Brad Olson is the President and CEO of Olson Research Associates, Inc., a firm specializing in bank financial modeling and education for over 50 years. Since joining the company in 1989, he has led its evolution from a provider of custom A/L modeling software to a leading web-based service bureau, A/L BENCHMARKS. He has played a key role in designing four generations of Olson’s financial modeling tools, including the firm’s highly interactive bank simulation, BANKdynamics. Today, Olson Research serves over 100 community bank clients across the country, helping them measure and manage interest rate risk (IRR).

Brad holds a BS in Computer Science from East Carolina University and an MBA from Johns Hopkins University. With over 30 years of industry experience, he works directly with bank senior management, ALCOs, and Boards, helping them understand and manage their institution’s IRR profiles. He has developed in-person and online workshops used in large-bank training programs, examiner education initiatives, and community bank risk management. His firm also runs bank simulations for the Federal Reserve and State Bank Regulators, helping supervisory agencies assess financial institution risk.

While Brad is still early in his tenure teaching Interest Rate Risk at GSBC, he brings over 20 years of experience as an educator. He has been an instructor at the CSBS (Conference of State Bank Supervisors) Bank Financial Analysis School for two decades and has taught at the Texas Tech School of Banking and the ABA’s Stonier Graduate School of Banking for over 10 years.