Moody's Analytics
Risk and Finance Practitioner Conference

October 22-24, 2017 | Arizona, USA
The three-day event features keynote presentations from industry leaders and more than 40 breakout sessions drilling deep into current risk management best practices and the latest innovations in financial risk.
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The rise of new technologies is fundamentally transforming the banking world – AI-driven risk management modeling techniques, the use of data lineage for both accounting and regulatory purposes, and more. These technologies are quickly empowering risk and finance practitioners to work more efficiently. RFPC17 will provide the insights into the key technologies available, offer practical advice how to implement these into your current risk management and financial practices, and take a look at where the world of financial risk is rapidly moving.

With new accounting standards sweeping international and domestic landscapes, we’ll also examine the latest innovations around implementing CECL and IFRS 9, including faster running of granular models. As in past years, the agenda for RFPC17 was developed through collaboration between Moody’s Analytics and industry experts.

Now in its 12th year, the Moody’s Analytics Risk and Finance Practitioner Conference (RFPC) offers you the chance to exchange ideas and best practices in risk management and regulatory compliance with industry experts and your peers. Senior risk management professionals from across the world participate in RFPC.

Technology Trends

  • Innovation in Financial Services and Credit Risk Management
  • Underwriting Automation with AI
  • Cloud: Getting on Board
  • Online Lending
  • Open APIs

Principles and Practices

  • Credit Model Development and Convergence
  • Expanding the Use of Risk Ratings and Scorecards
  • Small Business Lending
  • ‍Economic, Market, and Regulatory Changes in Risk Management
  • The Hunt for Yield


  • Impact of CECL on C&I Portfolios
  • Lessons Learned from IFRS 9
  • Stress Testing and CECL
  • Scenario Design
  • CECL Readiness Assessment

Quant Analysis & Data Science

  • AI and Deep Learning
  • Machine Learning and CRE
  • Risk Modeling in Era of AI and Big Data
  • Regulatory Trends and New Accounting Rules
  • Learn from  experts about the latest innovations in risk management and regulatory compliance
  • Hear how your peers leverage risk management best practices to improve their business results
  • Discuss your organization’s unique challenges with a Moody’s Analytics expert in the Solutions Corner
  • Network with like-minded practitioners
  • Earn Continuing Professional Education (CPE) credits
  • Chief Risk Officers
  • Heads of Risk Management and other senior risk management
  • Heads of Stress Testing
  • Financial technology leaders
  • Senior finance and treasury professionals

5K Run/Walk, a cold beer or a glass of wine, good food and a warm fall evening...whatever the setting, you will have ample opportunity to interact with peers that share the same challenges, and the ability to compare notes and forge relationships.


A unique opportunity to meet one-on-one with Moody's Analytics research and solutions experts during the conference. Last year, 160 risk practitioners benefited from Solutions Corner meetings. Be sure to request your appointment during registration!

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The Schedule

Day 1 

Sunday 22 October 2017
12:30 PM TO 4:00 PM

Commercial Real Estate Analytics Roundtable

Interactive discussion with industry experts and peers with CRE portfolios addressing the following hot topics:

- CRE Market Review & Risks Ahead – Landscape & Trends
- Changes in CRE Lending – Regulatory and Strategic Business Decisions
- Moody’s Analytics CRE Data Update and Portfolio Benchmarking Trends
- CRE Modelling Updates – Research- CRE Innovations & Roadmap Update – Product Management

3:00 PM TO 4:30 PM

Charity 5K Walk/Run

4:00 PM TO 7:00 PM


6:30 PM TO 9:00 PM

Welcome Reception & Dinner

Day 2

Monday 23 October 2017
7:00 AM TO 8:15 AM

Open Breakfast

8:15 AM TO 8:30 AM


Buck Rumely, Moody's Analytics

8:30 AM TO 9:15 AM

Opening Address: The Notion of Innovation

Keith Berry, Moody's Analytics
Steve Tulenko, Moody's Analytics
Andrew Cowley, Bureau van Dijk

9.15 AM TO 9:45 AM


Applying New Trends in Technology
Managing the Implementation of CECL/IFRS9
Principles and Practices of Credit Risk Management
New Frontiers in Quantitative Analytics & Data Science
9.45 AM TO 10:30 AM
Opening: Technology Driven Innovation in Financial Services and Credit Risk Management
Keith Berry, Moody's Analytics

Cloud: Getting on Board
Banks are starting the deployment of Cloud environments. We will discuss the opportunities and challenges of a Cloud First strategy.

