Tara Heusé Kenyon is the Founder and CEO of US-based Kentara Analytics, a strategic analytics services firm, specializing in quantitative risk, credit risk modeling, stress testing, and strategic and capital planning. She provides world-wide consultative guidance in technical and functional solutions to banks, credit unions, insurance companies, bank training organizations, central banks, governmental agencies, and non-financial services companies. She was featured on the cover of Banking CIO Outlook magazine’s Banking Analytics Special issue (November 2018) as her company was named a Top 10 Banking Analytics Solution Provider for 2018 in only the second year of the company’s operation.
Her latest projects include strategic and capital planning for a mid-tier US bank and facilitating several MasterClasses for large tier North American banks on CCAR, CECL, and stress testing. She is also working on risk-adjusted return analyses with bankers and their regulators in Uganda, Kenya, Tanzania, and South Sudan.
Prior to founding Kentara, Kenyon was a US-based Global Banking Practice Leader for a Fortune Global 500 company, leading a team of experts providing risk management expertise for the banking industry. A former Chief Risk Officer for a large regional US bank, her financial industry experience spans over twenty-five years. Mrs. Kenyon, who holds an MBA from Louisiana State University (USA), is a distinguished graduate of the American Bankers Association’s Stonier Graduate School of Banking.
- Kenyon, T. H. (2019). The role of data analytics in financial institutions. Kampala, Uganda: The Uganda Institute of Banking and Financial Services.
- Kenyon, T. H. (as Skinner, T. H.) (2011). Venture capital and private equity in tight credit markets. International Council of Business Schools and Programs Annual Conference Proceedings, 1(2).
- Oberg, R., & Kenyon, T. H. (as Skinner, T.H.) (2006). The bank executive's guide to enterprise risk management. Washington: American Bankers Association.
- Conference Chair: Best Practices for Stress Testing in Financial Institutions, GFMI Conference, New York, September 2019
- “Achieving Economies of Scale with Stress Testing and CECL,” MasterClass, Best Practices for Stress Testing in Financial Institutions, GFMI Conference, New York, September 2019
- “Managing Bank Risks,” MasterClass, The Role of Ethics in the Digital Age of Financial Services, East Africa Banking School, Arusha, Tanzania, August 2019
- “The CCAR-CECL Convergence: When ‘Worlds Collide,’” MasterClass, 7th Annual Best Practices for Capital Management and CCAR, GFMI Conference, New York, January 2019
- “From Principles to Standards of Practice: The Bank Executive’s Guide to Solid Data Management and Quality Assessment,” FFIEC, Supervisory Updates and Emerging Issues, Arlington, Virginia, October 2017
- “What’s on Your RDAR? Risk Data Quality and Aggregation in the Decade after the Global Financial Crisis,” FFIEC, Supervisory Updates and Emerging Issues, Arlington, Virginia, May 2017
- “From Model Inventory to an Enterprise Wide Model Management Platform,” Model Management in Financial Institutions Conference, Toronto, Canada, November 2015
- “Stress Testing Modeling: Finding the ‘Fault Lines’ in Risk Management through Dynamic Stress Test Modeling,” GARP WebCast, May 2015
- “Understanding Risk Culture: Using Corporate Culture to Positively Affect Enterprise Risk Management and Firm Performance,” International WebCast, The Conference Board, December 2014
