CECL Considerations For Community Banks

Overview

Title: CECL Considerations For Community Banks

Duration: 1 hour

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Summary

In less than one hour, walk away with actionable insights on data, models, and technologies to help your institution’s CECL implementation.

Topics include:

Selecting the right data
Deploying appropriate models
Calculating allowances
Reporting infrastructure

Take your CECL implementation to the next level with key insights from S&P Global Market Intelligence and RiskSpan.

Speakers

David Andrukonis
Managing Director
RiskSpan

David Andrukonis, CFA leads RiskSpan’s banking line of business, which helps lending institutions efficiently measure, optimize, and report the risk in their portfolios. Formerly, David managed the credit risk analyst group at WashingtonFirst Bank, covering CRE, construction, C&I and residential portfolios. David has published three technical papers in the RMA Journal: “Pitfalls in Conventional Earnings-Based DSCR Measures—And a Recommended Alternative”; “For Accurate Capital Forecasts, Granularity is Key”; and “Valuing Non-Maturity Deposits.” David is a CFA Charterholder and holds a Business Minor and BA in Political Science from UNC-Chapel Hill.

Rad Lukic
Senior Director, Risk Services
S&P Global Market Intelligence

Rad Lukic is a Director at S&P Global Market Intelligence, Risk Services. His focus is on assisting financial institutions and other organizations in validating and improving their credit risk assessment methodologies in a Basel II framework. Rad has extensive experience in analytical service development and client engagements, with a focus on developing and validating credit risk internal risk rating systems aligned with regulatory requirements.

Rad joined S&P Global in 2006 as an Associate in the New York Risk Solutions Group. He previously held an FX Analyst/Strategist for Emerging Markets position in a foreign exchange brokerage, as well as a consulting position at Mitsui & Co. with responsibility for the Balkan region.

Rad is currently the analytical lead in the S&P Global Market Intelligence Solutions and Services team on developing Credit Risk Rating Methodologies aligned with Basel II and best practices. He has extensive experience in analytical service development and client engagements focused on: Credit Risk Analytics, Internal Risk Rating System design and Validation, Modeling and estimating PD, LGD and EAD, Stress-testing rating systems.

Rad received an MBA from the Zicklin School of Business at the City University of New York (Baruch College), and a BSc in Economics from Belgrade University (Serbia).

Eduardo Alves
Director, Risk Services - Moderator
S&P Global Market Intelligence

Eduardo Alves is an analytical team lead at S&P Global Market Intelligence’s Risk Services. He delivers risk management solutions for financial institutions of varying sizes and specialties, with a primary focus in the Americas region. Mr. Alves is results-focused and has an outstanding record of exceeding client objectives through high-quality and consistent applications in the areas of credit risk rating methodologies, internal risk rating systems design and validation, stress testing, and thought leadership.

Prior to S&P Global Market Intelligence, Mr. Alves held positions at Promontory Financial Group, Mizuho Bank, and the World Bank. While at Promontory, he supported bank holding companies in developing and enhancing comprehensive stress testing frameworks required under DFAST and CCAR; including risk identification, capital planning, drafting of policies and guidelines, and regulatory submission reviews. At Mizuho, he analyzed financial institutions and large corporates in support of commercial loan originations in Latin America. Moreover, he conducted economic research and statistical analysis for various World Bank publications – chiefly the World Development Report 2009.