John McBride, Bank Iowa
John Kain, Amazon Web Services
CECL Readiness Assessment: What We Know So Far
Our experts will focus on preparations for the implementation of CECL taking place across the industry. They will summarize key findings from assessments that have already been conducted and explain why those results differ significantly based on financial institutions’ size and complexity.

Michael Gullette, American Banker Association
Future of Model Development and Convergence
This session will address the fact that banks have had to develop various types of credit models, each with separate business/regulatory requirements but with some overlapping risk factors.  In many cases these fit-for-purpose models were developed with short timelines and without the luxury of a more deliberate and standardized development process.  Where do we go from here? Join our panel to hear their thoughts on rationalizing  the current inventory of models and planning for future modeling requirements.

Rongsheng Gong, State Street
Kiran Yalavarthy, Wells Fargo
Robert Kula, Keybank
Regulatory Trends and New Accounting Rules: Quantitative Tools to Navigate an Evolving Loan Market
Join our experts as they present a new modeling framework that assesses the impact of IFRS 9 and CECL on loss allowance, earnings, and capital surplus, and which compares profitability and earnings risk across incurred loss and IFRS 9/CECL and various portfolio strategies. Learn how our strategic metrics align with regulatory capital requirements, economic risks, and loss accounting to help optimize portfolio performance and manage credit  risk in earnings.

Amnon Levy, Moody’s Analytics
10.30 AM TO 11:00 AM


11:00 AM TO 11:45 PM
Putting AI  to Work in Underwriting and Credit Risk Management
The discussion will focus on how banks and financial services industry participants can leverage Artificial Intelligence (AI) technologies (deep learning, OCR, NLP) to improve traditional commercial credit processes, including AI driven automation of financial statements spreading.

Cristina Pieretti, Moody's Analytics
Vahe Adonians, SCDM
Quantification Methodologies: Finding the Right Approach
Join our panelists as they provide an overview of common ECL quantification methodologies for different loan portfolios. In particular, they will run through pros and cons associated with each different methodological approach.

Ivo Antonov, Silicon Valley Bank
Emil Lopez, Moody's Analytics
Expanding the Use of Risk Ratings and Scorecards
The panel will share their views on the design and implementation of borrower and
 facility risk ratings, including the challenges presented by limited data, implicit/explicit support and defending the use of qualitative information.  The scope of the discussion will also touch on managing overrides, confirming the accuracy of the models and gaining
acceptance by various internal and external stakeholders.

Ken Carson, Umpqua Bank
Rami Elghanayan, Capital One
Brady Fife, American Express
Risk Modeling Philosophy in the Era of Machine Learning and Big Data
Issues that are still matter include:
- Model specification and data relevance
- Association versus causation
- Sample selection bias

Douglas Dwyer, Moody’s Analytics
Steffen Sorensen, Moody's Investors Service
11:45 aM TO 12:45 PM

Lunch/Lunch and Learn Roundtables

12:45 pM TO 1:30 pM
Super Modeling: Runway into the Future
At Moody’s Analytics, our latest modeling platform innovations are anticipating how future organizational and regulatory demands will drive changes in risk management. Join our experts as they discuss our vision for the modeling lifecycle and highlight how our client relationships are evolving as a result.

Jacob Grotta, Moody's Analytics
Mikael Nyberg, Moody's Analytics
ECL Scenarios: A Critical Glimpse into the Future
Under CECL and IFRS 9, forecasting expected credit losses will be paramount. Join Moody’s Analytics experts as they discuss our macro and regional forecasting.  Learn how our full suite of scenario capabilities for CECL, IFRS 9, BAU and stress testing can help your firm meet this essential requirement.

Cris deRitis, Moody's Analytics
Tim Daly, Moody's Analytics
Moody’s Analytics Structured Finance Portal Regulatory Module: One Solution for Structured Securities
The Moody’s Analytics Regulatory Module can help your institution meet its IFRS 9 and CECL requirements. Our experts will highlight the value of using this integrated, end-to-end stress testing solution for structured securities, and explain how the Regulatory Module enables the application of one common set of models to multiple regulatory and accounting workflows.

