in objectivity and applied dynamically to the increasing complex dilemma of running a credit union. This way forward combines two tools you currently use and brings clarity to the decision-making process. 

March 18, 2025 | 1:00 - 2:00 p.m.

• Review live offerings credit unions are currently being offered.
• Learn the analysis, comparison, and selection process.
• Reinforce objective risk/reward decision making using real-world examples. 

March 20, 2025 | 1:00 - 2:00 p.m.

Mortgage loans are the most volatile assets a credit union can carry. In this session, we will show you how to objectively frame the question and evaluate the opportunity relative to other alternatives. 

March 25, 2025 | 1:00 - 2:00 p.m.

While Commercial MBS has less volatile cash flows than residential MBS, how do you know whether you’re getting enough added income for the tail risk? In this session, we will discuss the unique sector risks and analyze the cash flows. 

March 27, 2025 | 1:00 - 2:00 p.m.

Before taking credit risk in the investment portfolio, there are key skillsets and responsibilities that a credit union must maintain. In this session, we will discuss responsibilities associated with taking credit risk from a prepurchase analysis to ongoing credit surveillance. 

April 1, 2025 | 1:00 - 2:00 p.m.

In this session, we will focus on establishing price portfolio objectives and volatility limits for your portfolio based on the net interest rate risk between your shares and loans.  

April 3, 2025 | 1:00 - 2:00 p.m.

To manage the net risk between shares and loans, credit unions often limit product offerings, sell specific types of loans, or incentivize members to take on the interest rate risk themselves. In this session, we will introduce derivatives to better understand the benefits in product offerings and risk management.

April 11, 2025 | 1:00 - 2:00 p.m.

The regulatory assessment of the investment portfolio management process may impact a credit union's CAMELS rating for Sensitivity and Liquidity. This session is led by John Nilles, former NCUA Sr Capital Markets Specialist. He will discuss regulatory expectations of the investment management process and provide insights to enable participants to improve the credit union's S and L CAMELS rating components. 

April 17, 2025 | 1:00 - 2:00 p.m.

During challenging interest rate environments, NCUA expects credit unions, particularly those of size, to step up their game when it comes to monitoring and responding to the credit union's interest rate risk position. Todd will share how he evaluated these new expectations and elevated his credit union's game to develop a strong interest rate risk management program. 

April 22, 2025 | 1:00 - 2:00 p.m.

As credit unions, we often become misaligned in balancing our mission, the members' interests, and our need for margin to fund the mission. Because that misalignment can have devastating effects on the health of the credit union, this session is designed to help us to quantify, articulate, and pursue the proper balance between Mission, Members and Margin.