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TheEconomists

Photo of Sanjay Chawla

sanjay.chawla@frb.gov
Education
  • Ph.D., Physics, University of Pennsylvania, 1996
  • B.S., Engineering Physics, IIT Mumbai, 1989
  • Current Research Topics

  • Counterparty Risk and CVA
  • OTC Derivatives, SFTs
    • Economist

      Board of Governors of the Federal Reserve System

    • 2012 - present
    • Senior Quant (Team Lead)

      Royal Bank of Scotland

    • 2011 - 2012
    • Quantitative Strategist

      Credit Suisse

    • 2000 - 2011
  • conference

    April 2013

    Second Annual Derivative Funding and Valuation Forum (New York)

    Funding Valuation Adjustment for Credit Products

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Last update: December 9, 2013