Vivek Thadani, Moody's Analytics
Stephen Clarke, Moody's Analytics
CreditLens™: Bringing Focus to Your Lending Vision
The Moody’s Analytics CreditLens™ platform is our firm’s next generation of Credit Assessment and Origination solution. Join Moody’s Analytics experts as they showcase how this new platform delivers business value by supporting informed lending decisions.

Annie Choi, Moody's Analytics
Buck Rumely, Moody’s Analytics

Navigating the Challenges of Volatile Provisions
IFRS 9 and CECL are likely to make banks’ provision expenses more volatile – but Moody’s Analytics has tools to help. Join our experts as they explain how you can use credit portfolio management together with the Moody’s Analytics solutions to successfully manage the expected volatility.

Nihil Patel, Moody's Analytics
Anna Labowicz, Moody’s Analytics
1:30 pM TO 2:00 pM


2:00 pM TO 2:45 pM
CRE Innovations: Bringing Transparency to an Opaque Asset Class
During this session we'll look at how Moody's Analytics
 is developing new analytics and partnering with Fintech firms to bring greater transparency to Commercial Real Estate data and analytics.

Michael Mandel, CompStak
Mikael Nyberg, Moody’s Analytics
Harmonizing Stress Testing and CECL Processes
Our panel of industry practitioners will discuss why established stress testing processes are natural starting points for scenario-conditioned ACL. Then, they will focus on some of the adjustments that are necessary to leverage these models.

Jim Dunne, TCF Bank
Mike Fadil, Citizens Bank
John Zeszutek, Bank of America
Unleashing Predictive Power for Enhanced Pre-Qualification
Incorporating prequalification measures in your business practices can lead to new efficiencies and other significant benefits. Join our experts as they discuss the impact to overall risk measurement analysis, specifically addressing:
- Data quality when provided company-prepared or limited financial information
- How best to leverage accounting data and forward-looking risk forecasting during the pre-qualification process
- The ability to automate existing pre-screening and scoring practices while potentially enhancing predictive outcomes

Tom Traub, Bank of America
Dylan Adams, Flagstar
Doug Dwyer, Moody's Analytics
Previewing Next Generation PD Models of Private Firms
Our next generation PD modeling framework will enable you to:
 - Customize model
 components such as financial ratio selection or calibration
 - Apply model
 components such as term structure to your internal PD
 - Combine financial
 information with alternative data sources like trade payment behavior
 - Evaluate firms
 with limited financial inputs
 - Incorporate
 machine learning methods
 Uliana Makarov, Moody's Analytics
Janet Zhao,
Moody’s Analytics
2:45 pM TO 3:15 pM


3:15 pM TO 4:00 pm
Is Online Lending the New Norm?
Join our experts as they provide an overview of the evolving lending industry. Some of the topics we will explore include: 
- New trends in financing
- How to compete in an ever more competitive environment
- New products and technology

Danielle Kulifay, U.S. Bank
Dave McArdle, Finagraph
Michael Schwartz, Moody's Analytics
9 Implementation: Lessons Learned
While IFRS 9 arrived two years ahead of CECL, they share important similarities. Join industry practitioners as they recount their experiences from implementing IFRS 9, share some of the key lessons they learned, and discuss possible future enhancements.

Burcu Guner, Moody's Analytics
Jimmy Yang, Bank of Montreal

The Expanding Scope of Balance Sheet Management
During this session practitioners will share perspectives on the 
linkage between Financial Planning, Treasury, Accounting and Risk Management. They will share strategies and best practices that support the
important of  alignment including consistency across ALM, Risk Rating and Allowance Metrics.

Michael Fadil, Citizens Bank
Cayetano Gea-Carrasco, Moody's Analytics
The Importance of Small Data in the Era of Big Data
It is fashionable to talk about Big Data, but traditional macroeconomic data – Small Data – still provides many valuable insights. Our experts will discuss how many features of the economy are collective in nature and thus invisible when viewed strictly through a Big Data lens. For example, there may be nothing in the data to suggest that a particular subprime mortgage borrower will default unless many others coincidentally suffer a similar fate.  

Tony Hughes, Moody’s Analytics
4:00 pM TO 4:15 pM


4:15 PM TO 5:15 pM


Mark Zandi, Chief Economist, Moody’s Analytics

“The Next Recession”
The US economy is performing well and near-term prospects are good. But the economic expansion is over eight years old and will soon be the second longest in our history. Hear how much longer the expansion can continue, what could end it, and the
implications for managing risk.

