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How Peers are Tackling CECL for Held-to-Maturity Securities

One Hour
Dave Andrukonis
Graham Dyer
Varun Agarwal

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this webinar starts in

2017/09/27 11:30 AM EST

This webinar will cover:


Defining major classes in the debt securities universe. Including, structured-finance, corporate bonds and MUNI bonds.

New Approaches

Introducing CECL approaches for these classes. Looking at both advanced and simpler approaches.


Applying the general CECL model to debt securities, and also taking a look at the impact on pooling and zero credit losses.

About The Hosts

Dave Andrukonis
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.

Graham Dyer
Partner - Grant Thornton, Member - FASB's CECL Transition Resource Group (TRG)

Graham Dyer currently consults with Grant Thornton's clients and audit teams regarding technical accounting and auditing matters, with a focus on issues impacting financial services entities.

His background includes the National Professional Standards Group at Grant Thornton and serving as a Professional Accounting Fellow in the Office of the Chief Accountant at the OCC. Graham is also a member of the FASB's CECL Transition Resource Group (TRG) and the IASB's IFRS 9 Impairment Transition Group (ITG).

Varun Agarwal
Director, Strategic Risk and Operations Practice, Financial Services

Varun Agarwal provides advisory services to Banking and Capital Markets clients in risk and regulatory compliance management space in the areas of Enterprise Risk, Credit Risk, Market Risk, Liquidity Risk, Operational Risk and Model Risk management services along with Risk Governance, Risk Data Management and Reporting services.

 Varun brings twenty years’ experience in Risk Consulting both in the capacity as a provider of consulting services and as an end user.  He has previously worked for Genpact, Capgemini, HSBC, JP Morgan Chase, and Deloitte in US, Canada and Europe. He brings expertise in both process and quantitative areas. Related to CECL, he has extensive experience related to modeling (development, validation, implementation, use) and data management, and has delivered webinars and written points of view.