Second Pillar Consulting

Bill Nayda:
(804) 432-1629

    Geoffrey Rubin:
    (703) 403-9488
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    admin@secondpillar.com
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    11174 Lake Shore Ct.,
    Glen Allen, VA 23059

Bill Nayda, Ph.D., and Geoffrey Rubin, Ph.D., tap thirty years of combined financial institution experience in helping banks comply with capital regulations. They have:

	assisted several newly formed BHC's in establishing their regulatory and economic capital departments
	overseen the European Basel II compliance effort of a top ten US bank
	led successful regulatory capital examinations including SR99-18 exams
	extensive experience in managing consumer and commercial risk
	developed industry-leading analytical risk management systems for commercial real estate portfolios.
	developed the RMA's Enterprise Risk Management course for community banks
	developed economic capital and stress testing architecture for large US banks
	extensive experience in model governance and validation following OCC 2000-16 guidelines
	developed Enterprise Risk Management capabilities
	created credit scoring models for community banks and credit unions
	established the risk architecture for a large US insurance company
	actively participated in Basel II industry forums that facilitated the drafting of the new rules
	frequently addressed industry and regulatory conferences on Basel II
	published a number of academic papers and articles on Basel II

Bill holds a B.A. in Economics from Rutgers University and a Ph.D. in Economics from Texas A&M University.

Rubin, Geoffrey and Bill Nayda. "Standardized Basel II: Significant capital benefits for most banks," ABA Banking Journal, October 2008, pp. .

Lang, Bill and Bill Nayda. “Is Advanced Credit Risk Management Worth the Plunge?," RMA Journal, May (2008), pp. 35-41.

Ash, Dennis, Shannon Kelly Bill Lang, Bill Nayda, and Haining Yin. “Segmentation, Probability of Default, and Basel II Capital Measures for Credit Card Portfolios,” Credit Risk Conference X, Edinburgh, Scotland (2007). http://www.crc.man.ed.ac.uk/conference/archive/2007/papers/ash-dennis.pdf

Rubin, Geoffrey. “Economic Capital for Retail Credit Card Portfolios,” in Economic Capital: A Practitioner Guide,” Ashish Dev, ed., Incisive Media (2004), pp 89-108.

R. Perli and Bill Nayda. "Economic and Regulatory Capital Allocation for Revolving Retail Exposures," Journal of Banking and Finance; Volume 28, April (2004).
http://www.federalreserve.gov/pubs/feds/2003/200339/200339pap.pdf

Taylor, Michaell and Geoffrey Rubin. 'Raising the Bar: Simulation as a Tool for Assessing Risk for Real Estate Properties and Portfolios.' Real Estate Finance. Vol. 18. No. 4 (2002), pp. 18-34.

Geoffrey holds a B.A. in Economics from the University of Virginia, a certificate in Economics from the London School of Economics, and a Ph.D. in Economics from Princeton University.

Rubin, Geoffrey. “Scouting Top Apartment Markets,” Mortgage Banking, July (2000).

Atwood, J.D., B.A. McCarl, C.C. Chen, B.R. Eddleman, R. Srinivasan, and B. Nayda, "Assessing Regional Impacts of Change: Linking Economic and Environmental Models," Agricultural Systems, (63) 3, 147-159, (2000).

Overstreet, Jr., George and Geoffrey Rubin, “The Applicability of Credit Scoring in Credit Unions,” Filene Research Institute, January (1997).

Rubin, Geoffrey. “Is Housing age a commodity?: Hedonic price estimates of age,” Journal of Housing Research. Volume 4, Issue 1 (1993).

Overstreet, Jr., George and Geoffrey Rubin, “Blurred Vision: Challenges in Credit Union Research and Modeling,” Filene Research Institute, January, (1991).

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