5:15 pM TO 5:30 pM

Closing Remarks

Buck Rumely, Moody's Analytics

6:30 pM TO 10:30 pM

Networking Reception and Dinner

Day 3

Tuesday 24 October 2017
7:00 AM TO 8:30 AM

Open Breakfast

8:30 AM TO 8:45 AM

Welcome Remarks

Buck Rumely, Moody's Analytics

8:45 AM TO 9:30 AM


Aaron Klein, Fellow and Policy Director, Brookings Institution
"Future of Finance: Regulation and Innovation"

9:30 AM TO 10:00 AM


Applying New Trends in Technology
Managing the Implementation of CECL/IFRS9
Principles and Practices of Credit Risk Management
New Frontiers in Quantitative Analytics & Data Science
10:00 AM TO 10:45 AM
Open APIs: Building A Digital Ecosystem for Financial Risk Management
This session will review current market trends towards open API’s, how those API’s can facilitate a next generation of products and services and finally take a look at how API’s are enabling innovative new products and services.

Keith Berry, Moody's Analytics
Thani Sokka, Dow Jones
Lifetime Loss Rate: from Historical Data to CECL Modeling
We look at a large data set of one million C&I loans and their performance history to study the realized lifetime losses. We then link the lifetime loss rate to loan/pool characteristics and macroeconomic variables, and explore how different lifetime loss rate models can be built to calculate CECL loss allowance. We show that more granular models can better capture the underlying risk drivers and promote the alignment of allowance, underwriting, pricing, and portfolio strategy.

Yashan Wang, Moody's Analytics

The Use of Capital-Based Measures for Strategic Planning and Performance Measurement
The panelists will provide examples of how their organizations have
 implemented capital-based measures into various decision processes, from
 ‘top-of-the-house’ strategic planning and risk budgeting, to
 transactional-level analysis.  Particular attention will be given to the challenges of capital-based risk allocation into the business, relating these capital measures to credit limits and the impact of accounting standards on
 capital allocation.

Steve Chenenko, Nationwide
Jim Crawford, JPMorgan Chase
Wassim El Ouni , Bank of Montreal
Using Machine Learning Techniques to Help Cluster Commercial Real Estate Data
Join our experts as they highlight how up-to-date location information can dynamically update submarket boundaries and conditions through state-of-the-art Big Data machine learning techniques. Learn how these new techniques can help CRE investors and lenders anticipate evolving locational dynamics and manage CRE investment risks more efficiently.

Jun Chen, Moody’s Analytics
10:45 AM TO 11:15 AM


11:15 AM TO 12:00 pM
Demystifying Sentiment
 Analysis: Use of Alternative Data in Credit Risk
This session evaluates how non-traditional sources of data can be used to enhance risk management and financial analysis.  Although the financial world has always been at the forefront of data analytics, the explosion of new sources of information makes it possible to develop new innovative techniques and gain new insights.  Join our experts discussing a wide range of scenarios for using alternative data to:
- Improve risk management efficiency and enhance credit and underwriting models
- Develop sentiment analytics using advanced natural language processing and machine learning and assess risks for those counterparties for which traditional measures of risk may not apply

Irina Korablev, Moody's Analytics
Rama Sankisa, Moody's Analytics
Contrasting Perspectives: Regulatory and
 Industry Views on CECL
This panel will address some of the issues that are at the forefront of the transition to CECL.  There will be a discussion of the expectations and perspectives of banking regulators and how industry experts are tackling some of the more complex topics like scenario design.

Cris deRitis, Moody's Analytics
Vanessa Cameron, Federal Reserve of Atlanta
Economic, Market,
and Regulatory Changes in Risk Management: A Current Perspective
 This session will address how banks are shifting business strategy based on economic, market and regulatory changes. The panelists will provide perspective and share how they compete and grow assets in today's market.

Jouni Korhonen, Federal Home Loan Bank of San Francisco
Paul Song, HSBC
Steve Yose. First Interstate
Quantifying the Quality of
 Financial Statements
Much of equity analysis, credit risk assessment, and enterprise valuation relies on the accuracy of financial statements. However, mistakes, misapplication of accounting rules, or outright manipulation of company numbers often cause financial statements to be restated.
Join our experts as they discuss how to quantify the accuracy of a financial statement, including some of the common patterns found in inaccurate financial statements. Learn about the database of inaccurate financial statements that Moody’s Analytics is constructing and how applying machine learning algorithms to that data can help identify inaccuracies.
Pooya Nazeran, Moody’s Analytics
12:00 pM TO 1:00 pM

Lunch/Lunch and Learn Roundtables

1:00 pM TO 1:45 pM
Better Decision Making Through Technology
Strategic decision making allows you to gain critical insight despite limits in data, time, and technology. Join our experts to learn how Moody’s Analytics RiskBench™ and Capital Risk Analyzer solutions complement our risk and finance solutions to help you make more strategic decisions and strengthen collaboration and efficiencies among different lines of business.

