About David Green Advisors
DGA offers services in a broad range of risk and profitability management disciplines including asset liability management (ALM), funds transfer pricing (FTP), interest rate risk management, liquidity risk management and the behavioral modeling of loans and deposits. DGA’s expertise derives from extensive experience developing quantitative models, validating models, managing fixed income portfolios, developing derivatives strategies, as well as forecasting balance sheet and earnings across a variety of macroeconomic scenarios.
Practice Areas
The goal of risk and profitability management should be to tell a detailed and compelling story of how the bank makes money, without having to change the story every time interest rates move or the price of liquidity changes. The challenge comes in that it may be years before a particular story is shown to have no credibility.
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About David Green, Ph.D., CFA
I am motivated by the understanding that key risk and profitability management functions at a depository institution must be fully aligned in order for the story of how the firm makes money to be robust to the dynamics of the business cycle; absent proper alignment, measures of business segment- and product-level profitability will be incorrect and unstable, challenging effective management of the organization.
Dr. Green’s expertise in risk and profitability management derives from lessons learned in a 20-plus-year career spanning banking, bank regulation, consulting, and software development. Prior to consulting with firms around the globe for the last decade, he served as the Treasurer at BankUnited, the largest bank headquartered in Florida, where he was responsible for ALM, FTP, the investment portfolio, funding, and derivatives, as well as secondary marketing. Prior to this, he was the ALM Manager at SunTrust Bank in Atlanta; there, he built and managed all of the static and stochastic interest rate risk models for the bank and worked to align a number of business functions, including budgeting/forecasting, funds transfer pricing, and strategic balance sheet management. At SunTrust, he developed the first of many behavioral models for non-maturity deposits.
Dr. Green is a former Chairman of the Georgia Bankers Association’s A/L Management Committee. He served as a Bank Examiner at the Federal Reserve Bank of Atlanta, where he also spent two years in research while completing his PhD. He was also Chairman of SunGard/Bancware’s US Client Advisory Council for many years.
Dr. Green holds a PhD in Economics from Georgia State University, a BS in Applied Mathematics from Georgia Tech and is a CFA charter holder. He is a frequent speaker at banking and risk management conferences.
Dr. Green has created and delivered an extensive array of live content on risk and profitability management, including over 100 multi-day lectures around the globe on ALM, FTP and Deposit Modeling.
For more information about Dr. Green, visit LinkedIn.
Risk and Profitability Management Expert | Asset Liability Management | Funds Transfer Pricing | Advisory and Education