The Division of Banking Supervision and Regulation

Quantitative Risk Management

The Quantitative Risk Management section coordinates quantitative supervisory efforts across the Federal Reserve System, providing support and leadership for issues as they arise, assessing the linkages across risk areas and issues related to correlation more broadly, and assisting with many aspects of quantitative training for examiners and other staff. The section's near-term focus on the assessment of banking organizations' preparedness for and implementation of the Basel II framework provides a unique opportunity to interact with policymakers and industry leaders in both the domestic and international arenas. Economists in the Quantitative Risk Management section participate in all aspects of the policy process as well as conducting original research, often in collaboration with colleagues in the Research Divisions of the Board and across the Federal Reserve System.