Nihil Patel, Moody's Analytics
Mehna Raissi, Moody’s Analytics
Moody’s Analytics Solutions for the New Impairment Accounting Standards
Moody’s Analytics experts will discuss lessons learned from helping dozens of institutions meet their IFRS 9 needs. They’ll detail how Moody’s Analytics data, models, economic forecasts, and advisory services can help banks address the new impairment accounting standards.

Emil Lopez, Moody's Analytics
Olivier Brucker, Moody’s Analytics
The Instant Age of Small Business Lending
Small business lending is rife with inefficiencies and sub-optimal processes. Join our experts as they discuss how the Moody’s Analytics MARQ™ portal and CreditLens™ solutions can help lenders improve productivity, decrease costs, and better manage risks.

Nancy Michael, Moody's Analytics
Michael Schwartz, Moody's Analytics
Moody's Analytics Data Alliance: Gaining Insight Through Data Consortia
Our experts will introduce the Moody’s Analytics Data Alliance, a brand new solution that lets you access all of our data consortiums. These encompass a broad range of asset classes including Corporates and Industrials, Commercial Real Estate, and Project Finance.
Learn how the soon-to-be-launched Data Alliance website will allow you to submit data seamlessly and download both data and reports with ease.

Sunny Wong, Moody's Analytics
Jim Sarrail, Moody's Analytics
Credit Risk Analytics: An Evolving Landscape
Moody’s Analytics offers solutions that allow the application of analytics and algorithms across multiple asset classes and use cases. Our clients firms drive origination, pricing, reserving, and servicing decisions. Join Moody’s Analytics experts as they discuss how our solutions can help your organization adapt to changing regulations and operate more efficiently.

Chris Henkel, Moody's Analytics
Cris deRitis, Moody’s Analytics
1:45 pM TO 2:15 pM


2:15 pM TO 3:00 pM
Innovation Panel
Innovation leaders across the industry will discuss innovation and technology driven changes in the financial industry.

Nick Reed, ANZ
Communicating the Impact of CECL to Senior Leadership
Our experts will address some of the challenges associated with bringing your institution’s senior leaders fully up to speed on the expected impact of CECL.

John Gallagher, Ernst and Young
Melissa Green, Liberty Mutual Investments
Ed Young, Moody's Analytics
Is the Hunt for Yield Displacing Risk Management?
Our experts will examine spread compression in a low interest rate environment and the hunt for high yield – and demand from C&I and CRE loan investors. We’ll discuss the economics behind the changing dynamics in interest rate and credit default swap spreads, and how the demand from loan investors impacts standard risk management practices.

Sohini Chowdhury, Moody’s Analytics
Dale Gray, International Monetary Fund
Sam Malone, Moody’s Analytics
John Monaghan, CIT
 Regulatory Metrics and Banks’ Performance: An Exploratory Analysis and
 Implications for Risk Management
We empirically test the relationship between the relationship between accounting/regulatory measures, including the stress testing version, such as CET1 ratio, leverage ratio, coverage ratio, and NPL and banks’ subsequent performances.  We find some quite surprising results. For example, a simple metric related to credit risk stands out as the most informative measure for the banks studied. We will also comment on the implications of our study on banks’ risk management practices.

Jing Zhang , Moody’s Analytics
3:00 pM TO 3:30 pM


3:30 pM TO 4:15 pM
Q&A with FASB Members
Panel will answer frequently asked questions regarding the new financial instruments credit losses standard.

Hal Schroeder, FASB
Shayne Kuhaneck, FASB
Modern Practices in Loan Origination
Join us for a review of loan origination practices over the last decade as well as the drivers behind change including cost savings, efficiency and competition. The panelist will discuss  modern trends in origination practices that have become the new norm. They will share perspectives on what works well and where we continue to have opportunity to evolve in the industry.

