The 2016 Risk Management Summit will include consultative presentations, panel discussions and peer roundtables on the ALLL calculation, including the FASB’s CECL model and stress testing. The schedule is provided below. All times shown are Central Daylight Time (CDT). Click to download the printable agenda.

Early Registration: Tuesday, Sept. 13th 4:00 - 8:00 PM

Pre-Conference: Wednesday 8:00 AM - 12:30 PM

Sageworks ALLL User Pre-Conference

New for 2016, users of Sageworks ALLL have the opportunity to attend an exclusive Pre-Conference for networking, best-practice sharing and solution training. The User Pre-Conference replaces user sessions that were previously conducted as breakout sessions during the Summit.


Registration: Wednesday 11:00 AM - 1:00 PM

Conference: Wednesday 1:00 - 7:00 PM

CECL Overview: How to Succeed Through the Transition

Todd Sprang, CliftonLarsonAllen

This session will be an introduction to CECL and focused on unpacking the final guidance released by the FASB on June 16th. Attendees will gain actionable insights on how to better navigate through the transition and how those insights will have impact across the institution.

Model Risk Management

Mike Budinger, Crowe Horwath

Supervisory expectations have evolved with an enhanced view of what constitutes strong model risk management practices. Regulators and other external stakeholders have a keen interest in understanding the methods companies have used to assess their models’ performance, particularly as it relates to accuracy and controls. This session will provide a comprehensive look at Model Governance and Program Design, Model Risk Management Policies and Procedures, and Model Validation Programs.

3 Keys to Redefining Your Credit Culture

Ancin Cooley, Synergy Bank Consulting

This session will discuss how you can significantly reduce your credit risk by setting your institution’s risk appetite, improving talent management and understanding your institutional biases.

Key Concepts in Modelling Expected Credit Losses

Graham Dyer, Grant Thornton

This session will describe some of the key concepts related to modelling expected credit losses pursuant to FASB's CECL model and will address the following questions. What does ASU 2016-13 say about modelling? What are examples of potential approaches, and what are their respective strengths and weaknesses? What information is needed for different modeling approaches? How are controls and corporate governance impacted?

Roundtable Discussions

Attendees will have the opportunity to sit with peer institutions and address some of the questions that are top of mind. This is the first of two dedicated peer-group sessions.

Networking Cocktail Reception

In the courtyard of the hotel, relax after the first day of the conference with some drinks and networking.


Thursday 8:00 AM - 5:30 PM


True Success: The Art of Achievement in Times of Change

Tom Morris Ph.D.

As one of the world's top business philosophers and thinkers, Tom will deliver an address full of energy, humor and wisdom to help guide leaders on how to fully capitalize on times of change. His address, "True Success: The Art of Achievement in Times of Change", will cover how leaders from various backgrounds and with varied experiences can build their own framework for achievement that will enable them to better address the complex problems and challenges they face.

CECL Methodology & Disclosure Considerations

Ben Hoffman, KPMG

Developing CECL methodologies and disclosures as industry practices continue evolve will require financial institutions to be both proactive and responsive. This presentation will help participants think through the strategic approach and organizational capabilities that need developed now in order to be able to respond appropriately in an environment where practices and expectations will continue to evolve.

Consistently Assessing Credit Risk

Aaron Lenhart, Sageworks

This session will address how to assess the strength of your credit risk rating methodology as well as offer guidance on how you can build and improve your risk rating model to ensure transparency, consistency and accuracy.

The Benefits to a Proactive Approach to Transition to CECL

John Hurlock, SMARTER Risk Management

CECL is here and the move from an incurred loss model to an expected loss model requires changes in both modeling and the thought process about credit risk management. This session will cover how to define the scope and project, what data modifications and management steps are requires, how to lay out the key milestones and successfully achieve them, the benefits of being an early adopter and how to incorporate other areas of impact.

Update on Stress Testing Your Commercial Loan Portfolio

David Etter, Sheshunoff Consulting and Solutions

This session will take a look at what banks are doing today on stress testing and the impact that local market conditions is having. Attendees will also learn about the changing regulator expectations including the impact on budgeting and strategic planning as well as concentration limit testing.

Minding Your Ps and Qs: Strategic Q Factor Analysis for Today and Tomorrow

Michael Gullette, ABA

No investment decision in a CECL process should be made without a solid understanding of qualitative credit analysis, as it takes a front-seat role under CECL. Beginning with the Q factor basics, this session will step participants through a structured approach at Q factor analysis for today and also discuss how the analysis will change under CECL.

Purchasing Loans from Non-Bank Lenders - Managing the Risk and the Opportunity

Gale Simons-Poole, Promontory Financial Group

This session will discuss the risks and rewards associated with non-bank lending partnerships, how to utilize best practices if your institution currently pursues or is contemplating this kind of lending relationship. In addition, the current bank regulatory posture towards these types of arrangements and potential regulatory issues to consider will be presented.

Roundtable Discussions

Attendees will have the opportunity to sit with peer institutions and address some of the questions that are top of mind. This is the second of two dedicated peer-group sessions.

Banker Appreciation Night

The 2016 Banker Appreciation Night will be held at The Bullock Texas State History Museum. Join fellow attendees after Thursday's sessions for an evening of live music, networking and good food. The dinner will run from 6:30 - 10:30 PM.


Friday 8:00 AM - 12:00 PM CT

Case Study: Leveraging "What-If" Analyses in the ALLL

Steve Crouse, Paragon Bank

Analysis differs by institution and on a case-by-case basis. This session will provide a look at how "What-If" analyses can be used in calculating the ALLL and insight on how one institution has leveraged their analyses to find great success. Attendees will also learn how Sageworks ALLL has been used to aid in the successes.

ALLL Expert Advice: Expert Panel

A panel of risk management experts will share challenges, lessons learned and best practices related to calculating their ALLL currently and in the future under CECL.

Building an Effective Enterprise Risk Management Program

Jay Gallo, Sage Bank

This session will help participants understand the principles of good Enterprise Risk Management and learn how to develop an appropriate ERM framework and program for their institution.

Regression Analysis: Finding Leading Indicators

Neekis Hammond, Sageworks

It can be difficult to quantify your qualitative reserve adjustments. In this session, we will evaluate actual portfolio experiences relative to external factors on various institution sizes, discuss common correlations and leading indicators, as well as methods to utilize the resulting analysis.

Demystifying Acquisition Accounting

Tom Danielson, CliftonLarsonAllen

This enlightening seminar is a must see event if you are considering acquiring a bank. No one likes accounting surprises. This talk will prepare you for the daunting task of recording the target’s day one balance sheet to fair value and will cover the ongoing accounting issues. We will also talk about some lessor know planning opportunities that may reduce the capital needs for the acquisition. Finally we will delve into the accounting for the loan portfolio and discuss the accounting relief that CECL will afford when it is implemented.

Loan Profitability

Rob Ashbaugh, Sageworks

With low interest rates continuing to put pressure net interest margin, it is important for banks to make sure their loans are profitable and priced in line with bank strategy. In this session, learn how bringing risk, structure, revenue and costs into your pricing model while also cross-selling profitable banking products can improve loan profitability.