Where ALM Falls Short: A Data-Driven Look at DDA Behavior

Online Webinar:  April 15th | 2 PM EST

Checking accounts remain a primary funding engine for credit unions, yet many ALM models still rely on assumptions that don’t fully reflect how members behave today. This session draws on anonymized balance and transaction data from over 20 million accounts nationwide to provide a clearer view of real-world DDA performance.

We’ll explore balance persistence, transaction activity, rate sensitivity, and runoff risk – and what these behaviors reveal about funding stability in a changing rate environment. Designed for credit union leaders, this discussion connects behavioral insights to ALM, IRR, liquidity planning, and margin protection – grounded in data.

Learning Outcomes:
  • Identify where traditional DDA stability assumptions diverge from actual member behavior
  • Assess rate sensitivity and runoff risk using large-scale, real-world data
  • Strengthen alignment between DDA strategy, ALM, IRR, and funding decisions with greater confidence


Produced and sponsored by: 
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Greg Wempe

EVP of Performance Intelligence, Kasasa


Greg Wempe, EVP of Performance Intelligence at Kasasa, transforms the unique data resources from Kasasa’s network of community banks and credit unions into actionable, go-to-market strategies to propel these institutions forward in the face of megabank and new market players. With over a trillion data points going back over 20 years, Kasasa has insight into consumer behavior, product and pricing performance, and balance sheet impacts unavailable elsewhere.

Since 2006, Greg has worked side-by-side with over 600 community financial institutions, providing data-driven consultation and guidance to achieve their goals. Kasasa’s network of institutions ranks as the fourth largest bank in the country in branches.