JOIN US FOR OUR EVENING MEETING.
June 1st at 6PM:
Yelena Takhtamanova, Risk Specialist, Federal Reserve Bank of San Francisco and
Alexandra Onosova, Risk Specialist, Federal Reserve Bank
"Federal Reserve Bank Credit Risk Model Reviews:
Two Quants' Prespective"
Our June 1st meeting will be held at the Wells Fargo Center in downtown
Seattle and will begin at 6PM.
Alexandra joined the Federal Reserve Bank of San Francisco in 2013. As a Senior Risk Specialist, she has examines multiple banking holding companies, reviews wholesale and retail credit risk modeling frameworks for compliance with SR 11-7 and alignment with the range of current practice. The portfolios reviewed include CRE, mortgage, Mortgage Servicing Rights, Municipal bonds and others. She has also participated in CCAR Federal Reserve System annual exams. In addition, Alexandra examines validation functions, governance and policy, and participates in horizontal reviews of stress-testing results of BHCs. Lastly, she conducts independent research. Her most recent project involves studying landmarking and alternative methodologies in retail credit portfolios.
Yelena Takhtamanova is Senior Risk Specialist in the Financial Institution Supervision and Credit at the Federal Reserve Bank of San Francisco. In her role, she assesses the models used by multiple supervised institutions within the 12th District and System, and with addressing technical questions. This includes assessing stress testing models and models used for calculating regulatory capital under the Basel Advanced Approaches, as well as evaluate institutions’ model risk management and validation practices. She provides direct assistance to System-initiated supervisory events encompassing institutions on a national scale such as the Comprehensive Capital Analysis and Review (CCAR), assisting with review of the complex quantitative methodologies that financial institutions use to capture, measure and translate their exposures into estimates of potential loss as well as project various sources of revenue under a range of various stressful scenarios.
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