2026 Agenda Sessions

What does modern underwriting look like when durable signals meet cash flow data?

Credit underwriting is evolving fast. Real time cash flow data, alternative signals, and advanced machine learning models are reshaping how lenders understand risk — but the real shift isn’t a choice between “traditional scores” and “real time underwriting.” It’s how institutions combine stable, explainable risk ranking with more dynamic signals, without creating new governance or model risk headaches.

This session brings together experts from FICO’s analytics and client teams to explore where cash flow data consistently adds value, where it can mislead if overweighted, and how leading lenders are designing decision stacks that hold up across economic cycles. We’ll also examine how these choices affect consumers — and why a clear, consistent risk language remains essential for transparency and trust.

Takeaways:
• How cash flow insights fit into modern underwriting alongside durable, stable credit risk ranking
• How lenders evaluate new signals with rigor and integrate them into existing frameworks
• Why odds shift across the credit cycle even when rank ordering remains stable — and how to use that insight strategically
• Why explainability and a shared risk language matter for both lenders and consumers

Sponsored by FICO

Can data aggregators power the next wave of smarter credit?

APIs from Plaid, MX, Axoya, and others enable real-time cashflow insights and personalized underwriting. But how are lenders actually using these tools to improve decisioning, and what are the pitfalls?

We’ll dive into how top lenders are using financial data access to fuel better, faster, and fairer credit decisions.

Takeaways:
• Explore use cases for financial APIs in modern underwriting.
• Learn how data normalization and enrichment improve models.
• Understand the data privacy and regulatory implications of open access.