John Baer, Moody's Analytics
Amy Steingrebe, US Bank
Using Machine Learning Techniques for
 Assessing Variable and Model Selection
Assessing variable and model selection for a PD model can benefit from comparing against machine learning alternatives. This talk will compare different approaches to automated variable selection and machine learning model alternatives.

Craig Peters, Moody's Analytics
Financing Ride-Shares: The Impact of New Technology on the Auto Industry
The advent of rideshare
services holds the potential to dramatically reshape the auto industry. As driverless cars are perfected and then introduced, such services will become instantly profitable, prompting many car owners to rely exclusively on rideshare services to get around.  In this presentation we will examine
the economics underlying these decisions and consider possible short and long-term implications for the auto industry. New technology will have a profound impact on who will buy cars, who will make them, on the nature
of cars being made and on how they will be financed.

Tony Hughes, Moody’s Analytics
4:15 pM TO 4:30 pM


4:30 pM TO 5:15 pM


Philip Moyer, Director of Financial Services, Amazon Web Services

“Innovating at Scale”

5:15 pM TO 5:30 pM

Closing Remarks

Buck Rumely, Moody's Analytics

Day 4

Wednesday 25 October 2017
9:00 AM TO 12:00 pM

CECL Forum for Mid-Size Banks

Risk and accounting practitioners at Mid-Size Banks ($5B - $35B in holdings) are invited to join us for breakfast followed by our 4th CECL Forum. The Forum will bring together industry practitioners from peer institutions with Moody’s Analytics subject-matter experts to discuss evolving approaches to CECL implementation challenges. The event will include a mix of presentations, panel discussions and networking opportunities around the nuts and bolts of implementing a CECL-ready ACL calculation process.

9:00 AM TO 12:00 pM

Risk Rating Analytics Roundtable

Join us for breakfast and an interactive discussion on the following topics:

- Look inside risk analytics market trends
- Discussion on new industry insights, technologies and modelling techniques that will take analytics to the next generation  
- Update on latest innovations at Moody’s Analytics addressing challenges in risk scoring during pre-qualification, origination and monitoring phases
- Roundtables focused on best practices for monitoring risk of public and private companies of all sizes

10:00 AM TO 1:00 pM

Credit Portfolio Risk Roundtable

This Roundtable will give you the opportunity to discuss the challenges and opportunities in credit risk portfolio management for senior executives in the regional bank space. Meet with your peers to exchange ideas, issues and best practices in this interactive discussion.

Topics for this year's Roundtable will include:

- Managing the Impact of CECL on Uncertainty in Earnings
- Measuring Capital Adequacy - What is an Appropriate Capital Buffer?
- Using Call Report Data for Peer Analysis 
- Practical Recommendations on Setting Limits using Risk Based Metrics

In addition we will have client speakers to share their experiences on the above topics.


Featured Speakers

Hear from some of the leading minds in the risk, financial and economic circles...

Philip Moyer
Director, Financial Services, Amazon Web Services
Aaron Klein
Fellow and Policy Director - Initiative on Business and Public Policy, Brookings Institution
Mark Zandi
Chief Economist, Moody's Analytics

Conference Highlights

Beyond the packed agenda, be sure to take advantage of all that RFPC17 has to offer!


Golf, 5K Run/Walk, a cold beer or a glass of wine, good food and a warm fall evening...whatever the setting, you will have ample opportunity to interact with peers that share the same challenges, and the ability to compare notes and forge relationships.

pre & post roundtables

Take advantage of pre/post conference workshops:
Commercial Real Estate Analytics (10/22)
CECL Forum for Mid-Size Banks (10/25)
Credit Portfolio Risk (10/25)
Risk Rating Analytics (10/25)

Justify Your Trip

Download this Business Justification Letter for your
manager, outlining the value attending RFPC provides not only you, but your
entire organization.

solutions corner

A unique opportunity to meet one-on-one with Moody's Analytics research and solutions experts during the conference. Last year, 160 risk practitioners benefited from Solutions Corner meetings. Please note that to obtain your desired time slot, we encourage you to request a Solutions Corner appointment when you register for RFPC. Depending on the topics you select, you may be scheduled for more than one appointment. Please take a quick moment to request your appointment today.

lunch and learns

Discuss common topics of interest with your peers and Moody's Analytics experts over a casual lunch.

continuing education credits (cpe)

Satisfy your continuing education credits while learning the latest in risk and finance. 13 CPE credits to be awarded over the 2.5 days.

Other institutions attending include:

  • Amazon Web Services
  • American Bankers Association 
  • American International Group
  • American Express
  • Apple  Bank for Savings 
  • ATB Financial
  • Banco General 
  • Banco Invex, S.A.
  • Bank Iowa
  • Bank of America 
  • Bank of America Merrill Lynch
  • Bank of China
  • BankUnited  
  • Bank of Montreal
  • BBVA Compass
  • Boeing Employees' Credit Union
  • Boston Private Bank & Trust Company
  • Bremer  Bank
  • Brookings Institution
  • Canada Mortgage and Housing Corporation
  • Capital  One 
  • CIT  Group 
  • Citizens Bank
  • Coast Capital
  • Commerce Bank
  • CompStak
  • Cost Capital Savings
  • CRB Auto
  • Credigy
  • Desjardins Group
  • Dow Jones
  • East West Bank
  • Emirates National Bank of Dubai
  • Fannie Mae
  • Farm Credit Administration
  • Farm Credit Bank of Texas
  • Farm Credit Canada
  • Farm Credit Services of America
  • Federal Deposit Insurance Corporation
  • Federal Home Loan Bank of Indianapolis
  • Federal Home Loan Bank of San Francisco
  • Federal Housing Finance Agency
  • Federal Reserve Bank of Atlanta
  • Federal Reserve Bank of Chicago
  • Federal Reserve Bank of San Francisco
  • Finagraph
  • Financial Accounting Standards Board
  • First Interstate Bank
  • First National Bank
  • First Republic Bank
  • Flagstar Bank
  • Ford Motor Company
  • Great Western Bank
  • Heartland Financial
  • HSBC
  • International Monetary Fund
  • Investors Bancorp
  • Itaú Unibanco
  • JP Morgan
  • KeyBank
  • Liberty Mutual Investments
  • Mutual Bank of Omaha
  • National Credit Union Association
  • Nationwide
  • NBT Bank
  • Northern Trust
  • Nuveen Investments
  • Overseas Private Investment Corporation
  • PNC Bank
  • Protective Life Corporation
  • Rockland Trust Company
  • SCDM Germany GmbH
  • Self-Insurers' Security Fund
  • Silicon Valley Bank
  • State Employees' Credit Union
  • State Street
  • Synchrony Financial
  • TCF Bank
  • TD Bank
  • Travelers
  • Umpqua Bank
  • Unison Bank
  • U.S. Bank
  • U.S. Department of Agriculture
  • Voya Financial
  • Virtualitics
  • Wells Fargo
  • WEX Bank
  • Zions Bancorporation

Ticket Pricing

Group Discount
 Send 3 or more attendees from your institution
& save an additional 20%
Cancellation Policy
We regret that no refunds can be given after registration has been received. A substitute delegate is always welcome at no extra charge.

Registrants who cannot attend the event for which they have registered are permitted to send a substitution.  All substitutions must be sent in writing by email to no later than 5 business days prior to the event
Clients and non-clients register by September 1 and receive 20% off the listed conference price!
Discount will be automatically applied during registration.
Multiple Registration Promotion: Send 3 or more attendees from the same company and you'll qualify for an additional 20% discount.
Contact for information or questions regarding multiple registrant discounts.

Fairmont Scottsdale Princess


7575 E Princess Drive, Scottsdale, AZ 85255

This year's RFPC will be held at the Fairmont Scottsdale Princess, a recipient of the AAA/CAA Five Diamond Award every year since 1990. The resort has also received accolades for its outstanding culinary program, exceptional guest service, unparalleled meeting facilities and the exquisite Well & Being Spa.

A preferred room rate of $279 USD per night (plus taxes and fees) is available for registered attendees of RFPC17 between October 19 and October 27, 2017 subject to availability. The rate includes access to complimentary basic WiFi in the guest room and access to the Fairmont Fitness Center.  

To obtain this rate, you must book by September 20, 2017. Please note that rooms are available on a first-come, first serve basis.

Reserve  Hotel  Now
more information

Toll-free: 1 (866) 540-4495 | Phone: 1 (480) 585-4848

The closest international airport to Fairmont Scottsdale Princess is Phoenix Sky Harbor International Airport (PHX).  The hotel is approximately 25 miles from the airport.

Contact Us

Email Events & Outreach -
Phone Client Services - +1.212.553.1653
For a comprehensive list of Moody's Analytics events, visit

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